Are you looking for an exciting opportunity to join a dynamic and growing team in a fast paced and challenging areaThis is a unique opportunity for you to work in our team to partner with the Business to provide a comprehensive view.
This position is a Quant Profile to support the activities of the Quantitative Research Group (cross asset classes) & Custody & Fund Services globally sitting out in Mumbai. The QR team in Mumbai plays a critical role in providing effective, timely and independent assessments of the Firm s booking models of exotic structures and also help in developing new models for structures as and when necessary.
As a Quantitative Research Associate/Vice President within the Quantitative Research Group, you will partner with the Business to provide a comprehensive view and support the activities of the Quantitative Research Group across asset classes globally. You will play a critical role in providing effective, timely, and independent assessments of the Firm s booking models of exotic structures and help develop new models as necessary. You will be part of a team transforming business practices through data science and other quantitative methods, where JP Morgan is a dominant player, handling trillions of dollars of client assets.
Job Responsibilities
- Perform large-scale analysis on our proprietary dataset to solve problems never tackled before
- Identify new insights that drive feature modelling to generate nuanced insights
- Build models end-to-end, from prototype to full-scale production
- Make real-world, commercial recommendations through effective presentations to various stakeholders
- Leverages data visualization to communicate data insights and results
- Document and test new/existing models in partnership with control groups
- Implementation of models in Python-based proprietary libraries.
- Ongoing desk support
Required qualifications, capabilities & skills
- A masters or Ph.D. degree program in computer science, statistics, operations research or other quantitative fields
- Strong technical skills in data manipulation, extraction and analysis
- Fundamental understanding of statistics, optimization and machine learning methodologies
- Build models end-to-end, from prototype to full-scale production, utilizing ML/ big data modeling techniques
- Knowledge in the development of models on cloud infrastructure
- Integrate and utilize LLM models for advanced model development and enhancement
- Possess basic knowledge of financial instruments and their pricing
- Mastery of software design principles and development skills using one of C++, Python, R, Java, Scala
- Previous practical experience in solving machine learning problems using open-source packages
- Strong communication skills (both verbal and written) and the ability to present findings to a non-technical audience
Preferred qualifications, capabilities & skills
Participation in KDD/Kaggle competition or contribution to GitHub highly desirable
Are you looking for an exciting opportunity to join a dynamic and growing team in a fast paced and challenging areaThis is a unique opportunity for you to work in our team to partner with the Business to provide a comprehensive view.
This position is a Quant Profile to support the activities of the Quantitative Research Group (cross asset classes) & Custody & Fund Services globally sitting out in Mumbai. The QR team in Mumbai plays a critical role in providing effective, timely and independent assessments of the Firm s booking models of exotic structures and also help in developing new models for structures as and when necessary.
As a Quantitative Research Associate/Vice President within the Quantitative Research Group, you will partner with the Business to provide a comprehensive view and support the activities of the Quantitative Research Group across asset classes globally. You will play a critical role in providing effective, timely, and independent assessments of the Firm s booking models of exotic structures and help develop new models as necessary. You will be part of a team transforming business practices through data science and other quantitative methods, where JP Morgan is a dominant player, handling trillions of dollars of client assets.
Job Responsibilities
- Perform large-scale analysis on our proprietary dataset to solve problems never tackled before
- Identify new insights that drive feature modelling to generate nuanced insights
- Build models end-to-end, from prototype to full-scale production
- Make real-world, commercial recommendations through effective presentations to various stakeholders
- Leverages data visualization to communicate data insights and results
- Document and test new/existing models in partnership with control groups
- Implementation of models in Python-based proprietary libraries.
- Ongoing desk support
Required qualifications, capabilities & skills
- A masters or Ph.D. degree program in computer science, statistics, operations research or other quantitative fields
- Strong technical skills in data manipulation, extraction and analysis
- Fundamental understanding of statistics, optimization and machine learning methodologies
- Build models end-to-end, from prototype to full-scale production, utilizing ML/ big data modeling techniques
- Knowledge in the development of models on cloud infrastructure
- Integrate and utilize LLM models for advanced model development and enhancement
- Possess basic knowledge of financial instruments and their pricing
- Mastery of software design principles and development skills using one of C++, Python, R, Java, Scala
- Previous practical experience in solving machine learning problems using open-source packages
- Strong communication skills (both verbal and written) and the ability to present findings to a non-technical audience
Preferred qualifications, capabilities & skills
Participation in KDD/Kaggle competition or contribution to GitHub highly desirable
