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CIB - Quantitative Research - Associate Job Details

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Employer:  JPMorgan Chase
Job Ref No:  180090486
Job Title:  CIB - Quantitative Research - Associate
2018 - 2019 Quantitative Research Associate - Beijing Full-Time

About J.P. Morgan

J.P. Morgan is one of the most respected financial institutions in the world - which is why we can offer you an outstanding career. We have been doing first-class business in a first-class way for more than 200 years. Throughout our history, we have played a leading role in helping companies grow and markets develop. Globally we work together to deliver the best solutions and advice to meet our clients' needs, anywhere in the world. We operate in more than 100 countries, and hold global leadership positions in each of our businesses. We have an exceptional team of employees who work hard to do the right thing for our clients, shareholders and the firm every day.

Quantitative Research

Quantitative Research is an expert quantitative modeling group in J.P. Morgan, an unchallenged leader in financial engineering, statistical modeling, portfolio management, derivatives valuation and risk management. With more than 500 analysts worldwide, Quantitative Research partners with traders, marketers and risk managers across all products and regions.

Quantitative skills are a core capability of J.P. Morgan, contributing critically to product innovation, effective risk management and appropriate financial and risk controls. The team's mission is to develop and maintain sophisticated mathematical models, cutting-edge methodologies and infrastructure to improve the performance of algorithmic trading strategies, to value and hedge financial transactions ranging from vanilla flow products to complex derivative deals. We also develop portfolio risk-measurement methodologies and quantify credit and market risk exposures and economic capital.

J.P. Morgan is hiring for the QR center in Beijing. Multiple openings are available.

Job description


  1. Support of trading businesses

    Develop mathematical models for pricing, hedging and risk measurement of derivatives

    Develop algorithms for electronic trading and order execution

    Support both OTC and electronic trading activities by explaining model behavior, identifying major sources of risk in portfolios, carrying out scenario analyses, developing and delivering quantitative tools, and supporting analytics

    Evaluate quantitative methodologies - identify and monitor model risk associated with derivative valuation models
  2. Support of Central Risk Management and Finance, both IB and Corporate

    Risk methodologies and engines

    Capital and profitability measurement

    Regulatory relations on capital models and model risk
  3. In support of all of the above, designing and developing

    Design and develop software frameworks for analytics and their delivery to systems and applications

    Design efficient numerical algorithms and implement high performance computing solutions


Key Qualifications:
  • Enrolled in a Master's or Ph.D. degree program in math, statistics, sciences, engineering, computer science, machine learning/deep learning or other quantitative fields
  • Mastery of advanced mathematics with a deep knowledge of statistical modelling/data science or stochastic modelling (probability theory, stochastic calculus, partial differential equations, numerical analysis, optimization, statistics, econometrics, machine learning/deep learning)
  • Exceptional software design and development skills using C , Python, Java.
  • Knowledge of options pricing theory, trading algorithms or financial regulations a plus
  • Excellent analytical, quantitative and problem solving skills and demonstrated research skills
  • Strong communication skills (both verbal and written) and the ability to present findings to a non-technical audience
Candidates will be reviewed on a rolling basis, please apply early!

Employment Type:  Full Time
Region/Country:  Asia / Pacific, China
City:  Beijing
Address: 
11/09/2018

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