Quantitative Developer Rates Systematic Trading; Associate

As a Quantitative Developer at J.P. Morgan, you will be part of the Rates Trading Strategies team in Mumbai, focusing on global Rates markets. Your role involves building and maintaining tools, UIs, and frameworks to support systematic risk-taking in Rates trading businesses. Additionally, you will develop systematic strategies, performance monitoring systems, and enhance the integration of tools and models within the wider trading group. Your responsibilities include processing, cleaning, and analyzing large datasets for alpha research, as well as collaborating with traders to enhance tools and models. Key Responsibilities: - Build and maintain tools, UIs, and frameworks supporting systematic risk-taking in Rates trading businesses. - Develop and maintain systematic strategies, performance monitoring, and attribution systems. - Enhance the robustness and integration of tools and models within the Rates trading group. - Process, clean, and analyze large datasets for alpha research. - Collaborate closely with traders to improve relevant tools and models. Qualifications Required: - Extensive professional experience in software development, with a strong focus on Python. - Proficiency in data analysis techniques using data science libraries (numpy, pandas, etc.) and visualization tools (dash, panel). - Knowledge of database systems, particularly KDB. - Strong interpersonal and communication skills for effective collaboration 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. Preferred Qualifications: - 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.,