• JP Morgan Chase
  • $160,515.00 -160,515.00/year*
  • Bronx , NY
  • Financial Services - Banking/Investment/Finance
  • Full-Time
  • 10451 N Big Creek Rd

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This is a mid-level (2-5 yrs. experience minimum) model and product development role within the highly material NA Linear (Securities, Swaps and FX Forwards) trading business at JP Morgan. The role requires significant experience in state-of-the-art yield curve construction approaches (overnight index swaps, central counterparty basis, CSA discounting, varying liquidity in overlapping market segments) Core Responsibilities: Develop, implement (C++/Python), tests and document Linear Rates models for pricing and risk managements of Rates derivatives. Perform and assist Trading and Control groups with pricing, risk management, P&L, and model behavior.Carry out scenario and benchmarking analysis. Develop and collaborate with IB Technology in new technology and enhancement to support trading and risk management capabilities in electronic, systematic and relative value space Essentialskills, experience, and qualifications: PhD, MS or equivalent degree from top tier schools/programs in Mathematics, Mathematical Finance, Statistics, Physics, Computer Science or Engineering Proven track record in collaborative software development in Python and C++ Excellence in probability theory, partial differential equations, and numerical analysis Knowledge and work experience in Rates financial products and yield curve construction methods Attention to detail, adaptable and hungry to learn Excellent communication skills, both oral and written Desirable skills: Experience in rapid prototyping and agile software methodologies Experience in working with and manipulating large data sets of e-commerce, historical and financial data Not ready to apply? Leave your information with us and we will keep you up to date with new career opportunities. Any information you provide is confidential and will only be viewed by our recruiters in an effort to fill open positions. In addition, the information you provide is subject to our privacy policy practices. Please note that J.P. Morgan will not accept unsolicited approaches or speculative CVs, nor will J.P. Morgan be responsible for any related fees, from Third Party Firms who are not preferred suppliers. The firm invites all interested and qualified candidates to apply for employment opportunities. Need disability related assistance? If you are a US or Canadian applicant with a disability who is unable to use our online tools to search and apply for jobs, please click here.
Associated topics: finance director, general manager, general operational manager, general operations manager, operation, organizational culture, president, recruit, senior director, supply

* The salary listed in the header is an estimate based on salary data for similar jobs in the same area. Salary or compensation data found in the job description is accurate.

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