Quantitative Research Analytics- Vice President

5 - 9 years

0 Lacs

Posted:1 week ago| Platform: Shine logo

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Work Mode

On-site

Job Type

Full Time

Job Description

You are presented with an exciting opportunity to join a dynamic and growing team in a fast-paced and challenging environment. As a Vice President (VP) within Quantitative Research Analytics at JP Morgan Markets, based in Mumbai or Bengaluru, you will partner with the Business to provide a comprehensive view by developing and maintaining advanced models and libraries for pricing and risk management. You will work on cutting-edge high-performance computing (HPC) products supporting diverse pricing and risk systems. **Key Responsibilities:** - Develop a software library in C++/CUDA/Python for pricing derivatives and calculating risks, designing efficient numerical algorithms and implementing high-performance computing solutions. - Design and maintain processes and infrastructure to manage the library's software development lifecycle and to support the developers working on it. - Maintain and support the core library frameworks and suitable interfaces to interact efficiently with the firm's risk platform. - Build efficient algorithms leveraging vectorization and parallelization, compilers, architecture of cross-asset pricing engines, and optimizing code for specific hardware. - Support end users of the library and communicate with desk-aligned quant teams and technology groups. **Qualification Required:** - Advanced degree in a quantitative subject such as computer science or mathematics. - Proficiency in code design and programming skills, with a primary focus on C++ and Python, along with the ability to adapt to other tools and technologies as required. - Passion for software design and writing high-quality code. - Demonstrated quantitative, problem-solving, research, and analytical skills. - Interest in applying agile development practices in a front-office trading environment, including robust testing and software development lifecycle approaches. - Strong interpersonal skills, with the ability to communicate effectively and think strategically and creatively when faced with problems and opportunities. - Familiarity with Cloud Technologies like AWS and Terraform. The company values individuals who bring computer programming experience, demonstrate quantitative and problem-solving skills, quickly grasp business concepts outside their immediate area of expertise, are detail-oriented and adaptable, and are enthusiastic about knowledge sharing and collaboration.,

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Financial Services

New York

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