Quantitative Research - SPG Rates - VP
Mumbai, India | J.P. Morgan
Functions:Financial Services Professional
Job Description:59 people have viewed this job
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
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