Quantitative Research - Rates - Vice President

We are seeking a person to join the JP Morgan Rates Quantitative Research team, supporting NA Fixed Income Financing, Inflation, and Bond Securities Trading.

Job Summary:

As a Quantitative Research, Rates Vice President, you will be working on a diverse portfolio of financial instruments.

We expect you to share in a balanced mixture of responsibilities, including support for and discussion with traders, model research and development, model documentation, model deployment, pricing and risk investigation, product-specific analysis, software and trading tool development.

Job responsibilities:


* Develop models and implement them in Python/C++ for pricing and risk managing trades.


* Rapidly build prototype models and tools; compare results of various techniques.


* Explain model behavior and predictions to traders and controllers, identify major sources of risk in portfolios, carry out scenario analysis, provide guidance / debug analytics.


* Write well-formulated documents of model specification and implementation testing.

Required Qualifications, Capabilities and Skills:


* Strong software development and Python/C++ skills


* Strong analytical and problem solving abilities


* Familiarity with probability theory, stochastic processes, and numerical analysis


* Strong communication skills, both oral and written


* PhD or equivalent in Mathematics, Math Finance, Physics, or other quantitative subject


* At least 2+ years working experience, ideally in a front office environment

Preferred Qualifications, Capabilities and Skills:


* Knowledge of financial products, from loans, repos and bonds to be structured and exotic deals


* Knowledge of machine learning/statistical techniques

JPMorgan Chase & Co., one of the oldest financial institutions, offers innovative financial solutions to millions of consumers, small businesses and many of the world's most prominent corporate, institutional and government clients under the J.P.

Morgan and Chase brands.

Our history spans over 200 years and today we are a leader in investment banking, consumer and small business banking, commercial banking, financial transaction processing and asset management.

We offer a competitive total rewards package including base salary determined based on the role, experience, skill set, and location.

Those in eligible roles may receive commission-based pay and/or discretionary incentive compensation awarded in recognition of individual achievements and contributions.

We also offer a range of benefits and programs to meet employee needs, based on eligibility.

These benefits include comprehensive health care coverage, on-site health and wellness centers, a retirement savings plan, backup childcare, tuition reimbursement, mental health support, financial coaching and more.

Additional details about total compensation and benefits will be provided during the hiring process.

We recognize that our people are our strength and the di...