JPMorgan Chase& Co. (NYSE: JPM) is a leading global financial services firm with assetsof $2.7 trillion and operations worldwide. The firm is a leader in investmentbanking, financial services for consumers and small business, commercialbanking, financial transaction processing, and asset management. A component ofthe Dow Jones Industrial Average, JPMorgan Chase & Co. serves millions ofconsumers in the United States and many of the world's most prominentcorporate, institutional and government clients under its J.P. Morgan and Chasebrands.
Job Summary We are seeking a person to join the JP Morgan Quantitative Research team in New York focused on FX Options . Relevant education would be in the areas of Financial Mathematics, Computer Science and also well qualified engineers, scientists and other candidates are encouraged to apply. We expect the person to share in a balanced mixture of responsibilities, including model research and development, model documentation, pricing and risk investigation, product-specific analysis, software development and discussions with the trading desk. Core Responsibilities:
Develop models and implement them in either Python or C++
Particular focus on support of the Electronic Trading FX options business.
Rapid prototyping of models and products; benchmark and compare results of various techniques.
Explain model behavior to traders and control functions, carry out scenario analysis, provide guidance / debug analytics.
Write well-formulated documents of model specification and implementation testing.
Essential skills, experience and qualifications:
Strong software development skills preferably in Python and C++
Strong analytical and problem solving abilities
Excellence in probability theory, stochastic processes, and numerical analysis
Good communication skills, both oral and written
PhD or Masters degree from top tier schools/programs in Mathematics, Mathematical Finance, Physics, Computer Science or Engineering
Desirable skills / experience:
Knowledge of FX Option payoffs and pricing models in electronic trading space.
Internal Number: 6321521
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