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About the Role
Develop state-of-the-art analytics and risk management tools for counterparty credit risk and margin. Collaborate with the XVA modeling team and interact with business end users.
Responsibilities
- Develop state-of-the-art analytics and risk management tools for counterparty credit risk and margin.
- Interact with business end users and collaborate with the XVA modeling team.
- Design and implement cutting-edge quantitative methods and analytical tools.
- Provide modeling support and work with technologies across the entire model development lifecycle.
- Provide modeling support to end users from the Counterparty Credit Risk and the Collateral Management & Optimization groups.
- Leverage technology across the entire model development lifecycle from initial implementation to model deployment and release testing.
- Work with High Performance Computing (HPC), including cloud computing, GPU, and automatic differentiation.
- Automate and apply data analytics to improve processes.
Requirements
- Master's degree in Computational Finance, Mathematical Finance, Statistics, Quantitative Finance, Math, Physics, Computer Science, Computer Engineering, or related field of study plus 2 years of experience in the job offered or as Quantitative Research, Associate, Quantitative Associate, Quantitative Analyst, or related occupation.
- Alternatively, a PhD in Computational Finance, Mathematical Finance, Statistics, Quantitative Finance, Math, Physics, Computer Science, Computer Engineering, or related field of study and no experience is accepted.
Skills
- Researching and developing quantitative finance models for derivative pricing and margin calculations
- Supporting and backtesting margin models
- Supporting trading functions and risk managers by explaining and troubleshooting quantitative models
- Implementing quantitative models in object-oriented programming languages including C++ and Python
- Retrieving financial data and performing statistical analysis using programming languages including Python and Excel
Location
- 270 Park Avenue, New York, NY 10017
Work Type
- Full-Time
Experience Level
- 2 years of experience
Education Level
- Master's degree
- PhD
Salary/Compensations
- $200,000 - $285,000 per year
Benefits
- Competitive total rewards package
- Base salary determined based on the role, experience, skill set and location
- Commission-based pay and/or discretionary incentive compensation, paid in the form of cash and/or forfeitable equity
- Comprehensive health care coverage
- On-site health and wellness centers
- Retirement savings plan
- Backup childcare
- Tuition reimbursement
- Mental health support
- Financial coaching
About the Company
- JPMorganChase, one of the oldest financial institutions, offers innovative financial solutions to millions of consumers, small businesses and many of the world’s most prominent corporate, institutional and government clients under the J.P. Morgan and Chase brands.
- Our history spans over 200 years and today we are a leader in investment banking, consumer and small business banking, commercial banking, financial transaction processing and asset management.
- J.P. Morgan’s Commercial & Investment Bank is a global leader across banking, markets, securities services and payments.
- Corporations, governments and institutions throughout the world entrust us with their business in more than 100 countries.
- The Commercial & Investment Bank provides strategic advice, raises capital, manages risk and extends liquidity in markets around the world.
Equal Opportunity
- We are an equal opportunity employer and place a high value on diversity and inclusion at our company.
- We do 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, or any other basis protected under applicable law.
- We also make reasonable accommodations for applicants’ and employees’ religious practices and beliefs, as well as mental health or physical disability needs.
- JPMorgan Chase & Co. is an Equal Opportunity Employer, including Disability/Veterans