| Company | J.P Morgan |
| Industry | Global Banking and Financial Services |
| Location | Singapore |
| Position Type | Graduate Program |
| Post Date | 23 July 2013 |
| Closing Date | n.a. |
Employer Description
Today, across the Investment Bank, Asset Management, and Treasury and Securities Services, we work together around the globe to meet the complex financial needs of corporations, governments, private firms, financial institutions, non-profit organizations and individuals.
J.P. Morgan employs over 70,000 people globally, and the firm has assets of $2.2 trillion. We have offices in more than 50 countries and clients in more than 100 countries around the world – leading the industry in most markets in which we operate, a testament to our global platform and leadership. Founded in 1799 in the United States, J.P. Morgan is truly a global organization. Our roots in Europe date back to 1838, and we've been in Asia since 1872.
Responsibilities
- As an Associate in Quantitative Research, your responsibilities may include, but are not limited to:
- Developing mathematical models for pricing, hedging and risk measurement of derivatives securities
- Supporting trading activities by explaining model behavior, identifying major sources of risk in portfolios, carrying out scenario analyses, developing and delivering quantitative tools, and supporting analytics
- Evaluating quantitative methodologies - identifying and monitoring model risk associated with derivative valuation models
- Assessing the appropriateness of quantitative models and their limitations for valuation and risk management
- Implementing risk measurement and valuation models in software and systems
- Designing efficient numerical algorithms and implementing high-performance computing solutions
- Designing and developing software frameworks for analytics and their delivery to systems and applications
Qualifications
- Completed a PhD, Master or equivalent degree program in math, sciences, engineering or computer science.
- Exceptional analytical, quantitative and problem-solving skills
- Mastered advanced mathematics arising in financial modeling (i.e., probability theory, stochastic calculus, partial differential equations, numerical analysis) or should have exceptional software design and development skills using C++
- Basic knowledge of option pricing theory, for example obtained from background reading is a plus. If you don't have a strong financial or business background, be sure you can tell your story; be able to demonstrate your quantitative aptitude both academically and practically (former jobs, for example). Relevant language skills and cultural knowledge are essential.
Application link
No comments:
Post a Comment