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Quantitative Research - SPG Rates - VP

Mumbai, India | J.P. Morgan

  • Industry:
    Financial Services
  • Position Type:
  • Functions:
    Financial Services Professional
    Risk Management
  • Experience:
Job Description:
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Calibration and support of interest rate models usage in our risk and valuation platform

Collaborating with team members on MBS modeling

Working closely with technology on model integration

Supporting trading activities by explaining model and algorithm behavior, carrying out scenario analysis, developing and delivering quantitative tools, and supporting analytics

Essential skills:

Strong mathematical, statistical, and financial modeling skills. A Ph.D. or Master degree in mathematics, physics, or other quantitative field is desired.

Prior experience with interest rate modeling is preferred.

Knowledge of Residential Mortgage Backed Securities (RMBS) market and products is a plus.

Experience with C/C++ is a plus, as well as at least one of SAS/R/Python.

Excellent communication and writing skills.

Ability to work in a high-pressure environment and a good team player

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