Software Engineer

DESCRIPTION:

Duties: Develop the firm's analytical capabilities and model libraries to build financial products, including designing, analyzing, implementing, monitoring performance, and resolving production issues.

Provide application and analytical support to researchers and portfolio managers.

Research and develop analytical tools to address issues such as portfolio construction and optimization, performance measurement, attribution, profit and loss measurement, and risk models.

Maintain and modify all financial analytic models in use.

Apply mathematical and statistical techniques to address risk management, stress scenario analysis, and long term projected reports.

Collaborate with quantitative research teams to validate and implement quantitative models for risk officers and portfolio managers.

Devise and apply independent models and tools to verify the results of analytical systems.

QUALIFICATIONS:

Minimum education and experience required: Master's degree in Quantitative Finance, Computer Science, Computer Engineering, or related field of study plus 2 years of experience in the job offered or as Software Engineer, Financial Analyst, or related occupation.

Skills Required: This position requires 2 years of experience with the following: C++ development; Java development; Python development.

This position requires any amount of experience with the following: Python libraries, including SciPy, statsmodels, NumPy, and Pandas; designing and developing quantitative analytical models and algorithms for financial investments; Linux operating system; Windows operating system; MATLAB for quantitative data analysis and modeling; shell scripting; GIT for version control and code collaboration; relational databases including Oracle; SQL; data visualization tools including Tableau; web technologies including HTML, XML, and JSON; software development life cycle using Agile methodologies; microservices architecture; AWS Cloud Services; IaaS; containerization technologies including Docker; artificial intelligence and machine learning including large language models; Testing methodologies including Blackbox Testing, Functional Testing, Manual Testing, Regression Testing, System Integration Testing, Unit Testing, User Acceptance Testing, and White Box Testing; Monte Carlo simulation techniques; regression analysis; factor analysis; short-term and long-term financial risk predictions; and portfolio optimization for asset and wealth management.

Job Location: 575 Washington Boulevard, Jersey City, NJ 07310.

Full-Time.

Salary: $161,300 - $215,000 per year.

JPMorganChase, 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,...