Quantitative Research

3 weeks ago

mumbai, India JPMorgan Chase & Co. Full time

Morgan’s Global 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. 

The primary responsibilities for this role will include:

Model Development: 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. Model Validation: Understand risks/issues associated with various pricing models and develop model risk mitigation and quantification of those limitations. Thought Leadership/Methodology: 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. Programming/Software Engineering: Duties including the full-range of programming tasks – problem analysis, solution determination, code design and tool development, integration test and documentation.  Documentation and Compliance : Familiarity with internal and regulatory guidelines on Model assessment and Documentation and experience in tools like LaTex; 

Overall, the candidate will need to work closely with teams in Asia-Pacific and/or London and/or New York and will need to be proactive to improve desk efficiencies, access and learn J. P. Morgan’s highly sophisticated solutions. 

Essential 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 Relevant experience of at least 2-3 years in similar roles in Quant Research and Model Development will be an advantage

Ideal candidates for these positions would be a graduate/post-graduate from a premier college or institute. A computer science or mathematics background will be most suitable. 

Morgan’s Global Quants Group provides a challenging work environment and excellent opportunities to learn and grow both at the Quants Group and in the Firm’s global network. 

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