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540 JPMorgan Chase & Co. Jobs
Quantitative Research-Modelling -Vice President
10-15 years
₹ 26 - 75L/yr (AmbitionBox estimate)
Mumbai
1 vacancy
Quantitative Research-Modelling -Vice President
JPMorgan Chase & Co.
posted 7d ago
Job Role Insights
Flexible timing
Key skills for the job
Job Description
- 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
- 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
- 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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Anonymous · Treasury
in Mumbai
Exposure to technology and learning is good. You can upgrade your skill set with big range of trainings.
Unethical practice on efficiency saves where they will reduce head count even when projects or process improvement initiatives are not implemented. Few ED (Executive Director) level members will give incorrect picture of achievement at the cost of employees stretching beyond their normal working hours and also compromising with quali..Read More
Read 115 reviewsVice President salary at JPMorgan Chase & Co.
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