Quantitative Research Analyst jobs in United States
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JPMorganChase · 3 months ago

Quantitative Research Analyst

JPMorganChase is a leading global financial services firm, and they are seeking a Quantitative Research Analyst - Associate to support the Rates Fixed Income Financing desk. The role involves developing analytical models for trading, providing on-site support to traders, and maintaining financial models for pricing and risk management.

Asset ManagementBankingFinancial Services
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Growth Opportunities
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H1B Sponsor Likelynote

Responsibilities

Develop Data Analytics, Artificial Intelligence and Machine Learning models, approaches and techniques for fixed income finance trading
Deliver analytics for historical back-testing and conduct 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

Qualification

C++PythonMathematicsStatistical analysisProblem solvingCommunication skills

Required

Advanced degree (PhD, Master or equivalent) in Mathematics, Math Finance, Physics, Engineering or other quantitative fields
Good understanding on advanced mathematical topics, e.g. statistics, linear algebra, numerical analysis, probability theory, stochastic calculus, partial differential equations etc
Strong engineering/scientific programming skills in C++/Python
Strong analytical and problem solving abilities
Strong communication skills, both oral and written

Preferred

Knowledge or experience on interest rate modelling is a plus but not strictly required

Company

JPMorganChase

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With a history tracing its roots to 1799 in New York City, JPMorganChase 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.

H1B Sponsorship

JPMorganChase 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
Represents job field similar to this job
Trends of Total Sponsorships
2025 (3471)
2024 (3469)
2023 (3395)
2022 (3594)
2021 (2515)
2020 (2495)

Funding

Current Stage
Public Company
Total Funding
unknown
1998-02-01IPO

Leadership Team

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Allison Beer
CEO of Card Services and Connected Commerce
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Dan Mendelson
CEO, Morgan Health
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Company data provided by crunchbase