Quantitative Research - Core Analytics Development - Vice President

JPMorganChase; London; On-site; GBP 80,000 - 150,000; Full time

Job summary

An established industry player is seeking a Vice President for its Quantitative Research team. In this pivotal role, you will leverage high-performance computing to develop advanced mathematical models that enhance the valuation and hedging of financial transactions. Your expertise in C++ and Python will be crucial as you create software libraries and optimize algorithms for efficiency. Join a diverse and inclusive team dedicated to providing strategic financial services to clients globally, and take your career to new heights in a dynamic and collaborative environment.

Qualifications

• Postgraduate degree in a quantitative field like computer science or finance.
• Strong software development skills, especially in C++.

Responsibilities

• Develop software libraries in C++/CUDA/Python for pricing derivatives.
• Optimize algorithms for efficiency and parallelization.

Skills

C++

Python

Problem-solving

Numerical methods

Quantitative finance

Education

Postgraduate degree in quantitative field

PhD in computer science, mathematics, engineering, physics, or finance

Tools

CUDA

TBB

OpenMP

OpenCL

Java

Perl

Job description

Quantitative Research - Core Analytics Development - Vice President

Join to apply for the Quantitative Research - Core Analytics Development - Vice President role at JPMorgan Chase.

Job Overview

As a Vice President in the Quantitative Research, Core Analytics Development team, you will focus on high-performance computing, developing sophisticated mathematical models and infrastructure to value and hedge financial transactions.

Key Responsibilities

• Develop software libraries in C++/CUDA/Python for pricing derivatives and calculating risks.
• Optimize algorithms for efficiency, vectorization, parallelization, and hardware architecture.
• Support end users and collaborate with quant teams and technology groups.

Minimum Qualifications

• Postgraduate degree (preferably PhD) in a quantitative field such as computer science, mathematics, engineering, physics, or finance.
• Strong software development skills, especially in C++.
• Excellent problem-solving skills.
• Basic understanding of numerical methods, probability, and quantitative finance.

Preferred Qualifications

• Experience in parallel programming (TBB, OpenMP, CUDA, OpenCL).
• Skills in Python, Java, Perl, and web programming.
• Previous experience as a software developer or quant.

About Us

J.P. Morgan is a global leader in financial services, committed to diversity and inclusion. We offer strategic advice and products to clients worldwide.

About the Team

We serve clients in over 100 countries, providing banking, markets, securities services, and payments.