Quantitative Research - Athena Analytics Developer - Associate or Vice President

J.P. Morgan; City Of London; On-site; GBP 60,000 - 90,000; Full time

Job summary

A leading financial institution in London seeks a Quantitative Researcher to develop and maintain advanced analytics software for pricing and risk management in financial transactions. The role requires a quantitative degree and strong problem-solving skills. Candidates should have experience with Python and a solid understanding of financial processes. The position offers an effective platform for innovative contributions within the quantitative research team.

Qualifications

• Degree in computer science, mathematics, engineering, or physics.
• Outstanding problem solving skills essential.
• Experience with pricing libraries and risk management systems.

Responsibilities

• Develop analytics software for pricing and risk management.
• Design scalable cross-asset frameworks for all QR streams.
• Optimize code and support end users of frameworks.

Skills

Problem solving skills

Software design

Algorithm design

Communication skills

Education

Degree in a quantitative field

Tools

Python

Job description

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 inAthena, which is a next generation risk, pricing, and trade management platform built in-house at JP Morgan.

Job summary:

As an Associate or Vice Presidentwithin Quantitative Research Athena and Analytics team, you will be focusing on cross asset topics ranging from pricing library and market model design, risk frameworks, UI design to high performance computing.

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.

Responsibilities

• Developing Athena (Python) analytics software that is used to price and risk manage financial products
• Designing efficient, scalable and usable cross asset frameworks with the aim of establishing golden standards across all QR streams
• Optimizing code and business processes, providing expert guidance to desk-aligned quant teams in using frameworks
• Support of end users of the frameworks, communicating with desk-aligned quant teams and technology groups.

Required qualifications, capabilities, and skills

• You have a degree in a quantitative field, e.g. computer science, mathematics, engineering, physics
• You demonstrate outstanding problem solving skills
• You have excellent software and algorithm design and development skills
• You are passionate about software design and writing high quality code
• You demonstrate experience working in pricing libraries and risk management systems
• You have a good understanding of trade life cycle, MTM, PnL and other processes that govern day to day business operations
• You have excellent oral and written communication skills

Preferred qualifications, capabilities, and skills

• You have a knowledge of finance or quantitative finance
• You have experience writing high quality Python