Quantitative Research Analyst - JPMorgan Chase & : Job Details

Develop Data Analytics, Artificial Intelligence and Machine Learning models, approaches and techniques for fixed income finance trading. Deliver analytics for historical back-testing and conducat research on market behaviors through statistical analysis. Provide on-site support to traders, control functions and other relevant teams: explain model behaviors and Profit and Loss (pnl)-prediction at request; conduct quick diagnosis on any reported model issue; identify major sources of risks in portfolio; carry out scenario analysis; facilitate new business/product structures, etc. Implement and maintain C / Python analytics library; write well-formulated documents on testing and validation of models for internal and regulatory reviews/approval. Develop and maintain arbitrage-free financial models based on stochastic processes for pricing and risk management of interest rate derivatives. Required Qualifications, Capabilities and Skills Advanced degree (PhD, Master or equivalent) in Mathema...Research Analyst, Quantitative, Research, Analyst, Technology, Banking