Quantitative Research - Athena Analytics Developer - Vice President

J.P. Morgan; London; On-site; GBP 100,000 - 150,000; Full time

Job summary

Join a leading financial institution as a Vice President in Quantitative Research, focusing on innovative solutions for pricing and risk management. This role demands exceptional problem-solving and software development skills, with a focus on Python applications. You will be instrumental in building frameworks that enhance the performance and reliability of financial products on the Athena platform.

Qualifications

• Excellent problem solving and software development skills required.
• Degree in fields like computer science, mathematics, or engineering.
• Experience with pricing libraries and risk management is essential.

Responsibilities

• Develop Athena analytics software for pricing and risk management.
• Design scalable frameworks for Quantitative Research.
• Optimize code and guide desk-aligned quantitative teams.

Skills

Problem solving

Software design

Algorithm design

Communication

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 a 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.

Job 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