Quantitative Research Rates - Associate at JPMorgan Chase Bank, N.A.

Posted in General Business 8 days ago.

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





Job Description:

Job Summary:

This is an Associate model and product development role within Quantitative Research Rates, supporting directly Treasury/Chief Investment Office Strategy (T/CIO) group.

Core Responsibilities:


  • Develop, implement, test, document and support models used by T/CIO in managing the firm's structural interest rate risk
  • Fully integrate these models in an optimal way in the Athena platform
  • Delivery of real time analytics using a combination of Python and C++
  • Provide direct support to Portfolio Strategy group
  • Work in close partnership with CIO Technology, Market Risk, Product Control, Middle Office to align support for T/CIO
  • Work closely with Rates QR in leveraging and aligning models, functionalities, business practices
  • Work closely with Model Risk Governance & Review Group driving continuous improvements to modeling and control agenda

Essential skills, experience, and qualifications:

  • Degree in Mathematics, Mathematical Finance, Statistics, Physics, Computer Science or Engineering
  • Proven track record in collaborative software development in Python and C++
  • Keen interest in good software design principles and testing is essential
  • Excellent communication skills, both oral and written
  • Detail oriented, ability to deep dive on processes, propose new solutions and improve controls/efficiencies
  • Highly motivated with a natural interest to learn about our business, models and technology platform

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





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