Job added in hotlist
Applied job
Contract job
90-day-old-job
part-time-job
Recruiter job
Employer job
Expanded search
Apply online not available
View more jobs in New York City, NY
View more jobs in New York

Job Details

CIB - Markets - Quant Trader - Automated Market Making VP

Company name
JPMorgan Chase & Co,

Location
New York City, NY

Apply for this job






8 hit(s)  

Profile

CIB - Markets - Quant Trader - Automated Market Making VP','180021818','!*!JPMorgan Chase & Co. (NYSE: JPM) is a leading global financial

services firm with assets of $2.6 trillion and operations worldwide. The firm

is a leader in investment banking, financial services for consumers and small

business, commercial banking, financial transaction processing, and asset

management. A component of the Dow Jones Industrial Average, JPMorgan Chase

& Co. serves millions of consumers in the United States and many of the

world's most prominent corporate, institutional and government clients under

its J.P. Morgan and Chase brands. Information about JPMorgan Chase & Co. is

available at www.jpmorganchase.com.

 

Duties:  Responsible for developing new equities and ETF

market making strategies for JPMorgan’s Automated Electronic Market Making

desk.  Responsible for full life-cycle of

quantitative strategy development, including idea generation using deep

knowledge of equities market microstructure, mathematical finance, and market

making principles; research and back-testing in Python using Big Data high

frequency data sets and mathematical/statistical modelling; Implementation in a

low latency C technology stack. Monitor strategy risk and behavior during

trading hours and provide feedback to developers on areas of improvement and

Post trade validation in Python comparing realized vs simulation outcomes.

Utilize computer science skills to actively work with software developers in

Technology team to translate mathematical models and trading logic into

production quality C code.  Provide

software developers with detailed specifications for desired business logic,

performing code reviews, providing feedback on code design and computation

efficiency, and prioritizing project deliverables.  Perform quality assurance on newly developed

trading software by examining trading logs and verifying correct behavior of

desk’s exchange bound orders. Build and maintain research and back-testing

infrastructure in Python by utilizing open source (Numpy, Pandas) as well as in

house APIs (Athena).  Manage intraday and

overnight risk and PnL of trading strategies using variety of tools.','!*!Minimum education

required: Master's degree or

equivalent in Science, Technology, Engineering (any), Mathematics, or related

quantitative field.

 

Minimum

experience required: 3 years of experience in electronic equities trading experience, or

related experience.

 

Skills required: Must have C software development

experience. Must have nonlinear statistical modelling and optimization

experience. Must have experience working with huge datasets in Python, R, or

equivalent scripting language. Must have demonstrated US Equities market

microstructure knowledge. Must have demonstrated knowledge of ETF pricing and

index arbitrage. Must have experience with risk management and hedging tools.

Must have demonstrated ability to generate novel trading signals based on large

scale statistical analyses. Must have experience utilizing industry Dark Pools

as well as exchange protocols.

 ','JPMorgan Chase is an equal opportunity and affirmative action employer Disability/Veteran.','Trading','US-NY-New York-383 Madison / 41039','','CORPORATE & INVESTMENT BANK','Full-time','Standard','Day Job','','J.P. Morgan','J.P. Morgan','','','CIB - Markets - Quant Trader - Automated Market Making VP

Company info

JPMorgan Chase & Co,
Website : http://www.jpmorganchase.com

Company Profile
JPMorgan Chase (NYSE: JPM) is one of the oldest financial institutions in the United States. With a history dating back over 200 years, here's where we stand today: JPMorgan Chase (NYSE: JPM) is one of the oldest financial institutions in the United States. With a history dating back over 200 years, here's where we stand today:

I was facing the seven-year itch at my previous workplace. Thanks to EmploymentCrossing, I'm committed to a fantastic sales job in downtown Manhattan.
Joseph L - New York, NY
  • All we do is research jobs.
  • Our team of researchers, programmers, and analysts find you jobs from over 1,000 career pages and other sources
  • Our members get more interviews and jobs than people who use "public job boards"
Shoot for the moon. Even if you miss it, you will land among the stars.
TradingCrossing - #1 Job Aggregation and Private Job-Opening Research Service — The Most Quality Jobs Anywhere
TradingCrossing is the first job consolidation service in the employment industry to seek to include every job that exists in the world.
Copyright © 2018 TradingCrossing - All rights reserved. 21