Quantitative Trading & Research – Credit Portfolio – Quantitative Developer – Associate or Vice President
- Hiring Organisation
- JP Morgan Chase
- Location
- London, United Kingdom
- Salary
- > £ 150 K
managing the firm’s credit and funding valuation adjustments (CVA and FVA), which are critical to the bank’s risk management and pricing strategies. The group develops and maintains a large-scale Monte-Carlo engine in order to effectively manage these adjustments. Advanced numerical and computational techniques … skills:Advanced degree (e.g. PhD) in Engineering, Mathematics, Physics or Computer ScienceMarkets experience and familiarity with general trading concepts and terminologyKnowledge of options pricing theory, trading algorithms or financial regulationsExperience with robust testing and verification practicesJ.P. Morgan is a global leader in financial services, providing strategic advice ...