Quantitative Research

1 week ago

mumbai, India JPMorgan Chase & Co. Full time

Are you looking for an exciting opportunity to join a dynamic and growing team in a fast paced and challenging area? This is a unique opportunity for you to work in our team to partner with the Business to provide a comprehensive view.
 

As a Quantitative Research - Associate - Derivative and Pricing within the Quants Group, you will play a critical role in supporting the activities of the Valuation Control Group & Model Risk Management globally. You will be responsible for model development, validation, and documentation, as well as working closely with teams in Asia-Pacific, London, and New York. This role provides an opportunity to improve desk efficiencies and learn J. P. Morgan’s highly sophisticated solutions.

Quants Group in Mumbai was set up in 2013 as an extension of the Firm’s global quants teams around the world. It is a fast growing team covering multiple asset classes across geographies. It provides in-depth knowledge that is behind our Investment Banking, Structuring, Sales & Trading and Research businesses around the globe. Deeply integrated with our Investment Banking business, the team facilitates deals and transactions by providing vital research and insight. This position is a Quant profile to support the activities of Valuation Control Group & Model Risk Management globally sitting out in Mumbai. The QR team in Mumbai plays a critical role in providing effective, timely and independent assessments of the Firm’s booking models of exotic structures and also help in developing new models for structures as and when necessary.

This role, in particular, will be Quant role and will be dedicated to work on the QR agenda for Valuation Control Group (VCG). Valuation Control Group is a firm wide control function, independent of the “Front Office” whose responsibilities include independent price verification and determination of pricing and fair value adjustments required to ensure that fair value estimates for the assets and liabilities that are recorded on the balance sheet at fair value are appropriate. 

Job responsibilities

Build analytics to calculate fair value and limitation adjustments, calibrate model parameters and analyze price dynamics of actual transactions on a cumulative and real time basis for use against independent prices. Understand risks/issues associated with various pricing models and develop model risk mitigation and quantification of those limitations. Work alongside VCG to devise and implement sophisticated and consistent methodology for solving business problems including but not restricted to position netting for use in calculation of valuation adjustments and other adjustments for use within regulatory frameworks. Perform full-range of programming tasks – problem analysis, solution determination, code design and tool development, integration test and documentation.  Familiarity with internal and regulatory guidelines on Model assessment and Documentation and experience in tools like LaTex

Required qualifications, capabilities, and skills

Highly analytical bent of mind and quantitative skills;  Good verbal and written communication and team skills in a multi-location set up Strong understanding of financial products – mathematics of their valuations and risks associated with them Knowledge of C++/Python will be a plus Close attention to detail and ability to work to very high standards Min 2 years in similar roles in Quant Research and Model Development will be an advantage

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