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:
Required 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.