JP Morgan Chase - Vice President - Quantitative Research Analytics

Description : Are you looking for an exciting opportunity to join a dynamic and growing team in a fast paced and challenging area? This is a unique opportunity for you to work in our team to partner with the Business to provide a comprehensive view.

Quantitative Research Analytics manages the firm's pricing and risk libraries across all JP Morgan Markets front-office businesses. This Vice President (VP) role, based in Mumbai or Bengaluru, offers opportunities to work on a variety of software and high-performance computing (HPC) products supporting diverse pricing and risk systems.

As a VP within Quantitative Research, QR Analytics, you will develop and maintain advanced models and libraries for pricing and risk management across JP Morgan Markets. You will work on cutting-edge HPC concepts, leveraging recent advances in CPUs, GPUs, and compiler technologies. The role involves close collaboration with internal lines of business and external HPC vendors, including Nvidia, Intel, AMD, and AWS.

Job Responsibilities :

• Develop in a software library that prices derivatives and calculates risks in C++ / CUDA / Python, designing efficient numerical algorithms and implementing high performance computing solutions;
• Design and maintain processes and infrastructure to manage the library's software development lifecycle and to support the many hundreds of developers working on it;
• Maintain and support the core library frameworks and suitable library interfaces which can interact efficiently with the firm's risk platform;
• Build efficient algorithms leveraging vectorization and parallelization, compilers, architecture of cross-asset pricing engines and optimizing code for specific hardware, from today's production staples to future disruptive innovations;
• Support end users of the library and communicate with desk-aligned quant teams and technology groups;

Required qualifications, capabilities, and skills :

Preferred qualifications, capabilities and skills :

JPMorganChase, one of the oldest financial institutions, offers innovative financial solutions to millions of consumers, small businesses and many of the world's most prominent corporate, institutional and government clients under the J.P. Morgan and Chase brands. Our history spans over 200 years and today we are a leader in investment banking, consumer and small business banking, commercial banking, financial transaction processing and asset management.

We recognize that our people are our strength and the diverse talents they bring to our global workforce are directly linked to our success. We are an equal opportunity employer and place a high value on diversity and inclusion at our company. We do not discriminate on the basis of any protected attribute, including race, religion, color, national origin, gender, sexual orientation, gender identity, gender expression, age, marital or veteran status, pregnancy or disability, or any other basis protected under applicable law. We also make reasonable accommodations for applicants' and employees' religious practices and beliefs, as well as mental health or physical disability needs. Visit our FAQs for more information about requesting an accommodation.

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(ref : iimjobs.com)