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QR Systematic Trading Associate

3.00 to 5.00 Years   Mumbai City   03 Nov, 2021
JPMorgan
Job LocationMumbai City
EducationNot Mentioned
SalaryNot Disclosed
IndustryBanking / Financial Services
Functional AreaSales / BD
EmploymentTypeFull-time

Job Description

J.P. 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 the Equities Linear Quantitative Research (LQR) Systematic trading globally sitting out in Mumbai. Equities Linear Quantitative Research (LQR) is an expert quantitative modeling group in J.P. Morgan, an unchallenged leader in financial engineering, statistical modeling and portfolio management. With more than 30 researchers worldwide, LQR partners with traders, marketers and risk managers across all products and regions.The LQR team is responsible for mainly the following:

  • Developing mathematical models for systematic quantitative trading strategies, e.g., Index Arbitrage, Statistical Arbitrage, portfolio optimization, flow recommendation research, IOI and Market Making.
  • Carrying out market microstructure research in D1 and Vol products.
Candidates should be able to:
  • Handle high frequency data /Big data and develop statistical model on the same
  • Research, design, implement, and evaluate machine learning approaches and models for the domain
  • Work on short term price predictive , alpha and portfolio optimization models
  • Code in Python
Good to have:
  • Understanding of Implied volatility and option markets
  • Past experience of developing mid frequency trading strategies at a buy/sell side firm.
  • Q/KDB , Java experience
Qualifications:
  • Have mastered advanced mathematics and statistics ( probability, econometrics, optimization and Machine Learning)
  • Algorithms and Data Structures knowledge
  • Earned a Master or equivalent degree program in math, statistics, econometrics, financial engineering or computer science
  • Exceptional analytical, quantitative and problem-solving skills
  • Good communication and interpersonal skills
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. J.P. 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. ,

Keyskills :
data structuresproblem solvingindex arbitragecomputer sciencemachine learningcommercial modelsinvestment bankingtrading strategiesstatistical modelingquantitative research

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