VP, Quantitative Research
Compensation: $81,570.00 - $127,920.00 /year *
Employment Type: Full-Time
Industry: Scientific Research
VP, Quantitative Research--NY, NY. Respons for review & implementation of JPMorgan's proprietary algorithmic indices. Dvlp & debug algorithmic index rules using Python in embedded sys built w/C++. PhD or equiv in Math, Stats, Physics, Eng'g, or rel quantitative field + 2 yrs relevant exp OR Master's or equiv in Math, Stats, Physics, Eng'g, or rel quantitative field + 4 yrs relevant exp. Demonstrated knowl of fin'l math & assoc'd numerical methods. Demonstrated knowl of stochastic calculus. Must have advanced prog'g exp w/C++. Exp w/design, analysis, & dvlpmt of complex lrg-scale quantitative trading library in C++ across multi platforms. Demonstrated knowl of equity derivative models & products. Exp w/implied volatility surface parameterization & fitting algorithm. Demonstrated knowl of stochastic volatility models, forward volatility & skew models. Exp w/local volatility models & assoc'd calibration. Exp translating complex math concepts to trades, structuring, & sales teams. Employer will accept any amount of prof'l exp w/req'd skills. To apply, visit & apply to job # 190101885. EOE, AAE, M/F/D/V. J.P. Morgan Chase is a marketing name of JPMorgan Chase & Co. The Chase Manhattan Bank is a subsidiary of J.P. Morgan Chase & Co. 2003 J.P. Morgan Chase & Co. All rights reserved. www.jpmorganchase.com
T Jobs. Category: Science, Keywords: VP Quantitative Research
Associated topics: algebra, algorithm, applied mathematics, calculus, computational, discrete mathematics, game theory, geometry, mathematics, stochastic
* The salary listed in the header is an estimate based on salary data for similar jobs in the same area. Salary or compensation data found in the job description is accurate.
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