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210007162 - Quantitative Research - Athena Risk Developer- Vice President at JPMorgan Chase Bank, N.A.

Posted in General Business 5 days ago.

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Type: Full-Time
Location: New York, New York

Job Description:

CIB QR - Quantitative Research - Athena Risk Developer- Vice President

About J.P. Morgan
J.P. Morgan is a leader in financial services, working in collaboration across the globe to deliver the best solutions and advice to meet our clients' needs, anywhere in the world. We operate in 150 countries, and hold leadership positions across our businesses. We have an exceptional team of employees who work hard to do the right thing for our clients and the firm, every day. This is why we are the most respected financial institution in the world - and why we can offer you an outstanding career.


Quantitative Researchers (QR) are key part of JP Morgan's markets business, developing and maintaining sophisticated mathematical models, cutting-edge methodologies and infrastructure to value and risk manage financial transactions. We develop these in Athena, which is a next generation risk, pricing, and trade management platform built in-house at JP Morgan

Athena is designed to enable rapid innovation on the desk by offering Quantitative Analysts, Risk Managers and Technologists a consistent, cross-asset portfolio of models, frameworks and tools to use in building financial applications.

The power of the Athena platform derives from several key technical innovations: a powerful Dependency Graph implementation, a ubiquitous data store called Hydra, a Real-Time Risk Reporting framework, a robust Deal Model, and a forward propagating, event-driven graph called Reactive.

We are looking for a new member to join the Quantitative Research Athena Risk team focusing on cross-asset infrastructure making it easier to develop risk, PnL, and stress management computations while avoiding errors and duplicated effort.

Key responsibilities could include:

  • Working on our declarative framework for generating risk computations.
  • Optimizing large scale distributed calculations.
  • Driving interoperability in calculations across our businesses.

Essential skills:

  • Strong software design skills (Object oriented, or functional, or ... ).
  • Experience with at least one scripting language (Python, Perl, Scheme/Guile, ...).
  • Experience with at least one compiled programming language (C++, Java, Lisp, Haskell, ...).
  • Excellent communication skills.
  • A strong interest in learning about our businesses, models, and infrastructure.

Desired skills:

  • Python especially with NumPy, SciPy, or Pandas.
  • Parallel/distributed/high-performance computing.
  • Declarative or functional programming.
  • Cloud computing experience
  • Implementation of compilers or interpreters.
  • Language design.
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.

Equal Opportunity Employer/Disability/Veterans