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Engaged Employer

JPMorgan Chase & Co.

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4.0

based on 6.2k Reviews

Video summary

Proud winner of ABECA 2024 - AmbitionBox Employee Choice Awards

Top Rated Mega Company - 2024

Top Rated Company for Women - 2024

Top Rated Financial Services Company - 2024

681 JPMorgan Chase & Co. Jobs

Quantitative Research- Market Capital - Vice President

JPMorgan Chase

4.0

based on 6.2k Reviews

10-15 years

₹ 20 - 75L/yr (AmbitionBox estimate)

Bangalore / Bengaluru

1 vacancy

Quantitative Research- Market Capital - Vice President

JPMorgan Chase & Co.

posted 2mon ago

Job Role Insights

Flexible timing

Key skills for the job

Data Analysis Data Analytics C++ Front Office Risk Management CCTV Monitoring

+ 3 more

Job Description

As a Quant Modelling Vice President in QR Markets Capital (QRMC) teams team, you will play a pivotal role by implementing the next generation of risk analytics platform. The QR Markets Capital (QRMC) teams mission is to build the models and infrastructure used for the risk management of Market Risk such as of Value at Risk(VAR)/Stress/ Fundamental Review of the Trading Book( FRTB). The QRMC team in India will therefore play a critical role and support the activities of QRMC group globally. We also work closely with Front Office and Market Risk functions to develop tools and utilities for model development and risk management purposes.

Job responsibilities

Work on the implementation of the next generation of risk analytics platform;
Assess model performance, perform back testing analysis and P&L attribution;
Improve performance and scalability of analytics algorithms;
Develop and enhance mathematical models for VaR/Stress/FRTB;
Assess the appropriateness of quantitative models and their limitations, identifying and monitoring the associated model risk;
Design efficient numerical algorithms and implementing high performance computing solutions;
Design and develop software frameworks for analytics and their delivery to systems and applications.

Required qualifications, capabilities, and skills

Advanced degree (PhD, MSc, B.Tech or equivalent) in Engineering, Mathematics, Physics, Computer Science, etc.;
3+ years of relevant experience in Python and/or C++ along with proficiency in data structures, standard algorithms and object oriented design;
You have basic understanding of product knowledge across a range of asset classes - Credit, Rates, Equities, Commodities, FX & SPG;
You re interested in applying agile development practices;
You demonstrate quantitative and problem-solving skills as well as research skills;
You understand basic mathematics such as statistics, probability theory;
You demonstrate good interpersonal and communication skills, ability to work in a group;
You re attentive to detail and easily adaptable;

Preferred qualifications, capabilities, and skills

Experience applying statistical and/or machine learning techniques in the financial industry;
Knowledge of options pricing theory, trading algorithms or financial regulations;
Experience using multi-threading, GPU, MPI, grid, or other HPC technologies is a plus;
Excellent knowledge on data analysis tools in python like Pandas, Numpy, Scipy etc;
Knowledge of advanced mathematics such as stochastic calculus;
Knowledge of front-end technologies like HTML, React and integration with large data sets.

Employment Type: Full Time, Permanent

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JPMorgan Chase & Co. Interview Questions & Tips

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