CIB - Quantitative Research - Ecom - Associate
We are seeking a person to join the JP MorganQuantitative Research team in New York focused on the FX and Commodity linear electronictrading business. Relevant education would be in the areas of FinancialMathematics, Computer Science and also well qualified engineers, scientists andother candidates are encouraged to apply. We expect the person to share in abalanced mixture of responsibilities, including model research and development,model documentation, pricing and risk investigation, product-specific analysis,software development and discussions with the trading desk. Core Responsibilities:
· Developmodels and implement them in either Python, Java or C++
· Particularfocus on support of the FX and Commodity electronic trading business.
· Rapidprototyping of models and products; benchmark and compare results of varioustechniques.
· Explainmodel behavior to traders and control functions, carry out scenario analysis,provide guidance / debug analytics.
· Writewell-formulated documents of model specification and implementation testing.
Essential skills, experience and qualifications: · Strongsoftware development skills preferably in Python, Java and C++
· Stronganalytical and problem solving abilities
· Excellencein numerical analysis, statistics and machine learning.
· Goodcommunication skills, both oral and written
· PhDor Masters degree from top tier schools/programs in Mathematics, Mathematical Finance, Physics, Computer Science or Engineering
Desirable skills / experience: · Knowledgeof FX or Commodity in electronic trading space.