美国摩根大通银行上海分行招聘人才公告
发布时间：2010-12-01 18:26
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JPMorgan Chase Bank, N.A. is a JPMorgan Chase company, a leading global financial services firm with $1.2 trillion in assets and 160,000 people working across 50 countries. JPMorgan serves the interests of clients with complex financial needs, from the world's most prominent corporate, institutional and government clients, to charities and private individuals
Quantitative Research (QR) at JPMorgan is an expert quantitative modeling group partnering with traders, marketers, and risk managers across all products and regions, with presence in New York, London, Houston, Singapore, Hong Kong, Tokyo, Sydney and Sao Paulo.
JPMorgan is planning and hiring for a new QR center in Beijing.
Job description
(1) Support of trading businesses
Develop mathematical models for pricing, hedging and risk measurement of derivatives
Develop algorithms for electronic trading and order execution
Develop models and analytics for counterparty exposure and capital usage
(2) Support of Central Risk Management and Finance, both IB and corporate
Risk methodologies and engines
Capital and profitability measurement
Regulatory relations on capital models and model risk
(3) In support of all of the above, designing and developing
Software frameworks for analytics
Efficient numerical algorithms and implementing high performance computing
Ideal candidate has
Enrolled in math, sciences, engineering, finance or computer science
Exceptional analytical, quantitative and problem-solving skills
Mastery of advanced mathematics and numerical analysis arising in financial modeling
Linear algebra, probability theory, stochastic processes, differential equations, numerical analysis
Experience with advanced statistical models for empirical estimation of risk models
Strong knowledge of options pricing theory or econometric modeling
Quantitative models for pricing and hedging derivatives
Econometric models for algorithmic trading and execution models
Strong software design and development skills, particularly in C++
Expertise in grid computing, software frameworks, and software life-cycle
Excellent presentation skills, both oral and written
E-mail your CV to : QR_ASIA_Recruiting@JPMorgan.com (QR_ASIA_Recruiting AT JPMorgan DOT com) for full time and internship opportunities.
地址：浦东新区陆家嘴环路1000号汇丰大厦31层
