Credit Spread QR - Associate

Job Description

About Quantitative ResearchQuantitative 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.Opportunity We are looking for an experienced developer to join our LQR Analytics team in Mumbai. Our team is responsible for building a low latency, scalable and robust signal platform which enables the development of advanced trading signals, and helps measure their performance in a systematic manner. The Mumbai team works closely with the global teams to improve the performance of algorithmic trading strategies and promote advanced electronic solutions to our clients worldwide.In addition, we are providing on 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. We make reasonable accommodations for applicants and employees religious practices and beliefs, as well as any mental and physical health needs or particular family considerations.If you are passionate, curious and ready to make an impact, we are looking for you.Your ImpactYou ll contribute to the firm s product innovation, effective risk management, financial risk controls. Specially, you ll have the chance to:

• Enhance the analytics platform responsible for producing trading signals that are used by the Firm s execution models to make trading decisions;
• Build a framework to better capture, view and analyze performance of the trading signals, and their impact on execution;
• Extend the platform to make it more resilient, robust and scalable;
• Liaise with sales and product teams to capture new signal requirements and help develop them;
• Understand the market drivers behind market moves and their market implications;
• Work with cutting edge technology and analytics to infer market microstructure and signal impact;

About You

• You re interested in market microstructures and quantitative trading within global markets;
• You understand the different types of risk and you can discuss in detail ways of managing these risks;
• You re interested in applying agile development practices in a front-office trading environment;
• You demonstrate quantitative and problem-solving skills as well as research skills;
• You are familiar with tools and methods of exploratory data analysis, visualization and modeling in Python e.g., pandas, scipy, sklearn, Jupyter;
• You demonstrate proficiency in code design and programming skills, with primary focus on Python;
• You quickly grasp business concepts outside immediate area of expertise and adapt to rapidly changing business needs;
• You think strategically and creatively when faced with problems and opportunities. You always look for new ways of doing things;
• You have strong interpersonal skills you listen and communicate in a direct, succinct manner;

Desirables

• Graduate degree (Bachelors or equivalent) in Engineering, Computer Science, etc. ;
• Markets experience and general trading concepts and terminology is useful to be familiar with;
• Knowledge of trading algorithms or financial regulations is desirable;
• Experience in agency algorithmic execution and understanding of the electronic marketplace landscape is desirable;
• Direct experience of agile software methodologies;
• Orientation towards careful system and solution design and implementation;
• Robust testing and verification practices;

Beyond that, we re 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 UsJ.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. In accordance with applicable law, we make reasonable accommodations for applicants and employees religious practices and beliefs, as well as any mental health or physical disability needs.About the TeamThe 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.Clients turn to our industry-leading Markets, Sales and Research team to offer clients unique market insights on sectors and companies, and actionable ideas using research to make well-informed investment decisions. Teams understand products across asset classes and help clients structure solutions that manage risk, enhance yield and solve complex financial problems.,

Keyskills :
exploratory data analysiscode designfront officedata analysismarket makingdata analyticsfinancial riskrisk managementsolution designagile developmentinvestment bankingfinancial serviceselectronic trading