Quantitative Research - Strategic Indices Modelling - Associate / Vice President

As a part of Quantitative Research, Strategic Indices business by working closely with Traders, Structuring, and Technology globally. As an Quant research, Associate / Vice president, You’ll contribute to the firm’s Strategic Indices business by working closely with Traders, Structuring, and Technology globally. As a Quant Algo Developer.

Morgan’s Global Quantitative Research Group in Mumbai was set up in 2013 as an extension of the Firm’s global quants teams around the world. It is a fast-growing team covering multiple asset classes across geographies. It provides in-depth knowledge that is behind our Investment Banking, Structuring, Sales & Trading and Research businesses around the globe. Deeply integrated with our Investment Banking business, the team facilitates deals and transactions by providing vital research and insight.

This position is a Dev / Algo Quant profile as part of the QR SI team that develops sophisticated mathematical pricing models and cutting-edge methodologies to design, value and build algorithmic trading strategies and their respective hedges. The QR SI team uses financial engineering, data analytics, statistical modeling, and portfolio optimization techniques to build Investable (tradable) Indices for use in financial products. As a global team, we partner with traders, marketers and risk managers across all products and regions, contributing to sales and client interaction, product innovation, valuation and risk management, portfolio optimization, and applying appropriate financial risk controls. We are looking for an experienced quantitative strategist to join our team in Mumbai, and work closely the trading desks to design, build, and risk manage tradable indices.

Job Responsibilities :

• Develop and maintain new and existing algorithmic trading strategies
• Understand valuation and risk management of production trading strategies
• Contribute to SDLC infrastructure of complex tradable strategies and build analytical tools for risk analysis, identify PnL deviations and other trade investigations
• Support both OTC and electronic trading activities by explaining model behavior, any PnL residuals by identifying major sources of risks in portfolio
• Assess the appropriateness and limitations of quantitative models and algorithmic strategies, identify and monitor the associated model risk
• Deliver end-to-end automation and optimization of trading execution and other related workflow
• The candidate will need to work closely with traders / structurers in Asia-Pacific and / or London and / or New York and will need to be proactive to access and learn J. P. Morgan’s highly sophisticated solutions.

Required qualifications, skills, and capabilities :

Preferred qualifications, skills, and capabilities :