Impress employers and recruiters.
Choose from hundreds of resume examples.
Impress employers and recruiters.
Choose from hundreds of resume examples.
Target Resume Now
About the Role
The Quantitative Trading & Research (QTR) team is seeking an experienced Associate or Vice President in London to develop analytics for the Credit Portfolio Group (CPG). This role focuses on building scalable, production-grade solutions to manage credit and funding valuation adjustments (CVA and FVA) within the Commercial and Investment Bank.
Responsibilities
- Design, develop, and enhance a large-scale Monte Carlo simulation engine for CVA and FVA computation.
- Implement advanced numerical techniques to improve computational efficiency and risk sensitivity accuracy.
- Contribute to the strategic transformation of the investment bank into a data-driven business.
- Collaborate with technology teams to ensure code robustness, performance, and maintainability.
- Partner with traders, marketers, and risk managers to deliver analytical solutions.
- Drive best practices in quantitative research, software development, and analytical rigor.
Requirements
- Hands-on experience building and shipping software in an engineering or quantitative role.
- Track record of taking solutions from idea to production.
- Degree in a quantitative or engineering field such as Computer Science, Engineering, Mathematics, or Physics.
- Strong practical programming skills, particularly in Python.
- Experience developing large-scale, production-grade systems.
- Ability to contribute to technical projects from conception through delivery.
- Experience with architecture decisions and stakeholder management.
- Commitment to robust testing, verification, and code quality standards.
- Strong communication and influencing skills.
Skills
- Python
- Software engineering
- Algorithm design
- Monte Carlo simulation
- System architecture
- Technical communication
- Stakeholder management
- Options pricing theory
- Trading algorithms
- Financial regulations
Location
- London
Work Type
- Full-time
Experience Level
- Associate
- Vice President
Education Level
- Degree in a quantitative or engineering field
- Advanced degree (e.g. PhD) preferred
About the Company
- J.P. Morgan is a global leader in financial services providing strategic advice and products to corporations, governments, and investors.
- The Commercial & Investment Bank is a global leader across banking, markets, securities services, and payments.
Equal Opportunity
- J.P. Morgan is an equal opportunity employer that values diversity and inclusion.
- The firm does not discriminate on the basis of any protected attribute including race, religion, color, national origin, gender, sexual orientation, gender identity, gender expression, age, marital or veteran status, pregnancy, or disability.
- Reasonable accommodations are provided for religious practices, beliefs, and mental or physical disability needs.