QR Markets Capital Associate

0 - 5 years

9 - 13 Lacs

Posted:1 day ago| Platform: Naukri logo

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Job Type

Full Time

Job Description

Your Impact
You ll contribute to the firm s product innovation, effective risk management, ficial risk controls. Specially, you ll have the chance to

Work on the implementation of the next generation of Market Risk analytics platform; Assess model performance, perform back testing analysis and P&L attribution; Improve performance and scalability of analytics algorithms; Develop and enhance mathematical models for VaR/Stress/FRTB; Developed analytical tools/models to detect anomalies in large datasets and deliver automated, actionable explanations for changes in Risk, Capital, and P&L Assess the appropriateness of quantitative models and their limitations, identifying and monitoring the associated model risk; Design efficient numerical algorithms and implementing high performance computing solutions; Design and develop software frameworks for analytics and their delivery to systems and applications.
About You

Advanced degree (PhD, MSc, B. Tech or equivalent) in Engineering, Mathematics, Physics, Computer Science, etc. ; You bring expertise in Python and/or C++/or any other OOPS language; You demonstrate proficiency in data structures, standard algorithms and object oriented design; You understand the different types of risk and you can discuss in detailed ways of managing these risks; You have basic understanding of product knowledge across a range of asset classes Credit, Rates, Equities, Commodities, FX & SPG; You re interested in applying agile development practices; You demonstrate quantitative and problem-solving skills as well as research skills; You understand basic mathematics such as statistics, probability theory; You demonstrate good interpersonal and communication skills, ability to work in a group; You re attentive to detail and easily adaptable;

Desirables
Experience applying statistical and/or machine learning techniques in the ficial industry;
Knowledge of options pricing theory, trading algorithms or ficial regulations; Experience using multi-threading, GPU, MPI, grid, or other HPC technologies is a plus; Excellent knowledge on data analysis tools in python like Pandas, Numpy, Scipy etc; Knowledge of advanced mathematics such as stochastic calculus; Knowledge of front end technologies like HTML, React and integration with large data sets.

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JPMorgan Chase Bank logo
JPMorgan Chase Bank

Financial Services

New York

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