J.P. Morgan is a leader in financial services, offering innovative and intelligent solutions to clients in more than 100 countries with one of the most comprehensive global product platforms available. We have been helping our clients to do business and manage their wealth for more than 200 years and we keep their interests foremost in our minds at all times. This combination of product strength, intellectual capital and character sets us apart as an industry leader. J.P. Morgan is part of J.P. Morgan Chase & Co. (NYSE: JPM), a global financial services firm with assets of $2.0 trillion.
This is an Analytics development position within the Model Risk and Development group with a focus on Capital modeling, Counterparty Risk models, and other valuation research areas (e.g. modeling of cost of funding). The role affords the new team member opportunities to gain cross-asset experience in a wide range of business areas and its product and models, while contributing to the model development for business specific as well as bank-wide models.
Maintain and enhance our risk analytics framework and make improvements to its flexibility and performance.
Work on the implementation of the next generation of our framework.
Integration of pricing models. Work on analytics delivery for Capital calculations.
Improvement of performance and scalability of analytics algorithms.
Essential skills and qualifications:
Good interpersonal and communication skills, ability to work in a group
Graduate degree in a technical field, such as Math, CS, Physics, or Engineering.
Demonstrated C++ development skills
Knowledge of OO principles, data structures and standard algorithms
Strong analytical and problem solving abilities.
Desirable skills and qualifications:
Professional C++ development experience is a strong plus
Strong software design skills are a big plus
Experience with Python programming and Python/C++ interfacing is a strong plus
Probability theory is a plus
Financial math or stochastic calculus is a plus
Development using multi threading, GPU, MPI, grid, or other HPC technologies is a plus
JPMorgan Chase & Co. offers an exceptional benefits program and a highly competitive compensation package.
JPMorgan Chase & Co. is an Equal Opportunity and Affirmative Action Employer, M/F/D/V
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