Quantitative Developer - Rates Systematic Trading; Associate

As a Quantitative Developer at J.P. Morgan, you will be joining the Rates Trading Strategies team in Mumbai, focusing on global Rates markets. Your role will involve designing and implementing tools and frameworks to support systematic trading activities. You will work closely with a global team to enhance tools, models, and strategies for efficient risk management and performance monitoring. **Key Responsibilities:** - Build and maintain tools, UIs, and frameworks for systematic risk taking in Rates trading businesses. - Develop systematic strategies and performance monitoring systems. - Improve the robustness and integration of tools and models within the Rates trading group. - Process, clean, and analyze large datasets for alpha research purposes. - Collaborate with traders to enhance tools and models effectively. **Qualifications Required:** - Extensive professional experience in software development, particularly with Python. - Proficiency in data analysis techniques, data science libraries (e.g., numpy, pandas), and visualization tools (e.g., dash, panel). - Knowledge of database systems, specifically KDB. - Strong interpersonal and communication skills to collaborate effectively with traders, quantitative researchers, and software developers. - Exceptional attention to detail and a strong work ethic. - Bachelor's or master's degree in computer science, Computer Engineering, or a related field. In addition to the above qualifications, the following skills are preferred: - Knowledge of Fixed Income / Rates. - Experience in high-frequency trading, algorithmic trading, or electronic trading. - Proficiency in Java. - Experience working collaboratively on common codebases using git. Join J.P. Morgan's fast-paced, dynamic, and highly collaborative environment to contribute to the development and enhancement of tools and strategies in the global Rates markets.,