Quantitative Research SPG Associate
Company Name:-
JPMorgan Chase Bank, N.A.
Job Location:-
Mumbai, Maharashtra
Job Summary:-
Opportunity
We are looking for an experienced Associate to join our team in Mumbai .
The Securitized Products Group QR team’s mission is to develop and maintain sophisticated mathematical models, cutting-edge methodologies and infrastructure to value and hedge financial transactions ranging from vanilla flow products to complex derivative deals, as well as improve the performance of algorithmic trading strategies and promote advanced electronic solutions to our clients worldwide.
We work closely with trading desks to develop statistical arbitrage strategies along with other quantitative trading and risk models.
In addition, we are providing on job training, intensive internal classroom training, and online courses, all given by our experienced quants.
Through the diversity of the businesses it supports and the variety of functions that it is responsible for, Quantitative Research group provides unique growth opportunities for you to develop your abilities and your career.
We make reasonable accommodations for applicants’ and employees’ religious practices and beliefs, as well as any mental and physical health needs or particular family considerations.
If you are passionate, curious and ready to make an impact, we are looking for you.
Your Impact
You’ll contribute to the firm’s product innovation, effective risk management, financial risk controls.
Specially, you’ll have the chance to:Develop mathematical models for pricing, hedging and risk measurement of derivatives securities;
Develop mathematical models and systems for electronic trading activities
Support both OTC and electronic trading activities by explaining model behavior, identifying major sources of risk in portfolios, carrying out scenario analyses, developing and delivering quantitative tools, and researching for new trading ideas;
Build various quantitative models and assess their appropriateness and their limitations, identifying and monitoring the associated model risks;
Implement risk measurement, valuation models or algorithmic trading modules in software and systems;
Design efficient numerical algorithms and implementing high performance computing solutions;
Design and develop software frameworks for analytics and their delivery to systems and
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