Program: 2012-2013 Quantitative Rearch - Beijing Full-Time
Location
Beijing
Business Area
Investment Bank
Program
Associate
Job Description
About J.P. Morgan
J.P. Morgan has been doing first-class business in a first-class way for more than two hundred years. We have been a leading player in helping companies grow and markets dev
elop throughout our history. We work in collaboration across the globe to deliver the best solutions and advice to meet our clients' needs, anywhere in the world. We operate in 150 countries, and hold global leadership positions across our business. We have an exceptional team of employees who work hard to do the right thing for our clients and the firm every day. This is why we are the most respected financial institution in the world - and why we can offer you an outstanding career.
Quantitative Rearch
Quantitative Rearch (QR) at J.P. Morgan is an expert quantitative modeling group partnering with traders, marketers, and risk managers across all products and regions, with prence in Beijing, New York, London, Houston, Singapore, Hong Kong, Tokyo, Sydney and Sao Paulo.
J.P. Morgan is hiring for a new QR center in Beijing.
Job description
1. Support of trading business
Develop mathematical models for pricing, hedging and risk measurement of derivatives
Develop algorithms for electronic trading and order execution
Develop models and analytics for counterparty exposure and capital usage
2. Support of Central Risk Management and Finance, both IB and Corporate
Risk methodologies and engines
Capital and profitability measurement
Regulatory relations on capital models and model risk
3.In support of all of the above, designing and developing
Software frameworks for analytics
Efficient numerical algorithms and implementing high performance computing
Qualifications needed
∙ Enrolled in math, sciences, engineering, finance or computer science
∙ Exceptional analytical, quantitative and problem-solving skills
∙ Mastery of advanced mathematics and numerical analysis arising in financial modeling
∙ Linear algebra, probability theory, stochastic process, differential equations, numerical analysis
∙ Experience with advanced statistical models for empirical estimation of risk models
∙ Strong knowledge of options pricing theory or econometric modeling
∙ Quantitative models for pricing and hedging derivatives
∙ Econometric models for algorithmic trading and execution models
∙ Strong software 会议串词
design and development skills, particularly in C++
∙ Experti in grid computing, software frameworks, and software life-cycle
∙ Excellent prentation skills, both oral and written
∙ Complete online application, and submit your CV at JobConnect
∙ Candidates will be reviewed on a rolling basis, plea apply early!
