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JPMorgan Chase & Co. · 2 days ago
Quantitative Research Analyst
New York, NY
Full-time
Onsite
Senior Level
$152K/yr - $200K/yr
3+ years exp
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Responsibilities
Determine whether current models are appropriate, based on user needs or research questions of interest.
Research and Model initiatives on Balance sheet optimization.
Model complex set of banking regulatory constraints on capital and liquidity, and create matrix to monitor banking industry.
Develop quantitative tools and methods to support ongoing balance sheet management efforts.
Work with multiple internal clients and partners to provide quantitative and qualitative analytics on the firm's balance sheet analysis, banking industry, or optimization topics.
Support firm-wide balance sheet optimization modeling efforts.
Analyze quantitative output of macro-economic/regulatory scenario simulations to identify actionable strategies and themes around Firm’s balance sheet.
Support Firm's balance sheet research and strategy efforts.
Develop optimal capital and funding strategy for the Firm under regulatory/economic uncertainty.
Create, maintain, improve internal database, and manage dataset representing potential firm-wide balance sheet opportunities.
Support Firm's investment portfolio, funding research and strategy efforts.
Lead project-planning efforts for key.
Mentor junior team members.
Qualification
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Required
Master’s degree in Mathematics, Statistics, Engineering, Physics, Economics or related field of study plus 3 years of experience in the job offered or as Quantitative Research Analyst, Capital Market Analyst, Research Assistant, or related occupation
Experience in Linear & Non-linear Optimization; Monte Carlo Simulation; Stochastic Calculus; Market dynamics of Agency MBS, Rates, Secured credit, and Unsecured credit sectors; Forecasting of macroeconomic & market variables; Banking sector capital and liquidity regulations; Theory of Financial Valuation with focus on Fixed Income and Options; Python; MATLAB; VBA; SQL; Database frameworks; Linear regression; PCA; ARFIMA; ARCH; GARCH; VAR; Feature engineering, classification and clustering algorithms; Logistic regression; Decision tree; Random forest; and K-Nearest-Neighbors search
Benefits
Comprehensive health care coverage
On-site health and wellness centers
Retirement savings plan
Backup childcare
Tuition reimbursement
Mental health support
Financial coaching
Company
JPMorgan Chase & Co.
With a history tracing its roots to 1799 in New York City, JPMorgan Chase is one of the world's oldest, largest, and best-known financial institutions—carrying forth the innovative spirit of our heritage firms in global operations across 100 markets.
10,001+ employees
H1B Sponsorship
JPMorgan Chase & Co. has a track record of offering H1B sponsorships. Please note that this does not
guarantee sponsorship for this specific role. Below presents additional info for your
reference. (Data Powered by US Department of Labor)
Distribution of Different Job Fields Receiving Sponsorship
Trends of Total Sponsorships
2023 (2462)
2022 (3868)
2021 (3211)
2020 (2556)
Funding
Current Stage
Public CompanyTotal Funding
$3M2019-04-18Grant· $3M
1998-02-01IPO· nyse:JPM
Leadership Team
Jamie Dimon
Chief Executive Officer and President
MiCHEL Joseph MAiLLET
FiL’AiLs’STriPist; iCO CEO &Co iLEAD the SHOW & iNVESTMINTS FoLET
Recent News
Business Standard (India)
2024-05-19
Crunchbase News
2024-05-10
Company data provided by crunchbase
