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Analyst Second Year- GMG - EMEA QR

Mumbai, MH
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  • Banking & Finance
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Job Details

This position is a Quant profile to support the activities of the Quantitative Research Group in London, sitting out of GMG in Mumbai. The QR Mumbai team plays a critical role in providing effective, timely and independent assessments of the Firms booking models of exotic structures and also help in developing new models for structures as and when necessary.The primary responsibilities for this role will includeProgramming Must have demonstrated programming experience with C . Experience in working / creating customized C libraries will be a plus.Software Engineering Duties including the full-range of programming tasks problem analysis, solution determination, code design and development, integration, test, modification and documentationModel Development Devising/improving models on new/existing product strategies, building models in the firms platform, back-testing of strategies and reconciling back-tests with model outputs.Product Pricing models Independently prepare pricing models for derivative product structures using internal pricing models as per the client requirements.Booking/ Deal Review Independent quantitative evaluation of complex and technical models, focusing on payoff construction and would cover methodology, construction and testing of models.Reporting and Compliance Familiarity with internal and regulatory guidelines on Model assessment and Reporting; Implementation of remediation; reviewing the process of trade booking in the proprietary systemsThe candidate will need to work very closely with QR team in London, supporting them just as a direct extension of the team sitting out of Mumbai. Overall, the candidate will need to work closely with teams in Asia-Pacific and/or London and/or New York and will need to be proactive to improve desk efficiencies, access and learn J. P. Morgan s highlyEssential SkillsHighly analytical bent of mind and quantitative skills; high level of proficiency in C / Python programming; High performance computingClose attention to detail and ability to work to very high standardsGood communication and team skills in a multi-location set upRelevant experience in similar roles in Quant Research and Model Development will be an advantageIdeal 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.
Additional Degree: BE/ B.Tech (Engineering)

Experience: 2-6


Application Programming | Software Engineer
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