Quantitative Research - Strategic Indices Modelling - Associate / Vice President

Job Description

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.

J.P. 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

ABOUT US

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.

About The Team

J.P. Morgan's Commercial & Investment Bank is a global leader across banking, markets, securities services and payments. Corporations, governments and institutions throughout the world entrust us with their business in more than 100 countries. The Commercial & Investment Bank provides strategic advice, raises capital, manages risk and extends liquidity in markets around the world.

Skills Required

Data Analytics, Statistical Modeling, Portfolio Optimization, Financial Engineering, Python