Quantitative Research – Market Capital

7 days ago

New York, New York, United States JPMorganChase Full time
Description

Quantitative Researchers (QR) are key part of JP Morgan's markets business, developing and maintaining sophisticated mathematical models, cutting-edge methodologies and infrastructure to value and risk manage financial transactions. 

Position Summary:

As a Vice President for the QRMC (Quantitative Research Market Capital) team,  you will build financial engineering, data analytics, and statistical models and infrastructure. You will partner with various stakeholders across all products and regions, contributing to product innovation, valuation, risk management, and portfolio optimization. 

Job Responsibilities:

  • Implementation of the next generation of risk analytics platform and assess model performance, perform back testing analysis and P&L attribution;
  • Improve performance and scalability of analytics algorithms and develop and enhance mathematical models for VaR/Stress/FRTB; Assess the appropriateness of quantitative models and their limitations, identifying and monitoring the associated model risk;
  • Design efficient numerical algorithms and implementing high performance computing solutions.
  • Design and develop software frameworks for analytics and their delivery to systems and applications.

Required qualifications, capabilities, and skills:

  • Good interpersonal and communication skills, ability to work in a group
  • Graduate degree in Mathematics or Computer Science
  • Expertise in Python and/or C++, including experience with numpy, scipy and/or pandas 
  • Expertise in data structures, standard algorithms and OO design. 
  • Strong software design skills and implementation skills 
  • Strong analytical and problem solving abilities. 
  • Excellent oral and written communication skills

Preferred qualifications, capabilities, and skills:

  • Knowledge and experience of machine learning is a plus
  • Knowledge of financial products and understanding of derivatives valuation models is a plus
  • Probability theory, financial math or stochastic calculus is a plus
  • Knowledge of finance or quantitative finance is desired

  • Senior Options Quantitative Researcher

    2 weeks ago

    New York, New York, United States Tower Research Capital Full time

    Tower Research Capital is a leading quantitative trading firm founded in 1998. Tower has built its business on a high-performance platform and independent trading teams. We have a 25+ year track record of innovation and a reputation for discovering unique market opportunities.Tower is home to some of the world's best systematic trading and engineering...

  • Quantitative Developer

    2 days ago

    New York, New York, United States Tower Research Capital Full time

    Tower Research Capital is a leading quantitative trading firm founded in 1998. Tower has built its business on a high-performance platform and independent trading teams. We have a 25+ year track record of innovation and a reputation  for discovering unique market opportunities.Tower is home to some of the world's best systematic trading and engineering...

  • Senior Quantitative Researcher

    2 weeks ago

    New York, New York, United States AXQ Full time

    About Us AXQ Capital is an investment management firm that employs systematic strategies and aims to generate consistent alpha in global markets. We are a team of passionate quants and technologists dedicated to applying scientific approaches and cutting-edge technologies to the field of quantitative research.We maintain offices in New York, Beijing,...

  • Senior Quantitative Researcher

    2 weeks ago

    New York, New York, United States Alexander Chapman Full time

    Title: Senior Quantitative Researcher / Sub-Portfolio ManagerLocation: New York / LondonTeam: Systematic Trading StrategiesAbout the Role:Seeking a highly skilled and experienced Senior Quantitative Researcher or Sub-Portfolio Manager to join a systematic trading team. The successful candidate will play a key role in the full lifecycle of alpha research and...

  • Manager, Quantitative Analysis

    2 weeks ago

    New York, New York, United States Capital One Full time $211,000 - $240,800

    Manager, Quantitative Analysis - Model Risk OfficeAt Capital One data is at the center of everything we do. As a startup, we disrupted the credit card industry by individually personalizing every credit card offer using statistical modeling and the relational database, cutting edge technology in 1988 Fast-forward a few years, and this little innovation and...

  • Quantitative Researcher

    1 week ago

    New York, New York, United States Vatic Labs Full time

    As a Quantitative Researcher at Vatic, you will research and develop innovative quantitative strategies. Researchers explore vast amounts of market data, applying novel machine learning algorithms and statistical approaches to discover and capitalize on trading opportunities.The nature of the problems we work on are challenging, hence we hire some of the...

  • Quantitative Researcher

    4 days ago

    New York, New York, United States SalesWizards Full time

    Our Systematic Credit group develops data-driven investment strategies across corporate credit and multi-asset relative-value markets. We combine advanced quantitative research with deep market expertise to design, test, and scale models that support our market-making, trading, and risk-management activities. The team operates at the intersection of...

  • Quantitative Researcher – Real Estate

    14 hours ago

    New York, New York, United States CompStak Full time

    CompStak is a pioneer in crowdsourced commercial real estate (CRE) data and analytics. Our platform transforms raw lease, sales, and property data into actionable insights for brokers, lenders, landlords, and investors. As we expand our data products, the scale and sophistication of our data pipelines and analytical systems are critical to delivering...

  • Quantitative Research

    2 weeks ago

    New York, New York, United States JPMorganChase Full time

    DescriptionQuantitative Research (QR) is an expert group at J.P. Morgan specializing in stochastic and statistical modeling, data analytics, optimization, and other quantitative methods. In Securities Services, QR applies cutting-edge AI/ML techniques to fundamentally transform the way we do business. Job SummaryAs an Analyst or Associate in the...

  • Quantitative Research

    4 days ago

    New York, New York, United States JPMorgan Chase Full time

    The JP Morgan Quantitative Research team is focused on Interest Rates. Our team has a shared balanced mixture of responsibilities, including model research and development, pricing and risk investigation, time series analysis, relative value/product-specific analysis, software development and discussions with the trading desk.Job Summary As an Analyst in...