Spread Mumbai Based Lead – VP / ED
New York City, NY, USA | J.P. Morgan
Functions:IT / Information Technology
Job Description:62 people have viewed this job
Hiring world class talent from the best local universities
Training new joiners in modelling and development patterns
Oversight of Mumbai team in terms of both model guidance and coding oversight.
Hands-on modelling and development to remain up to speed as our analytics capabilities are increasing over time.
Working closely with technology on integration of models in applications
Model performance tracking and analysis, and regulatory analysis
Ongoing support of models and model infrastructure
Communicating with Model Review Groups in order to make models pass strict in-house standards.
In excess of 7 years of experience in a dynamic front office quant role, ideally with a focus on Spread products.
A Ph.D. in a numerate subject from a top academic institution is also a plus, but not an absolute requirement.
Very strong mathematical and financial modeling skills
Ideally experience with filtering, statistics, and machine learning
Strong C/C++ coding experience is required, as well as prior experience with Python and graph-based designs.
Ability to work in a high-pressure environment and a good team player.
Understanding of Spread markets is a plus.
Professional communication and writing skills