CIB QR - Quantitative Research Rates - Vice President CIB QR - Quantitative Research Rates - Vice  …

J.P.Morgan
à New York, NY, États-Unis
CDI, Plein-temps
Dernière candidature, 11 sept. 19
Competitive
J.P.Morgan
à New York, NY, États-Unis
CDI, Plein-temps
Dernière candidature, 11 sept. 19
Competitive
CIB QR - Quantitative Research Rates - Vice President
JPMorgan Chase & Co. (NYSE: JPM) is a leading global financial services firm with assets of $2.7 trillion and operations worldwide. The firm is a leader in investment banking, financial services for consumers and small business, commercial banking, financial transaction processing, and asset management. A component of the Dow Jones Industrial Average, JPMorgan Chase & Co. serves millions of consumers in the United States and many of the world's most prominent corporate, institutional and government clients under its J.P. Morgan and Chase brands.

The CIB Rates QR team is responsible for the development, documentation, testing, implementation and support (full life-cycle) of product valuation and risk management models for trading desks within Global Rates Business, Fixed Income Hybrids, and Asset Wealth Management.
The opportunity is to join our New York team as an Association or Vice President focusing on development, implementation and roll out of Rates functionality in Athena the strategic risk management platform.
Key responsibilities include:
  • Implementation and integration of rates product and model in Athena
  • Support key Rates migration initiatives to Athena
  • Work closely with technology integration with risk infrastructure
  • Supporting trading activities by explaining valuation and risk behavior, carrying out scenario analysis, developing and delivering quantitative and trading tools.
Essential skills:

Excellent analytical and problem-solving abilities
Strong collaborative team player with excellent written and oral communication skills
Excellent programming skills with track record of deliveries in python and C++
Advance degree in technical and/or engineering field is desired.
Prior experience in interest rate pricing theory and standard models (either front office or model validation) is desired.
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