Quantitative Research - Core Analytics Development

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Organisation
JP Morgan
Locations

London, United Kingdom

Application Deadline
Reference
200031484

JP Morgan spends more than $9 billion a year to be at the forefront of technological innovation. Leveraging petascale compute clusters, Quantitative Researchers develop and maintain sophisticated mathematical models, cutting-edge methodologies and infrastructure to value and hedge financial transactions ranging from vanilla flow products to high- and low-frequency trading algorithms. We are looking for a new member to join a core Quant team focusing specifically on high performance computing.

Responsibilities:

  • Developing in a C++/CUDA/Python software library that prices derivatives and calculates risks;
  • Focus is on efficient algorithms, vectorization and parallelization, compilers, architecture of cross-asset pricing engines, core library frameworks and continuous integration infrastructure;
  • Optimization of the code for specific hardware, from today's production staples to future disruptive innovations;
  • Support of end users of the library and communicating with desk-aligned quant teams and technology groups.

Essential skills and qualifications:

  • A postgraduate degree (preferably PhD), or equivalent, in a quantitative field, e.g. computer science, mathematics, engineering, physics, or finance;
  • Excellent software and algorithm design and development skills, particularly in C++
  • Outstanding problem solving skills;
  • Basic understanding of numerical methods, probability and foundations of quantitative finance to ensure that detailed model knowledge can be picked up if required.

Preferred qualifications:

  • Experience in parallel programming, e.g. TBB, OpenMP, CUDA or OpenCL;
  • Python, Java, Perl and web programming skills;
  • Previous work experience as a software developer or a quant.

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. 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.


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