Quantitative Research - Core Analytics Development - Vice President

TN United Kingdom; London; On-site; GBP 80,000 - 150,000; Full time

Job summary

An established industry player is seeking a Vice President for their Quantitative Research team in London. This role focuses on high-performance computing, where you'll develop sophisticated mathematical models and cutting-edge methodologies to value and hedge financial transactions. Your expertise in C++, CUDA, and Python will be crucial as you optimize algorithms and support end users. Join a forward-thinking company that invests heavily in technological innovation and make a significant impact in the financial sector. If you're passionate about quantitative finance and eager to drive change, this opportunity is for you.

Qualifications

• Postgraduate degree in a quantitative field, preferably PhD.
• Excellent software and algorithm design skills in C++.

Responsibilities

• Developing a software library for pricing derivatives and calculating risks.
• Optimizing code for specific hardware and supporting end users.

Skills

C++

Python

CUDA

Algorithm Design

Numerical Methods

Education

Postgraduate Degree (PhD preferred)

Computer Science

Mathematics

Engineering

Physics

Finance

Tools

TBB

OpenMP

OpenCL

Java

Perl

Job description

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Quantitative Research - Core Analytics Development - Vice President, London

Client:

Location: London, United Kingdom

Job Category: Other

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EU work permit required: Yes

Job Reference: a9327ffca1b3

Job Views: 4

Posted: 02.05.2025

Expiry Date: 16.06.2025

Job Description:

If you are passionate, curious, and ready to make an impact, we are looking for you.

JP Morgan spends more than $9 billion a year to be at the forefront of technological innovation. Leveraging petascale compute clusters, Quantitative Researchers develop and maintain sophisticated mathematical models, cutting-edge methodologies, and infrastructure to value and hedge financial transactions ranging from vanilla flow products to high- and low-frequency trading algorithms.

Job summary:

As a Vice President in the Quantitative Research, Core Analytics Development team, you will focus on high-performance computing.

Job responsibilities:

• Developing in a C++/CUDA/Python software library that prices derivatives and calculates risks
• Focusing on efficient algorithms, vectorization and parallelization, compilers, architecture of cross-asset pricing engines, core library frameworks, and continuous integration infrastructure
• Optimizing code for specific hardware, from today’s production staples to future disruptive innovations
• Supporting end users of the library and communicating with desk-aligned quant teams and technology groups

Required qualifications, capabilities, and skills:

• You have a postgraduate degree (preferably PhD), or equivalent, in a quantitative field, computer science, mathematics, engineering, physics, or finance
• You demonstrate excellent software and algorithm design and development skills, particularly in C++
• You have a basic understanding of numerical methods, probability, and foundations of quantitative finance to ensure that detailed model knowledge can be picked up if required

Preferred qualifications, capabilities, and skills:

• You have experience in parallel programming, TBB, OpenMP, CUDA or OpenCL
• You demonstrate Python, Java, Perl, and web programming skills
• You have previous work experience as a software developer or a quant