Quantitative Research (Multiple Positions Available) - JPMorgan Chase & : Job Details

Duties: Conduct quantitative research and develop software to support pricing and risk management for interest rate derivatives. Design, implement, and optimize mathematical models in C and Python to price and manage risk for linear and non-linear interest rate derivatives. Develop and maintain risk engine frameworks to calculate and analyze exposures across interest rate products in developed and emerging markets. Integrate model outputs into the firm's risk infrastructure to support both intraday and end-of-day risk processes. Utilize techniques including risk-neutral valuation, interest rate curve construction, and pricing of FX linear products to address quantitative finance challenges. Create and refine analytical tools for risk management, asset optimization, pricing, and relative value analysis. Apply statistical analysis to market movement and trade data for model calibration and validation. Apply numerical methods in linear algebra, partial differential equations, and optimiza...Research, Quantitative, Software Engineer, Trader, Financial, Pricing, Technology, Banking