Description
Department Description
We are the Research Analytics Technology team. We are a RAD team, working very closely with Rates & FX Research to build applications that calculate analytics for capital markets.
The Rates and FX Research strategy team formulates trading and portfolio recommendations for investors in fixed income markets based on valuations, analytics and market dynamics. Our group produces these valuations and analytics. Our analytics are used globally by our trading desks and external clients through a variety of tools and interfaces including web applications, daily analytics reports.
Sample projects:
Constructing fitted par and zero curves for treasury and agency bonds
Rates exotic products such as price Bermudan swap options, yield curve spread options
Key Responsibilities
1. Develop specific enhancements and/or build new applications to fulfill business objectives related to new research or analysis opportunities.
2. Work closely with the researchers to articulate new technology requirements.
3. Ensure technology solutions meet requirements, are robust and supportable.
4. Where appropriate, define the build plan and milestones and ensure delivery in line with plan.
5. It is expected that the majority of your work will be RAD-style, working closely with the Research analysts
6. Perform unit and integration testing to ensure the quality of delivered solutions.
7. Document release procedures and Support notes for your products.
8. Provide 3rd line support for any issues encountered by business users in daily usage of your technology solutions.
Job Description
You will work alongside the research strategists and provide efficient technology solutions to their quickly varying requirements. These requirements often involve complex quantitative calculations which you will be required to understand and implement. You will be involved in the full development lifecycle, e.g. analysis, design, implementation, testing and support. You will have a desk on the trading floor alongside the strategists. You will be required to assist the support team in investigation / resolution of production and operational issues.
Essential
Degree in Computer Science
Knowledge of Fixed Income products
Strong C++ implementation experience
Strong Perl, Python, Unix Scriting skills
Expert level Python skills
Excellent database/ SQL knowledge
Excellent analytical/problem-solving skills.
Proactive and self-motivated with a positive attitude
Excellent team-working skills.
Excellent communication skills
Experience of a project life-cycle, including breaking requirements down into technical deliverables and estimating the work required
Excellent at multi-tasking
Desirable
Experience of working in a front-office environment
If internal. knowledge of JPMorgan analytics libraries.J.P. Morgan is a global leader in financial services, providing strategic advice and products to the world's most prominent corporations, governments, wealthy individuals and institutional investors. Our first-class business in a first-class way approach to serving clients drives everything we do. We strive to build trusted, long-term partnerships to help our clients achieve their business objectives.
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.