If you are passionate, curious, and ready to make an impact, we are looking for you.
Quantitative Research (QR) is an expert quantitative modelling group in J.P. Morgan, as well as a leader in financial engineering, data analytics, statistical modelling and portfolio management. As a global team, QR partners with traders, marketers and risk managers across all products and regions, contributes to sales and client interaction, product innovation, valuation and risk management, inventory and portfolio optimization, electronic trading and market making, and appropriate financial risk controls.
Job summary:
As a Quantitative Model Developer in Quantitative Research Valuation Control Group team, you will play a critical role in providing effective, timely and independent assessments of the firm’s booking models of exotic structures and in developing alternative benchmarking models for structures as and when necessary.
QR Valuation Control Group (QR VCG) is a global team of modelling experts within the firm’s Global Markets organization. The team's mission is to develop and maintain sophisticated mathematical models, cutting-edge methodologies, and infrastructure for fair value measurement of derivatives transactions across the Commercial and Investment Bank (CIB). We work closely with the VCG Coverage Teams, FO Trading Desks as well as the Model Risk organization to deliver class-leading valuation analytics for fair value estimation of assets and liabilities on the firm’s balance sheet.
Job responsibilities
Required qualifications, capabilities, and skills
Preferred qualifications, capabilities, and skills
J.P. Morgan is a global leader in financial services, providing strategic advice and products to the world’s most prominent corporations, governments, wealthy individuals and institutional investors. Our first-class business in a first-class way approach to serving clients drives everything we do. We strive to build trusted, long-term partnerships to help our clients achieve their business objectives.
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.
The Corporate & Investment Bank is a global leader across investment banking, wholesale payments, markets and securities services. The world’s most important corporations, governments and institutions entrust us with their business in more than 100 countries. We provide strategic advice, raise capital, manage risk and extend liquidity in markets around the world.
Read Full Description