[grads] Fwd: Rates quant position

Fred J. Hickernell fjhickernell at gmail.com
Thu Dec 21 18:35:04 CST 2017


Dear graduating students,

One of our alums who works at JP Morgan has informed us about new openings.  Please apply directly to Xuan Zhou <xuanjzhou at gmail.com> if you are interested.

Best regards,
Fred

Fred J. Hickernell
fjhickernell at gmail.com
Cell: 630 696 8124



> Begin forwarded message:
> 
> From: Xuan Zhou <xuanjzhou at gmail.com>
> Subject: Rates quant position
> Date: December 21, 2017 at 10:23:18 AM MST
> To: "Fred J. Hickernell" <fjhickernell at gmail.com>
> 
> Hi Prof. Hickernell,
> 
> Our team is looking to fill three newly created positions now (job description below). Students who are interested may send their resumes directly to me. 
> 
> Thanks,
> Xuan
> 
> -------------------------
> Job Summary:
>  
> We are seeking a person to join the JP Morgan Quantitative Research team focusing on the risk/technology initiatives of the CIO Treasury. Relevant education/experiences would be in the area of financial mathematics, with emphasis on interest rate models & products, and programming. We expect the person to share in a balanced mixture of responsibilities including model research/development/documentation, pricing & risk investigation, software development and discussions with the portfolio strategies/traders as well as technology/risk managers/reviewers/auditors, etc.
>  
> Core Responsibilities:
> -Implement/support models and risk framework in Python/C++ for pricing and risk managing derivatives.
> -Rapid prototyping of instruments, models and risk reports; benchmark and compare results of various techniques.
> -Explain pricing, risk and PNL predict to traders, controllers and technology team. Identify major sources of risks, carry out scenario analysis, provide guidance, debug analytics.
> -Document model specifications and implementation testing.
> Qualifications
>  
> Essential skills, experience and qualifications:
>  
> -Strong software development and Python or C++ skills
> -Strong analytical and problem solving abilities
> -Master or PhD degree in Mathematics, Math Finance, Physics or Engineering
> -Good communication skills, both oral and written
>   
>  Desirable skills / experience:
>  
> -Knowledge of financial products, especially related to IR & credit markets
> -Familiarity with ALM (Asset & Liability Management) concepts and practice.

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