Quantitative Research Agency Mortgage Desk Strategy

6 days ago


New York, New York, United States JPMorgan Chase & Co. Full time $10,000 - $150,000 per year
Description

Are you ready to apply your programming skills to the dynamic world of finance? As a Desk Strategist for our Agency Mortgage Desk, you'll work with a team of experts to address exciting challenges in the trillion-dollar mortgage market. Your role will involve developing tools and analyses that drive trading success.

As a Desk Strategist, you will analyze borrower prepayment behavior and its impact on market pricing and risk. You will develop Python scripts and tools to deliver market and business analysis, support trading activities, and generate reports. Collaborate with technology and internal teams to enhance trading systems and provide rapid responses during trading hours. Your work will streamline trading operations and improve efficiencies.

In this role, you will be at the forefront of mortgage trading, using your programming skills to solve complex financial problems. You will build tools that enhance trading operations and collaborate with various teams to ensure seamless system integration. If you have a strong background in computer science or mathematics and a passion for finance, we invite you to join our team and make a significant impact.

Job Responsibilities:

  • Analyze borrower prepayment behavior and assess its impact on market pricing and risk.
  • Develop Python scripts and tools for market and business analysis and trading activities.
  • Collaborate with technology and internal teams on trading systems and P&L systems.
  • Provide fast-paced responses during trading hours.
  • Build tools to streamline trading operations and improve efficiencies.

Required Qualifications, Capabilities, and Skills:

  • Strong academic background in computer science or mathematics-related fields.
  • Excellent programming skills, with Python preferred; C++ knowledge is a plus.
  • Excellent communication skills.
  • Solid understanding of basic mathematical concepts.
  • Self-motivated with strong critical and independent thinking abilities.
  • Keen interest in applying programming skills to financial problems.

Preferred Qualifications, Capabilities, and Skills:

  • Prior financial experience is helpful.
  • Prior mortgage knowledge is helpful.
  • Network programming experience is a plus.


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