JPMorganChase is looking to drive innovation and optimize trading processes through advanced data analytics and modeling in the world of equities trading
Requirements
- Demonstrate a strong quantitative background and practical problem-solving skills
- Apply direct working knowledge of portfolio construction and risk models in portfolio management or equities trading, specifically in equities
- Exhibit proficiency in code design and programming skills, with a primary focus on Python, KDB, C++, or Java in a commercial environment
- Utilize practical data analytics skills on real data sets gained through hands-on experience, and handle and analyze complex, large-scale, high-dimensionality data from various sources
- Strong expertise in statistics and machine learning in financial industry
- Direct Experience with electronic trading, and knowledge of trading algorithms
- Experience in finance: electronic trading, portfolio analytics (risk modelling, portfolio optimization, synthetic trading, ETF trading), trading strategies (high to low frequency: market making, statistical arbitrage, option trading…), or derivatives pricing and risk management
Responsibilities
- Work closely with trading to build analytics and data-driven processes that automate and optimize trading quantitatively
- Contribute from idea generation to production implementation: perform research, design prototype, implement analytics and trading strategies, support their daily usage, and analyze their performances
- Develop models for market making taking into consideration fundamental and quantitative features, and historic behavior using statistics, machine learning or heuristics
- Work with the business to recycle risk, construct portfolio, and devise execution and hedging strategies accordingly
- Collaborate broadly with QR teams across regions to build reusable libraries and tools to advance the research and development plan
Other
- Collaborate closely with trading desks, understand their business, and take ownership to positively impact their operations
- Grasp business concepts outside your immediate area of expertise and adapt to rapidly changing business needs
- Think strategically and creatively when faced with problems and opportunities, consistently seeking new ways of doing things
- Leverage excellent communication skills, both verbal and written, to engage and influence partners and stakeholders
- Strong graduate degree (MS or PhD) in a quantitative field (Computer Science, Mathematics, Physics, Statistics, Economics)
