We are seeking a professional to join the Quantitative Research team focused on Linear Rates, supporting the STIRT trading business globally. The successful candidate will sit within the Linear Rates Quantitative Research team and will collaborate with colleagues across the globe to deliver robust and performant pricing analytics in trader tools and in electronic trading systems.

Job Summary:

This role will be strongly business-facing and will involve frequent interaction with the trading desk to help improve our pricing tools and explain complex curve models to traders. Day-to-day we expect the person to share in a balanced mixture of responsibilities, including pricing and risk investigation, discussions with the trading desk, model research and development, model documentation, and software development.

Job Responsibilities:

• Implement scalable pricing solutions for short-term Interest Rate traders and electronic trading systems
• Work closely with traders explaining complex model behavior
• Maintain a stable business environment by providing rapid solutions to quantitative problems
• Develop models in Python/C++ for pricing and risk-managing derivatives

Required qualifications, capabilities, and skills:

• Excellent communication skills, both oral and written
• Strong experience of quantitative thinking and problem-solving, as evidenced by a degree from top tier school in a technical discipline or relevant experience in industry
• Appetite to engage in Python and C++ programming

Preferred qualifications, capabilities, and skills:

• Experience programming in a large C++ library
• Knowledge of Interest Rate products
• Expertise in probability theory, stochastic processes, or data analytics

JPMorgan Chase & Co., 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. In accordance with applicable law, we make reasonable accommodations for applicants' and employees' religious practices and beliefs, as well as any mental health or physical disability needs.

The health and safety of our colleagues, candidates, clients and communities has been a top priority in light of the COVID-19 pandemic. JPMorgan Chase was awarded the "WELL Health-Safety Rating" for all of our 6,200 locations globally based on our operational policies, maintenance protocols, stakeholder engagement and emergency plans to address a post-COVID-19 environment.

As a part of our commitment to health and safety, we have implemented various COVID-related health and safety requirements for our workforce. Employees are expected to follow the Firm's current COVID-19 or other infectious disease health and safety requirements, including local requirements. Requirements include sharing information including your vaccine card in the firm's vaccine record tool, and may include mask wearing. Requirements may change in the future with the evolving public health landscape. JPMorgan Chase will consider accommodation requests as required by applicable law.

We offer a competitive total rewards package including base salary determined based on the role, experience, skill set, and location. For those in eligible roles, discretionary incentive compensation which may be awarded in recognition of individual achievements and contributions. We also offer a range of benefits and programs to meet employee needs, based on eligibility. These benefits include comprehensive health care coverage, on-site health and wellness centers, a retirement savings plan, backup childcare, tuition reimbursement, mental health support, financial coaching and more. Additional details about total compensation and benefits will be provided during the hiring process.

Equal Opportunity Employer/Disability/Veterans

Base Pay/Salary
New York,NY $135,000.00 - $200,000.00 / year