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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-Modelling -Vice President

JPMorgan Chase

4.0

based on 6.2k Reviews

10-15 years

₹ 26 - 75L/yr (AmbitionBox estimate)

Mumbai

1 vacancy

Quantitative Research-Modelling -Vice President

JPMorgan Chase & Co.

posted 2mon ago

Job Role Insights

Flexible timing

Key skills for the job

Data Analysis Python Automation Testing C++ Portfolio Management Reverse Engineering

+ 3 more

Job Description

As a Quantitative Modeler within the Quantitative Research team at J.P. Morgan, you will play a pivotal role in shaping our firms future and will provide effective, timely, and independent assessments of our booking models and contribute to the development of alternative benchmarking models.

Join our dynamic and growing Quantitative Research team at J.P. Morgan as a Quantitative Modeler. This role offers the chance to shape our firms future by providing independent assessments of our booking models and developing alternative benchmarking models. Youll have the opportunity to leverage your experience in designing independent valuation applications, making a significant impact on our team. Our global team is a leader in financial engineering, data analytics, statistical modeling, and portfolio management, partnering with various stakeholders across all products and regions.

Job Responsibilities:

Define the architecture for a state-of-the-art model calibration and independent valuation application that is modular, scalable and robust
Integrate and develop mathematical models for the calculation of pricing adjustments, model limitation provisions, model parameter uncertainty reserves and other regulatory calculations like prudential valuation adjustments and CCAR stresses
Drive initiatives for increased automation and digitization across the model space, including inventories of models, products, limitations and adjustments
Design and implement data pipelines for the ingestion, processing and storage of independent datasets used for model calibration and build analytics to remediate model limitations identified by the model validation team to better manage the model risk appetite of the firm
Optimize the application for high performance utilizing distributed computing, cloud-based solutions, or GPU acceleration where possible
Design and develop software frameworks for analytics and their delivery to downstream systems and application

Required qualifications, capabilities and skills:

You demonstrate quantitative and problem-solving skills as well as research skills
You demonstrate proficiency in software design patterns, code design and programming skills, with primary focus on Python and C++;
You have practical experience with code performance optimization, debugging and reverse engineering
You understand advanced mathematics arising in financial modeling, such as probability theory, stochastic calculus, statistics etc.
You have hands-on experience with data analytics, including working with large data sets and tools for data analysis and visualization.
You have excellent verbal and written communication and team skills in a multi-location set-up

Preferred qualifications, capabilities and skills:

Advanced degree (PhD, MSc or equivalent) in Computer Science, Engineering, Mathematics, Physics, etc.
Markets experience and familiarity with general trading concepts and terminology
Knowledge of options pricing theory, trading algorithms, financial regulations, stochastic process, partial differential equations and numerical analysis
Knowledge of financial products, their payoff functions and models
Familiarity with full-stack software development

Employment Type: Full Time, Permanent

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