Quantitative Research - Associate HPC C++ Developer Alumni Career Site

3.0 - 7.0 years

0 Lacs

maharashtra

On-site

Are you seeking an exciting opportunity to become a part of a dynamic and expanding team in a fast-paced and challenging environment This unique opening offers you a chance to collaborate within our team and work closely with the Business to provide a comprehensive perspective. As a Quantitative Research Associate C++ Developer in the QR modeling group at J.P. Morgan, you will play a crucial role in a global team that collaborates with traders, marketers, and risk managers across various products and regions. Your responsibilities will involve contributing to sales and client engagement, driving product innovation, managing valuation and risk, optimizing inventory and portfolios, engaging in electronic trading and market making, and implementing effective financial risk controls. This position presents a distinctive opportunity to apply your expertise in financial engineering, data analytics, statistical modeling, and portfolio management while evolving within a dynamic and forward-thinking environment. Responsibilities: - Design and execute C++ HPC models for pricing and risk assessment. - Develop tools for monitoring and optimizing the firm's resources efficiently. - Collaborate with technology teams to create risk management systems and front-end tools. Qualifications and Skills: - Hold an advanced degree (MSc, PhD, or equivalent) in Engineering, Mathematics, Physics, Computer Science, etc. - Possess strong analytical, quantitative, and problem-solving skills with a knack for research. - Demonstrate experience in object-oriented programming, particularly in C++. - Familiarity with data science and machine learning concepts, techniques, and tools. - Excellent communication skills to convey complex ideas and concepts both verbally and in written form to diverse audiences. - Ability to swiftly comprehend business concepts beyond your immediate expertise and adapt to rapidly changing business requirements. Desired Capabilities: - Knowledge of financial markets. - Experience with big data technologies and tools such as Tensorflow.,

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