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33 JPMorgan Chase & Co. Vice President Jobs
Quantitative Research Equity derivative Modelling - Associate /VP
5-10 years
Mumbai
1 vacancy
Quantitative Research Equity derivative Modelling - Associate /VP
JPMorgan Chase & Co.
posted 4d ago
Job Role Insights
Flexible timing
Key skills for the job
Job Description
- Developing mathematical models for pricing, hedging and risk measurement of derivatives securities
- Identifying major sources of risk in portfolios, explain model behavior by carrying out scenario analyses, develop and deliver quantitative tools
- Assessing the appropriateness of quantitative models and their limitations, identifying and monitoring the associated model risk
- Implementing risk measurement, valuation models or algorithmic trading modules in software and systems
- Designing efficient numerical algorithms and implementing high performance computing solutions
- Advanced degree (PhD, MSc or equivalent) in Engineering, Mathematics, Physics, Computer Science, etc.
- Good understanding of advanced mathematical topics like probability theory, stochastic calculus, partial differential equations, numerical analysis, optimization
- Experience of code design and demonstrable programming skills in C++/Python or any other programming language
- Excellent communication skills, both verbal and written, can engage and influence partners and stakeholders
- Demonstrate good judgment - decision-making is your strong side
- Enthusiasm about knowledge sharing and collaboration
- Strong interpersonal skills required to communicate in a direct, succinct manner
- Knowledge of options pricing theory, equities markets, in particular equity derivative products and models, is a plus, but it s not strict requirement
- Experience with data schemas and data structures would be useful in this role
- Robust testing and verification practices
- Relevant academic research publications a plus
Employment Type: Full Time, Permanent
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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
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