Quantitative Research - Strategic Indices Modelling - Associate/ Vice President

JPMorgan Chase Funding·Posted 3 weeks ago

Location

All India

Experience

3–7 years

Required Skills

PythonCCalculusNumerical AnalysisOptimizationStatisticsFinancial ModelingObjectOriented ProgrammingDerivatives Pricing TheoryAgile Development Practices

About the Role

In this role as a Quant Research Associate/Vice President with J.P. Morgans Global Quantitative Research Group in Mumbai, you will be an integral part of the Strategic Indices business, collaborating closely with Traders, Structuring, and Technology teams globally. The team was established in 2013 to enhance the Firms quants capabilities worldwide, covering various asset classes across geographies and providing essential insights for Investment Banking, Structuring, Sales & Trading, and Research divisions. As a Quant Algo Developer, your responsibilities will involve developing sophisticated mathematical pricing models and innovative methodologies to design, value, and implement algorithmic trading strategies and their corresponding hedges. The team utilizes financial engineering, data analytics, statistical modeling, and portfolio optimization techniques to create Investable Indices for financial products. Your role will include partnering with traders, marketers, and risk managers to contribute to sales, client interactions, product innovation, valuation, risk management, and portfolio optimization, ensuring appropriate financial risk controls are applied.

Key Responsibilities: - Develop and maintain new and existing algorithmic trading strategies - Understand valuation and risk management of production trading strategies - Contribute to SDLC infrastructure of complex tradable strategies and build analytical tools for risk analysis

• Support OTC and electronic trading activities by explaining model behavior and identifying major sources of risks in the portfolio

• Assess the appropriateness and limitations of quantitative models and algorithmic strategies, monitor associated model risks

• Deliver end-to-end automation and optimization of trading execution and related workflows
Required qualifications, skills, and capabilities: - Advanced degree (PhD, MSc or equivalent) in Engineering, Mathematics, Physics, Computer Science, etc.
• Strong programming background with proficiency in Python or C

• Advanced mathematics knowledge used in financial modeling including calculus, numerical analysis, optimization, and statistics

• Understanding of the mathematics involved in the valuation of financial products and trading strategies

• Experience with object-oriented programming concepts

• Exceptional analytical, quantitative, and problem-solving skills

• Excellent communication skills, both verbal and written, to engage and influence partners and stakeholders
Preferred qualifications, skills, and capabilities: - Experience in financial markets and familiarity with trading concepts and terminology
• Knowledge of derivatives pricing theory, trading algorithms, and financial regulations

• Interest in market microstructures and quantitative trading within global markets

• Understanding of different types of financial risk and risk management strategies

• Interest in applying agile development practices in a front-office trading environment

• Practical knowledge of derivatives pricing and risk management of vanilla options and volatility products

• Strong focus on robust system and solution design, including thorough testing and verification practices
Join our team in Mumbai and collaborate closely with trading desks to design, build, and risk manage tradable indices, contributing to the innovative landscape of the Strategic Indices business at J.P. Morgan. In this role as a Quant Research Associate/Vice President with J.P. Morgans Global Quantitative Research Group in Mumbai, you will be an integral part of the Strategic Indices business, collaborating closely with Traders, Structuring, and Technology teams globally. The team was established in 2013 to enhance the Firms quants capabilities worldwide, covering various asset classes across geographies and providing essential insights for Investment Banking, Structuring, Sales & Trading, and Research divisions. As a Quant Algo Developer, your responsibilities will involve developing sophisticated mathematical pricing models and innovative methodologies to design, value, and implement algorithmic trading strategies and their corresponding hedges. The team utilizes financial engineering, data analytics, statistical modeling, and portfolio optimization techniques to create Investable Indices for financial products. Your role will include partnering with traders, marketers, and risk managers to contribute to sales, client interactions, product innovation, valuation, risk management, and portfolio optimization, ensuring appropriate financial risk controls are applied.

Key Responsibilities:

• Develop and maintain new and existing algorithmic trading strategies

• Understand valuation and risk management of production trading strategies

• Contribute to SDLC infrastructure of complex tradable strategies and build analytical tools for risk analysis

• Support OTC and electronic trading activities by explaining model behavior and identifying major sources of r

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