Quant Research Associate — Algo Trading & Risk

Next Frontier Capital; Singapore; On-site; SGD 150,000 - 210,000; Full time

Job summary

J.P. Morgan is seeking a Quantitative Research Associate to join its Quantitative Research team in Singapore.

You will partner with business leaders to develop and maintain sophisticated mathematical models used to value and hedge financial transactions, from vanilla to complex derivatives, and work with trading desks, product managers, and technology teams to create analytical tools and quantitative trading models.

Qualifications

• Ph.D. or Master’s in a quantitative field (financial engineering, math, CS, econ, stats).
• 2 years of related quantitative/analytical experience.
• Strong quantitative, analytical, and problem-solving skills.
• Solid background in calculus, linear algebra, probability and statistics.
• Proficiency in at least one OO language (C++/Java) and strong Python skills.
• Knowledge of data structures, algorithms and AI technologies.
• Ability to work both independently and in a team.
• Strategic and creative problem-solving mindset.
• Excellent verbal and written communication skills.

Responsibilities

• Develop and maintain mathematical models to value and hedge transactions from vanilla to complex derivatives.
• Improve algorithmic trading strategies and electronic solutions for clients worldwide.
• Collaborate with risk functions to develop models for market and credit risk.
• Build methodologies to implement models in production environments.
• Write clear documentation covering model specs and testing.
• Partner with trading desks, product managers, and technology teams to create analytical tools.
• Ensure compliance with regulatory requirements through collaboration with control functions.
• Contribute to portfolio risk measurement and capital/credit risk modeling.
• Support ongoing innovation in financial engineering and quantitative modeling.
• Participate in on-the-job training and professional development.

Skills

Quantitative analysis

Python

C++/Java

Mathematics/statistics

Communication

Education

Ph.D. or Master’s in quantitative field

2 years related experience

Tools

C++

Java

Job description

J.P. Morgan is seeking a Quantitative Research Associate to join its Quantitative Research team in Singapore.

You will partner with business leaders to develop and maintain sophisticated mathematical models used to value and hedge financial transactions, from vanilla to complex derivatives, and work with trading desks, product managers, and technology teams to create analytical tools and quantitative trading models.