The Rates QR team's mission is to develop and maintain sophisticated mathematical models, cutting-edge methodologies and infrastructure to value and hedge financial transactions ranging from vanilla flow products to complex derivative deals, as well as improve the performance of algorithmic trading strategies and promote advanced electronic solutions to our clients worldwide. If you are passionate, curious and ready to make an impact, we are looking for you.

Job summary:

As a Quantitative Developer in Quantitative Research Rates team, you will be providing modelling solutions to the Rates business. Your work will combine classical quant finance with solid software engineering to deliver best-in-class models to the trading desk.

Quantitative Research (QR) is an expert quantitative modelling group in J.P. Morgan, as well as a leader in financial engineering, data analytics, statistical modelling and portfolio management. As a global team, QR partners with traders, marketers and risk managers across all products and regions, contributes to sales and client interaction, product innovation, valuation and risk management, inventory and portfolio optimization, electronic trading and market making, and appropriate financial risk controls.

Job responsibilities:

Develop advanced analytical and risk management models and capability Implement these models in our quant library and trading/risk platforms, carrying out testing and writing documentation Deliver these models to production Work closely with traders and wider quant team to solve problems and identify opportunities

Required qualifications, capabilities, and skills:

You have experience in a front-office derivatives trading environment; You have outstanding analytical and problem-solving abilities You demonstrate good written and oral communication; You demonstrate strong coding and software engineering skills with a passion for technical excellence You have professional Python/C++ development experience You demonstrate exposure to derivatives pricing theory and standard model

Preferred qualifications, capabilities, and skills:

Deep understanding of derivatives pricing theory and standard model; Experience with SecDB / Beacon (or similar)