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Machine Learning / e-Trading Quality Assurance Team - VP

Mumbai, India | J.P. Morgan

  • Industry:
    Financial Services
  • Position Type:
  • Functions:
    Financial Services Professional
    Human Resources
  • Experience:
Job Description:
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Participating in cutting edge research and apply of machine learning and data science methodologies to financial markets

Analyzing as well as developing mathematical models for systematic quantitative trading strategies, for example Electronic Trading Algorithms, Index Arbitrage, Statistical Arbitrage, portfolio optimization, flow recommendation research, IOI and Market Making

Engineering innovative solutions using a variety of approaches such as time-series forecasting, predictive modelling, cluster analysis, dimensionality reduction, and recommender systems

Implementing strategies in trading frameworks, as well as developing & supporting associated GUIs and tools

Evaluating models through stability-testing and back-testing the strategies over simulated environment and extreme market conditions

Guiding models through the entire development lifecycle, including preparing high-quality documentation and driving the models through the internal model review & approval process

Overseeing the ongoing performance of deployed models through reactive and proactive support, monitoring, and reporting

Master’s, PhD, or equivalent degree program in mathematics, sciences, statistics, econometrics, engineering, financial engineering, computer science, or other quantitative fields

Mastered advanced mathematics and statistics (i.e., probability theory, time series, econometrics, optimization), with core expertise in statistics and machine learning theory, techniques, and tools

Exceptional analytical, quantitative, and problem-solving skills

Prior experience in Big Data, microstructure research, or developing execution strategies or short term price prediction models

Programming experience with one or more of Python, R, Matlab, Tensorflow, optionally C++

Strong communication and interpersonal skills

Ability to ask incisive questions, converge on critical matters, assess materiality and escalate issues

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