Quantitative Research - Core Analytics Development - Vice President

J.P. Morgan; London; On-site; GBP 80,000 - 150,000; Full time

Job summary

Join a forward-thinking company as a Vice President in Quantitative Research, where your expertise in high-performance computing will drive innovation. You'll develop sophisticated software libraries that price derivatives and optimize algorithms for cutting-edge financial technologies. This role offers the opportunity to work on impactful projects, collaborating with quant teams and technology groups to enhance financial transaction methodologies. If you're passionate about problem-solving and have a strong background in quantitative fields, this is the perfect opportunity to make a significant impact in the financial sector.

Qualifications

• Postgraduate degree in computer science, mathematics, engineering, physics, or finance.
• Excellent software and algorithm design skills, particularly in C++.

Responsibilities

• Developing a C++/CUDA/Python library for pricing derivatives and calculating risks.
• Optimizing code for specific hardware and supporting end users of the library.

Skills

C++

Python

Problem Solving

Numerical Methods

Probability

Education

Postgraduate Degree (PhD preferred)

Degree in Quantitative Field

Tools

CUDA

TBB

OpenMP

OpenCL

Java

Perl

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 inQuantitative Research, Core Analytics Development team, you will be focusing 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 of 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, e.g. computer science, mathematics, engineering, physics, or finance
• You demonstrate excellent software and algorithm design and development skills, particularly in C++
• You demonstrate outstanding problem solving skills
• You have 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, e.g. 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