full-time
Quantitative Research [Multiple Positions Available]
JPMorganChase
- Employer
- JPMorganChase
- Location
- New York
- Working pattern
- on-site
- Salary
- $205,000–$285,000 / year
About the role
Develop and implement derivatives margin models, including market stress calibration and historical backtesting. Collaborate with clients and serve as a subject-matter expert in regulatory meetings regarding counterparty credit risk. Requires a Master's degree in a quantitative field such as Mathematics of Finance or Physics and at least 2 years of relevant experience. Proficiency in C++, Python, and advanced mathematical modeling for financial derivatives is essential.