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摩根大通投资咨询(北京)有限公司招聘信息

[ 2019年10月9日 ]

单位名称:摩根大通投资咨询(北京)有限公司

专业要求:不限

学历要求:博士、硕士

应聘方式:网申地址 https://jpmchase.taleo.net/careersection/10140/jobdetail.ftl?job=190075205

截止时间:常年

联系方式:邱爽、13761638617、shuang.qiu@jpmorgan.com

岗位介绍:

About J.P. Morgan


J.P. Morgan is one of the most respected financial institutions in the world – which is why we can offer you an outstanding career. We have been doing first-class business in a first-class way for more than 200 years. Throughout our history, we have played a leading role in helping companies grow and markets develop. Globally we work together to deliver the best solutions and advice to meet our clients’ needs, anywhere in the world. We operate in more than 100 countries, and hold global leadership positions in each of our businesses. We have an exceptional team of employees who work hard to do the right thing for our clients, shareholders and the firm every day.


Quantitative Research


Quantitative Research is an expert quantitative modeling group in J.P. Morgan, an unchallenged leader in financial engineering, statistical modeling, portfolio management, derivatives valuation and risk management. With more than 500 analysts worldwide, Quantitative Research partners with traders, marketers and risk managers across all products and regions.


Quantitative skills are a core capability of J.P. Morgan, contributing critically to product innovation, effective risk management and appropriate financial and risk controls. The team's mission is to develop and maintain sophisticated mathematical models, cutting-edge methodologies and infrastructure to improve the performance of algorithmic trading strategies, to value and hedge financial transactions ranging from vanilla flow products to complex derivative deals. We also develop portfolio risk-measurement methodologies and quantify credit and market risk exposures and economic capital.


J.P. Morgan is hiring for the QR center in Beijing. Multiple openings are available.


Job description 


Support of trading businessesDevelop mathematical models for pricing, hedging and risk measurement of derivativesDevelop algorithms for electronic trading and order executionSupport both OTC and electronic trading activities by explaining model behavior, identifying major sources of risk in portfolios, carrying out scenario analyses, developing and delivering quantitative tools, and supporting analyticsEvaluate quantitative methodologies - identify and monitor model risk associated with derivative valuation models 


Support of Central Risk Management and Finance, both IB and CorporateRisk methodologies and enginesCapital and profitability measurementRegulatory relations on capital models and model risk 


In support of all of the above, designing and developingDesign and develop software frameworks for analytics and their delivery to systems and applicationsDesign efficient numerical algorithms and implement high performance computing solutions


Key Qualifications:


Enrolled in a Master’s or Ph.D. degree program in math, statistics, sciences, engineering, computer science, machine learning/deep learning or other quantitative fields


Mastery of advanced mathematics with a deep knowledge of statistical modelling/data science or stochastic modelling (probability theory, stochastic calculus, partial differential equations, numerical analysis, optimization, statistics, econometrics, machine learning/deep learning)


Exceptional software design and development skills using C++, Python, Java.


Knowledge of options pricing theory, trading algorithms or financial regulations a plus


Excellent analytical, quantitative and problem solving skills and demonstrated research skills


Strong communication skills (both verbal and written) and the ability to present findings to a non-technical audience


Candidates will be reviewed on a rolling basis, please apply early!

企业介绍:

J.P. Morgan is a global leader in financial services, offering solutions to the world's most important corporations, governments and institutions in more than 100 countries. The Firm and its Foundation give approximately US$200 million annually to nonprofit organizations around the world. We also lead volunteer service activities for employees in local communities by utilizing our many resources, including those that stem from access to capital, economies of scale, global reach and expertise.

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