Quantitative Research for Equity eTrading – Associate/Vice President

JPMorgan Chase

  • Hong Kong Island, Hong Kong
  • Permanent
  • Full-time
  • 1 month ago
Job Description:Linear Quantitative Research is an expert quantitative modeling group in J.P. Morgan, an unchallenged leader in financial engineering, statistical modelling and portfolio management. The team partners with traders, marketers and risk managers across all products and regions.Quantitative skills are a core capability of J.P. Morgan, contributing critically to product innovation, effective risk management and appropriate financial and risk controls.As an Associate or Vice president in the Quantitative Research team for Equity eTrading, your mission is to develop and maintain sophisticated mathematical models, cutting-edge methodologies and infrastructure to improve the performance of algorithmic trading strategies and promote the advanced electronic solutions to our clients worldwide. You also work closely with trading desks to develop statistical arbitrage strategies and other quantitative trading models.Job Responsibilities:
  • Work closely with Electronic Client Service desk to design algorithmic strategies.
  • Build analytics and data-driven processes that automate and optimize model calibrations, including intraday volume, spread, and volatility predictions.
  • Evaluate and document quantitative methodologies, back-testing and simulating quantitative models.
  • Supporting trading activities by explaining model and algorithm behavior, carrying out scenario analyses, developing and delivering quantitative tools, and supporting data analytics.
  • Engaging in direct client interaction to promote and market our algorithms.
Required Qualifications, Capabilities and skills
  • PhD or Master's Degree in a quantitative discipline from a top-tier institution, including but not limited to computer science, machine learning, math, statistics, operations research.
  • Minimum three years of relevant experience
  • Strong software design and development skills using Python and Java (or C++).
  • Exceptional analytical, quantitative, and problem-solving skills.
  • Mastered advanced mathematics and statistics (i.e., probability theory, time series, econometrics).
  • Experience of time-series data handling.
  • Strong written and verbal communication skills, ability to convey the ideas behind complex research in a clear and precise manner.
Preferred Qualifications, Capabilities and skills (no more
  • Experience of algorithmic executions is a plus.
  • Knowledge of market microstructure is a plus.
  • Knowledge of machine learning/deep neural networks is a plus.
  • Knowledge of KDB is a plus.
About Us: 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. We also make reasonable accommodations for applicants' and employees' religious practices and beliefs, as well as mental health or physical disability needs. Visit our for more information about requesting an accommodation.About the Team: The Corporate & Investment Bank is a global leader across investment banking, wholesale payments, markets and securities services. The world's most important corporations, governments and institutions entrust us with their business in more than 100 countries. We provide strategic advice, raise capital, manage risk and extend liquidity in markets around the world.

JPMorgan Chase