Quantitative Research Counterparty Credit Risk

6 months ago

Varthur Bengaluru Karnataka, India JPMorgan Chase & Co Full time

**JOB DESCRIPTION**
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.

About Quantitative Research

Quantitative Research (QR) is an expert quantitative modeling group in J.P. Morgan, as well as a leader in financial engineering, data analytics, statistical modeling and portfolio management. As a global team, QR partners with traders, marketers and risk managers across all products and regions, contributes to sales and client interaction, product innovation, valuation and risk management, inventory and portfolio optimization, electronic trading and market making, and appropriate financial risk controls.

Job Summary

We are looking for an experienced Python developer to join our team in Mumbai/Bengaluru. We are looking for an experienced Python developer to join our QR-CCR team in India. The team's mission is to develop models and analytics used by the Credit Portfolio Group (CPG).

CPG is responsible for the valuation and risk management of XVAs, e.g. credit and funding valuation adjustments (CVA and FVA), which is the market price of counterparty credit risk and funding originating from derivatives. QR-CCR team partners with trading and technology to develop the models and systems used for XVA pricing/risk-management for a cross-asset class portfolio, for example, developing hedging strategies, price marking methodologies and various tools for business users.

In addition, we provide on the job training, intensive internal classroom training, and online courses, all given by our experienced quants. Through the diversity of the businesses it supports and the variety of functions that it is responsible for, Quantitative Research group provides unique growth opportunities for you to develop your abilities and your career.

If you are passionate, curious and ready to make an impact, we are looking for you.

Job Responsibilities

As a Python developer in Quantitative Research team, you could have one or more of the following responsibilities:
Required qualifications, capabilities and skills
- You have a degree in engineering, financial engineering, computer science, mathematics, sciences, statistics, econometrics, or other quantitative fields.
- You are an experienced developer with proficiency in Python.
- You have knowledge of data structures and algorithms.
- You can work independently as well as in a team environment
- You think strategically and creatively when faced with problems and opportunities
- You have excellent communication skills, both verbal and written, can engage and influence partners and stakeholders.

Preferred qualifications, capabilities and skills

The following additional items will be considered but are not required for this role
- Markets experience and general trading concepts and terminology is useful to be familiar with
- Knowledge of different types of financial products and asset classes like Fixed Income, Credit, Commodities, Equities

Beyond that, we are interested in the things that make you unique: personal qualities, outside interests and achievements beyond academia and profession that demonstrate the kind of person you are and the differences you could bring to the team.

**ABOUT US**

J.P. Morgan is a global leader in financial services, providing strategic advice and products to the world’s most prominent corporations, governments, wealthy individuals and institutional investors. Our first-class business in a first-class way approach to serving clients drives everything we do. We strive to build trusted, long-term partnerships to help our clients achieve their business objectives.

We recognize that our people are our strength and the diverse talents they bring to our global workforce are directly linked to our success. We are an equal opportunity employer and place a high value on diversity and inclusion at our company. We do not discriminate on the basis of any protected attribute, including race, religion, color, national origin, gender, sexual orientation, gender identity, gender expression, age, marital or veteran status, pregnancy or disability, or any other basis protected under applicable law. We also make reasonable accommodations for applicants’ and employees’ religious practices and beliefs, as well as mental health or physical disability needs. Visit our FAQs for more information about requesting an accommodation.

**ABOUT THE TEAM**

The Corporate & Investment Bank is a global leader across investment banking, wholesale payments, markets and securities services. The world’s most important corporations, governments and institutions entrust us with their business in more than 100 countries. We provide strategic advice, raise capital, manage risk and extend liquidity in markets around the world.

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