Quantitative Research Analytics- Vice President

8 - 10 years

25 - 30 Lacs

Posted:4 hours ago| Platform: Naukri logo

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Job Type

Full Time

Job Description

As a VP within Quantitative Research, QR Analytics, you will develop and maintain advanced models and libraries for pricing and risk management across JP Morgan Markets. You will work on cutting-edge HPC concepts, leveraging recent advances in CPUs, GPUs, and compiler technologies. The role involves close collaboration with internal lines of business and external HPC vendors, including Nvidia, Intel, AMD, and AWS.

Job Responsibilities

  • Develop in a software library that prices derivatives and calculates risks in C++/CUDA/Python, 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 many hundreds of developers working on it;
  • Maintain and support the core library frameworks and suitable library interfaces which can 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, from today s production staples to future disruptive innovations;
  • Support end users of the library and communicate with desk-aligned quant teams and technology groups;

Required qualifications, capabilities, and skills

  • You have an advanced degree in quantitative subject (such as comp science, mathematics)
  • You demonstrate proficiency in code design and programming skills, with primary focus on C++, but also Python and you can also turn your hand to other tools and technologies as required.
  • You re passionate about software design and writing high quality code;
  • You demonstrate quantitative, problem solving, research and analytical skills
  • You re interested in applying agile development practices in a front-office trading environment, including robust approaches to testing and software development lifecycle;
  • You have strong interpersonal skills you listen and communicate in a direct, succinct manner;
  • You think strategically and creatively when faced with problems and opportunities. You always look for new ways of doing things in collaboration with the team.
  • Familiar with Cloud Technologies like AWS, Terraform

Preferred qualifications, capabilities and skills

  • You bring computer programming experience such as use of C++/Python
  • You demonstrate quantitative and problem-solving skills;
  • You quickly grasp business concepts outside immediate area of expertise and adapt to rapidly changing business needs;
  • You re attentive to detail and easily adaptable;
  • You re enthusiastic about knowledge sharing and collaboration;

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JPMorgan Chase Bank logo
JPMorgan Chase Bank

Financial Services

New York

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