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Quantitative Research – Securities Services – VP / ED

London, United Kingdom | J.P. Morgan

  • Industry:
    Financial Services
  • Position Type:
  • Functions:
    Financial Services Professional
    Risk Management
  • Experience:
Job Description:
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Automation and optimization of trade representation for a large range of cross-asset derivatives;

Build data-driven models to detect trade outliers and identify root cause;

Mine large-scale proprietary datasets to derive new insights to make commercial impact;

Make real-world recommendations through effective presentations to various stakeholders;

Build models end-to-end, from prototype to full-scale production;

Document and test new/existing models in partnership with control groups;

Ongoing desk support.


The role requires a combination of a structured approach to problem solving and a can-do mind set to work in a dynamic environment. 

The ideal candidate will have:

A master’s or Ph.D. degree program in mathematics, statistics, machine learning or other quantitative fields

Strong fundamental understanding of financial mathematics, statistics and optimization

Mastery of software design principles and development skills using one of Python, C++, R, Java, Scala

Previous practical experience in solving mathematical/statistical/machine learning problems using open-source packages

Strong communication skills (both verbal and written) and the ability to present findings to a non-technical audience

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