JPMorgan Chase CIB QR - Quantitative Research Systematic Trading Researcher - VP in New York, New York
JPMorgan Chase & Co. (NYSE: JPM) is a leading global financial services firm with assets of $2.6 trillion and operations worldwide. The firm is a leader in investment banking, financial services for consumers and small business, commercial banking, financial transaction processing, and asset management. A component of the Dow Jones Industrial Average, JPMorgan Chase & Co. serves millions of consumers in the United States and many of the world's most prominent corporate, institutional and government clients under its J.P. Morgan and Chase brands. Information about JPMorgan Chase & Co. is available at www.jpmorganchase.com.
The QR Systematic Trading group is looking for a strong quantitative analyst to support the equity cash business and its central risk desk specifically. A successful candidate will have a good understanding of equity cash markets and trading, strong knowledge of statistical methods, excellent knowledge of programming languages (python, KDB, java) and very good communication skills.
Work closely with the central risk trading desk to build analytics and processes that optimize trading quantitatively
Practically: work on client flow analysis, optimization of cash internalization and liquidity provision facilities, portfolio hedging, inventory management, trading signals, IOIs…
Contribute from idea generation to production implementation: perform research, design prototype, implement analytics and trading processes to manage flow and inventory, support their daily usage and analyse their performance
Qualifications and Relevant skills:
Strong graduate degree (MS or PhD) in a quantitative field (Mathematics, Physics, Statistics, Economics, Computed Science...)
At least 1 years of experience working on a quantitative group covering trading desks in the equities space
Working knowledge of Statistics and/or machine learning in financial industry. Experience in market impact, portfolio risk and optimization
Strong programming in Python and KDB, Java is a plus. Ability to manipulate and analyse complex, large scale, high-dimensionality data from varying sources
Experience working with equity trading data and central risk execution data in particular
Autonomy, excellent communication, strong motivation and interest in equity markets and electronic trading
JPMorgan Chase is an equal opportunity and affirmative action employer Disability/Veteran.