CIB QR - Quantitative Research - Sales Analytics - Associate CIB QR - Quantitative Research - Sales Analytics -  …

J.P.Morgan
in New York, NY, United States
Permanent, Full time
Be the first to apply
Competitive
J.P.Morgan
in New York, NY, United States
Permanent, Full time
Be the first to apply
Competitive
CIB QR - Quantitative Research - Sales Analytics - Associate
JPMorgan Chase & Co. (NYSE: JPM) is a leading global financial services firm with assets of $2.6 trillion and operations worldwide. The firm is a leader in investment banking, financial services for consumers and small business, commercial banking, financial transaction processing, and asset management. A component of the Dow Jones Industrial Average, JPMorgan Chase & Co. serves millions of consumers in the United States and many of the world's most prominent corporate, institutional and government clients under its J.P. Morgan and Chase brands. Information about JPMorgan Chase & Co. is available at www.jpmorganchase.com.

The QR Sales Analytics group is looking for a strong quantitative researcher who will leverage their data and analytical skills to help drive efficiency, resource allocation, and monetization across our Sales business. The successful candidate will have a good understanding of equity cash markets and trading, strong knowledge of statistical methods including machine learning, strong Python programming skills and outstanding communication skills.

Responsibilities:
  • Work closely with Sales to build analytics and processes that enhance the way we service clients
  • Proactively identify opportunities for QR to leverage data and analytics to enhance the Sales business
  • Innovate and evolve core predictive models, leveraging a combination of diligent data analysis, traditional statistical reasoning, and advanced machine learning techniques
  • Diligently architect and manage the evolution of the code base, including collaborating with other teams to maximize scale and leverage across the organization


Qualifications and Relevant skills:
  • Strong graduate degree (MS or PhD) in a quantitative field (Mathematics, Physics, Statistics, Economics, Computed Science...)
  • At least 5 years of experience working in a quantitative group covering investment and/or trading businesses
  • Demonstrated experience applying statistical and/or machine learning techniques in the financial industry
  • Strong Python programming, including code architecture. Ability to manipulate and analyze complex, large scale, high-dimensionality data from varying sources
  • Experience working with equity position and market data
  • Autonomy, excellent communication and strong motivation
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