Are you looking for a New Job or Looking for better opportunities?
We got a New Job Opening for
Full Details :
Company Name : JPMorgan Chase Bank, N.A.
Location : Mumbai, Maharashtra
Position : QR Systematic Trading Associate
Job Description : J.P. Morgan’s Global Quants Group in Mumbai was set up in 2013 as an extension of the Firm’s global quants teams around the world. It is a fast growing team covering multiple asset classes across geographies. It provides in-depth knowledge that is behind our Investment Banking, Structuring, Sales & Trading and Research businesses around the globe. Deeply integrated with our Investment Banking business, the team facilitates deals and transactions by providing vital research and insight.
This position is a Quant profile to support the activities of the Equities Linear Quantitative Research (LQR) Systematic trading globally sitting out in Mumbai. Equities Linear Quantitative Research (LQR) is an expert quantitative modeling group in J.P. Morgan, an unchallenged leader in financial engineering, statistical modeling and portfolio management. With more than 30 researchers worldwide, LQR partners with traders, marketers and risk managers across all products and regions.
The LQR team is responsible for mainly the following :
Developing mathematical models for systematic quantitative trading strategies, e.g., Index Arbitrage, Statistical Arbitrage, portfolio optimization, flow recommendation research, IOI and Market Making.
Carrying out market microstructure research in D1 and Vol products.
Candidates should be able to:
Handle high frequency data /Big data and develop statistical model on the same
Research, design, implement, and evaluate machine learning approaches and models for the domain
Work on short term price predictive , alpha and portfolio optimization models
Code in Python
Good to have:
Understanding of Implied volatility and option markets
Past experience of developing mid frequency trading strategies at a buy/sell side firm.
Q/KDB , Java experience
Have mastered advanced mathematics and statistics ( probability, econometrics, optimization and Machine Learning)
Algorithms and Data Structures knowledge
Earned a Master or equivalent degree program in math, statistics, econometrics, financial engineering or computer science
Exceptional analytical, quantitative and problem-solving skills
Good communication and interpersonal skills
Ideal candidates for these positions would be a graduate/post-graduate from a premier college or institute. A computer science or mathematics background will be most suitable.
J.P. Morgan’s Global Quants Group provides a challenging work environment and excellent opportunities to learn and grow both at the Quants Group and in the Firm’s global network.
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.
This post is listed Under Mumbai jobs
Disclaimer : Localpublic.in works to publish latest job info only and is no where responsible for any errors. Users must Research on their own before joining any company