Quantitative Research - Athena Analytics Developer - Executive Director

Quantitative Research - Athena Analytics Developer - Executive DirectorJPMorgan Chase and Co. London, United Kingdom

Quantitative Research - Athena Analytics Developer - Executive DirectorJPMorgan Chase and Co. London, United Kingdom

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Posted 16 days ago Permanent Competitive

Quantitative Research - Athena Analytics Developer - Executive DirectorQuantitative Researchers (QR) are key part of JP Morgan''s markets business, developing and maintaining sophisticated mathematical models, cutting-edge methodologies and infrastructure to value and risk manage financial transactions. We develop these in Athena, which is a next generation risk, pricing, and trade management platform built in-house at JP Morgan.As a Executive Director within Quantitative Research Athena and Analytics team, you will be focusing on cross asset topics ranging from pricing library and market model design, risk frameworks, UI design to high performance computing.Athena is designed to enable rapid innovation on the desk by offering Quantitative Analysts, Risk Managers and Technologists a consistent, cross-asset portfolio of models, frameworks and tools to use in building financial applications. The power of the Athena platform derives from several key technical innovations: a powerful Dependency Graph implementation, a ubiquitous data store called Hydra, a Real-Time Risk Reporting framework, a robust Deal Model, and a forward propagating, event-driven graph called Reactive.Developing Athena (Python) analytics software that is used to price and risk manage financial productsDesigning efficient, scalable and usable cross asset frameworks with the aim of establishing golden standards across all QR streamsYou have a degree in a quantitative field, e.g. computer science, mathematics, engineering, physicsYou have excellent software and algorithm design and development skillsYou are passionate about software design and writing high quality codeYou demonstrate experience working in pricing libraries and risk management systemsYou have experience writing high quality PythonMorgan is a global leader in financial services, providing strategic advice and products to the world''s most prominent corporations, governments, wealthy individuals and institutional investors. We strive to build trusted, long-term partnerships to help our clients achieve their business objectives.We recognize that our people are our strength and the diverse talents they bring to our global workforce are directly linked to our success. We are an equal opportunity employer and place a high value on diversity and inclusion at our company. We do not discriminate on the basis of any protected attribute, including race, religion, color, national origin, gender, sexual orientation, gender identity, gender expression, age, marital or veteran status, pregnancy or disability, or any other basis protected under applicable law. We also make reasonable accommodations for applicants'' and employees'' religious practices and beliefs, as well as mental health or physical disability needs. Visit our FAQs for more information about requesting an accommodation.Morgan''s Commercial and Investment Bank is a global leader across banking, markets, securities services and payments. The Commercial and Investment Bank provides strategic advice, raises capital, manages risk and extends liquidity in markets around the world.