QR – Modelling team in QR Equities – Associate
About the team:
EDG QR is looking for a full time Associate for its London team.
The QR team partners with traders, marketers and risk managers across all products and regions. The team's mission is to develop and maintain sophisticated mathematical models, cutting-edge methodologies and infrastructure to value and hedge financial transactions ranging from vanilla flow products to complex derivative deals.
Responsibilities:Develop mathematical models for pricing, hedging and risk measurement of equity derivatives productsSupport trading activities by explaining model behaviour, identifying major sources of risk in portfolios, carrying our scenario analyses, developing and delivering quantitative tools, and supporting analyticsImplement risk management and valuation models in software and systemsDesign efficient numerical algorithms and implementing high performance computing solutions
Qualifications
The ideal candidate will have previously completed a PhD program in math, sciences, engineering or equivalent work experience. We look for candidates who demonstrate the following skills:
Exceptional analytical, quantitative and problem-solving skillsMastered advanced mathematics arising in financial modelling (i.e., probability theory, stochastic calculus, partial differential equations, numerical analysis) or should have exceptional software design and development skills using C Knowledge of options pricing theory is a plus but is not required.About J.P. Morgan Corporate Investment BankJ.P.
Morgan's Corporate Investment Bank (CIB) is a global leader across banking, markets and investor services. The world's most important corporations, governments and institutions entrust us with their business in more than 100 countries. With $18 trillion of assets under custody and $393 billion in deposits, the Corporate Investment Bank provides strategic advice, raises capital, manages risk and extends liquidity in markets around the world.
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