Website JPMorgan Chase & Co.
This Job Listing is about JPMorgan Chase Co in Mumbai, Maharashtra, India
About the job
JP Morgan spends more than $9 billion a year to be at the forefront of technological innovation. Leveraging petascale compute clusters, Quantitative Researchers develop and maintain sophisticated mathematical models, cutting-edge methodologies and infrastructure to value and hedge financial transactions ranging from vanilla flow products to high- and low-frequency trading algorithms. We are looking for a new member to join a core Quant team focusing specifically on high performance computing.
- Developing in a C++/CUDA/Python software library that prices derivatives and calculates risks;
- Focus is on efficient algorithms, vectorization and parallelization, compilers, architecture of cross-asset pricing engines, core library frameworks and continuous integration infrastructure;
- Optimization of the code for specific hardware, from today’s production staples to future disruptive innovations;
- Support of end users of the library and communicating with desk-aligned quant teams and technology groups.
Essential Skills And Qualifications
- A postgraduate degree (preferably PhD), or equivalent, in a quantitative field, e.g. computer science, mathematics, engineering, physics, or finance;
- Excellent software and algorithm design and development skills, particularly in C++
- Outstanding problem solving skills;
- Basic understanding of numerical methods, probability and foundations of quantitative finance to ensure that detailed model knowledge can be picked up if required.
- Experience in parallel programming, e.g. TBB, OpenMP, CUDA or OpenCL;
- Python, Java, Perl and web programming skills;
- Previous work experience as a software developer or a quant.
JPMorgan Chase & Co., one of the oldest financial institutions, offers innovative financial solutions to millions of consumers, small businesses and many of the world’s most prominent corporate, institutional and government clients under the J.P. Morgan and Chase brands. Our history spans over 200 years and today we are a leader in investment banking, consumer and small business banking, commercial banking, financial transaction processing and asset management.
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. In accordance with applicable law, we make reasonable accommodations for applicants’ and employees’ religious practices and beliefs, as well as any mental health or physical disability needs.
||JPMorgan Chase & Co.
|| Mumbai, Maharashtra, India