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Quantitative Research - Credit Bonds - VP

Mumbai, India | J.P. Morgan

  • Industry:
    Financial Services
  • Position Type:
  • Functions:
    Financial Services Professional
    Risk Management
  • Experience:
Job Description:
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Developing models for the pricing and risk management of corporate bonds and corporate bond derivatives (e.g. bond options, total return swaps, asset swaps), including investigating improvements to existing models

Writing model documentation compliant with internal and regulatory standards

Working with model control teams to facilitate timely and efficient review and approval of models

Liaising with business functions as well as other quantitative research and control teams

Explaining model behaviour, carrying out scenario analyses, developing and delivering quantitative tools, and supporting analytics

The role requires the combination of very strong software development skills, a very structured mathematical approach to problem solving, business overview, and the ability to work in a dynamic environment.

Prior knowledge of quantitative modeling and risk neutral pricing is a plus, but not an absolute requirement.

Excellent oral communication skills are required in our interaction with trading, technology, and control functions.

Excellent written communication skills are also required for meeting the high standards of the model documentation.

A strong interest in good software design principles is a requirement as well.

A Ph.D. in a numerate subject from a top academic institution is a plus, but not an absolute requirement.

Essential skills:

An advanced degree in math, statistics, physics, financial engineering, computer science or other quantitative fields

Exceptional analytical, quantitative and problem-solving skills

Excellent written and oral communication and interpersonal skills

Knowledge of fixed income markets, in particular credit products and models, is a plus, but is not a strict requirement.

Strong software design and development skills, preferably with some C++ and Python knowledge and experience

Pro-active attitude. Should have a natural interest to learn about our business, models, and infrastructure.

Ability to work in a high-pressure environment

Attention to detail and focus on quality of deliverables

Ideal candidates for these positions would be a graduate/post-graduate from a premier college or institute. A computer science or mathematics background will be most suitable.

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