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Quantitative Research - Analytics / C++ Developers - VP

Mumbai, India | J.P. Morgan

  • Industry:
    Financial Services
  • Position Type:
  • Functions:
    Financial Services Professional
    Risk Management
  • Experience:
    3-5 years
Job Description:
79 people have viewed this job

This position is a Quant profile to support the activities of the Quantitative Research Group (cross asset classes) & Analytics globally sitting out in Mumbai. The QR team in Mumbai plays a critical role in providing effective, timely and independent assessments of the Firm’s booking models of exotic structures and also help in developing new models for structures as and when necessary.

The primary responsibilities for this role will include:

Programming: Must have demonstrated programming experience with C++. Experience in working / creating customized C++ libraries will be a plus. 

Software Engineering: Duties including the full-range of programming tasks – problem analysis, solution determination, code design and development, integration, test, modification and documentation

Overall, the candidate will need to work closely with teams in Asia-Pacific and/or London and/or New York and will need to be proactive to improve desk efficiencies, access and learn J. P. Morgan’s highly sophisticated solutions.


B.E./B.Tech./M.S./M.Tech in Computer Science / Information Technology

High level of proficiency in C++ programming; 4-5 years of hands-on experience on recent projects

Having Python hands-on experience will be plus

Experience in similar roles in Quant Research and Model Development will be an advantage

Highly analytical bent of mind and quantitative skills; 

Good communication and team skills in a multi-location setup

Close attention to detail and ability to work to very high standards

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