Position Summary:
As a Vice President in the Quantitative Research - Rates and CEM AAO team, you will be tasked with solving advanced data analytics and quantitative Rates trading optimization problems. Our team is dedicated to incorporating data-promoten decision making and automation into the Rates business. This role offers a unique opportunity to create and manage models, methodologies, and infrastructure that provide quantitative inputs to algorithmic and systematic trading strategies in Rates. Additionally, you will have the opportunity to enhance Rates Derivatives modeling with the most recent advancements in Data Analytics, Artificial Intelligence, and Machine Learning models, approaches, and techniques.
You will have the opportunity to work on the cutting-edge data analytics and quantitative Rates trading optimization problems. The team's mission is to bring data-driven decision making and automation to the Rates business.
Job Responsibilities:
Develop and maintain models, methodologies and infrastructure to provide quantitative inputs to the algorithmic and systematic trading strategies in Rates
Enrich Rates Derivatives modeling with the latest state-of-the art Data Analytics, Artificial Intelligence and Machine Learning models, approaches and techniques.
Develop data-driven decision-making analytics with demonstrable impact
Contribute to the Data Analytics backtesting framework creation by utilizing KDB+/Q infrastructure
Required Qualifications, Capabilities and Skills:
PhD, MS, or equivalent degree from top tier schools / programs in Mathematics, Mathematical Finance, Statistics, Data Analytics, Physics, or Engineering
Excellence in probability theory, numerical analysis, and Machine Learning techniques
Strong analytical skills, knowledge of Statistical Learning and its applications to Finance
Strong software development; Strong KDB+/Q knowledge, Python and C++ skills
Excellent communication skills, both oral and written
Preferred Qualifications, Capabilities and Skills:
Preferable: knowledge of Financial Engineering and Rates financial productsJPMorgan Chase & Co., 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.
We offer a competitive total rewards package including base salary determined based on the role, experience, skill set, and location. For those in eligible roles, we offer discretionary incentive compensation which may be awarded in recognition of firm performance and individual achievements and contributions. We also offer a range of benefits and programs to meet employee needs, based on eligibility. These benefits include comprehensive health care coverage, on-site health and wellness centers, a retirement savings plan, backup childcare, tuition reimbursement, mental health support, financial coaching and more. Additional details about total compensation and benefits will be provided during the hiring process.
We recognize that our people are our strength and the diverse talents they bring to our global workforce are directly linked to our success. 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. Visit our FAQs for more information about requesting an accommodation.
JPMorgan Chase is an Equal Opportunity Employer, including Disability/Veterans
Base Pay/Salary
NY $101,650.00 - $220,000.00 / year