https://bayt.page.link/YGUK3NcXkdBX1RuB8
أنشئ تنبيهًا وظيفيًا للوظائف المشابهة

الوصف الوظيفي

Are you looking for an exciting opportunity to join a dynamic and growing team in a fast paced and challenging area?


As an Associate Quantitative Research- Modelling in our dynamic team, you will have the opportunity to develop quantitative models across various asset classes. This role will allow you to work independently and promote the QR agendas with multiple stakeholders. You will be responsible for building analytics, programming tasks, and providing quantitative analysis on ad hoc queries. This role requires a strong understanding of derivatives, payoffs, and valuations across asset classes, and hands-on experience in programming, particularly Python. This is an exciting opportunity to join a growing team in a fast-paced and challenging area. 


Job Responsibilities:


  •  Build analytics to calculate fair value and limitation adjustments, calibrate model parameters and analyze price dynamics of actual transactions on a cumulative and real time basis for use against independent prices. 
  • Discharge duties including the full-range of programming tasks – problem analysis, solution determination, code design and tool development, integration test and documentation. 
  • Work along with quant teams for the reviews of the models and provide testing as appropriate. Understand risks/issues associated with various pricing models and develop model risk mitigation and quantification of those limitations.
  • Provide quantitative analysis on ad hoc queries raised by stakeholders. Resolve any issues arising in the current model inventory by implementing strategic solutions.
  • Work alongside VCG to devise and implement sophisticated and consistent methodology for solving business problems including but not restricted to position netting for use in calculation of valuation adjustments and other adjustments for use within regulatory frameworks.

Required qualifications, capabilities, and skills:


  • Proficient in Mathematics including stochastic calculus and probability and statistics along with  experience in Quant Research and Model Development
  • Strong understanding of derivatives, payoffs and valuations across asset classes (Rates/Equities/Credit/XVAs/FX/Commodities etc. )
  • Hands-on experience of 2-3 years in programming, Python is required and C++
  • Practical experience in developing pricing models or working on enhancement of the quant models
  • Close attention to detail and ability to work to very high standard
  • Good verbal and written communication and team skills in a multi-location set up

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.



لقد تجاوزت الحد الأقصى لعدد التنبيهات الوظيفية المسموح بإضافتها والذي يبلغ 15. يرجى حذف إحدى التنبيهات الوظيفية الحالية لإضافة تنبيه جديد
تم إنشاء تنبيه للوظائف المماثلة بنجاح. يمكنك إدارة التنبيهات عبر الذهاب إلى الإعدادات.
تم إلغاء تفعيل تنبيه الوظائف المماثلة بنجاح. يمكنك إدارة التنبيهات عبر الذهاب إلى الإعدادات.