IB Quant Research — Entry Level Interest Rate Core Analytics Developer recruitment

J.P. Morgan is a leader in financial services, offering innovative and intelligent solutions to clients in more than 100 countries with one of the most comprehensive global product platforms available. We have been helping our clients to do business and manage their wealth for more than 200 years and we keep their interests foremost in our minds at all times. This combination of product strength, intellectual capital and character sets us apart as an industry leader.
J.P. Morgan is part of JPMorgan Chase Co. (NYSE: JPM), a global financial services firm with assets of $2.0 trillion.
Job Summary:
To provide infrastructure, pricing and hedging solutions for Interest Rates derivative front office users through core analytics libraries.
Core Responsibilities:Developing pricing functions written in 'C ' and 'C' and exposed via other APIs (e.g. Python, Smalltalk, Excel). Tasks would encompass the coding, specification, implementation, testing and documentation of these functions.Supporting typical end users, e.g. technology developers, front middle office staff in the use of those pricing functions.Communicating with other technology groups that wish to embed the functionality in their applications

Qualifications
Essential Skills:Detailed understanding of 'C ' including experience of advanced features, e.g. templates, design patterns, STL, exception handling and templates.PhD or Masters Degree in numerate subject e.g. engineering, science, computing or mathematicsGood understanding of computational mathematics.Desired Skills:
Higher degree in a financial discipline, e.g. M.Sc. in FinanceSoftware Object Orientated Analysis DesignPython programming skillsCUDA/HPC or similar parallel programming experience'C' programming skillsSome knowledge of Automatic DifferentiationAdditional Information:
Candidates would be expected to:Have a confident nature and willing and able to work on the trading floorHave the ability to work in a business critical and high-pressure environmentBe a team-playerHave strong communication skillsBe innovativeBe proactiveJPMorgan Chase Co. offers an exceptional benefits program and a highly competitive compensation package.
JPMorgan Chase Co. is an Equal Opportunity and Affirmative Action Employer, M/F/D/V