Quantitative Research - Athena Analytics Developer - Associate or Vice President

J.P. Morgan; London; On-site; GBP 85,000 - 120,000; Full time

Job summary

A global financial services firm is seeking a Vice President in Quantitative Research to develop and maintain advanced financial models on the Athena platform. The ideal candidate will have a quantitative degree and strong skills in software design and problem-solving. This role involves developing analytics software, designing frameworks, and optimizing business processes and code. A passion for writing high-quality code is essential.

Qualifications

• Outstanding problem solving skills.
• Excellent software and algorithm design skills.
• Experience in pricing libraries and risk management systems.

Responsibilities

• Developing Athena (Python) analytics software for financial products.
• Designing scalable cross asset frameworks.
• Optimizing code and processes for quant teams.

Skills

Problem solving

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

Job summary:

As a Vice President within 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.

Qualifications

• 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

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