- 工作地点：北京
- 职位：2019 Quantitative Analyst Internship Program
- 信息来源：北京大学
说明：
此信息由北京大学审核并发布（查看原发布网址），应届生求职网转载该信息只是出于传递更多就业招聘信息，促进大学生就业的目的。如您对此转载信息有疑义，请与原信息发布者北京大学核实，并请同时联系本站处理该转载信息。
摩根大通2019JPMorgan金融量化岗位招聘
发布日期：2019-02-19
浏览次数：13
投递简历
单位简介：
JPMorgan Chase (NYSE: JPM) is one of the oldest financial institutions in the United States.
招聘文本：
申请链接：
2019 Quantitative Analyst Internship Program-Beijing-180064916
Spend your summer working alongside our top tier professionals, driving innovation through financial engineering, derivatives modelling, asset and liability management and risk management. You'll help develop and maintain mathematical models, methodologies and tools used throughout the firm while gaining in-depth insight into the world of investment banking and associated model risk.
Our Mission
Talent is the currency of our business. Our commitment to providing best-in-class industry solutions is enabled by you. In turn, we offer a framework for career growth through unmatched training, experiences and access across our businesses in over 100 countries. Our collaborative culture is designed to support your success — wherever it takes you.
About Quantitative Research
Quantitative Research is an expert quantitative modelling group in J.P. Morgan, an unchallenged leader in financial engineering, derivatives modelling and risk management. With more than 500 analysts worldwide, Quantitative Research partners with traders, marketers and risk managers across all products and regions.
Quantitative skills are a core capability of J.P. Morgan, contributing critically to product innovation, effective risk management and appropriate financial and risk controls. The team's mission is to develop and maintain sophisticated mathematical models, cutting-edge methodologies and infrastructure to value and hedge financial transactions ranging from vanilla flow products to complex derivative deals, as well as improve the performance of algorithmic trading strategies and promote advanced electronic solutions to our clients worldwide. We also develop portfolio risk-measurement methodologies, quantify credit/market risk exposures and economic capital, work closely with trading desks to develop statistical arbitrage strategies and inventory management solutions.
What You Can Expect
Work in partnership with our quant team, technology and risk managers to develop the sophisticated mathematical models and cutting-edge methodologies that support our global business.
You’ll contribute to the firm’s product innovation, effective risk management, and financial and risk controls. Specially, you’ll:
- Developing mathematical models for pricing, hedging and risk measurement of derivatives securities
- Developing mathematical models for algorithmic trading strategies as well as Delta-One trading strategies or inventory management
- Supporting both OTC and electronic trading activities by explaining model behaviour, identifying major sources of risk in portfolios, carrying out scenario analyses, developing and delivering quantitative tools, and supporting analytics
- Assessing the appropriateness of quantitative models and their limitations, identifying and monitoring the associated model risk
- Implementing risk measurement, valuation models or algorithmic trading modules 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
- Colleagues and mentors will support your learning and growth throughout the summer. You may receive an offer of full-time employment upon successful completion of the program.
About You
We're looking for innovative problem-solvers with a passion for developing complex solutions that support our global business.
Key Qualifications:
- Enrolled in a Master’s or Ph.D. degree program in math, statistics, sciences, engineering, computer science, machine learning/deep learning or other quantitative fields
- Mastery of advanced mathematics with a deep knowledge of statistical modelling/data science or stochastic modelling (probability theory, stochastic calculus, partial differential equations, numerical analysis, optimization, statistics, econometrics, machine learning/deep learning)
- Exceptional software design and development skills using C++, Python, Java.
- Knowledge of options pricing theory, trading algorithms or financial regulations a plus
- Excellent analytical, quantitative and problem solving skills and demonstrated research skills
- Strong communication skills (both verbal and written) and the ability to present findings to a non-technical audience
Working Location
Beijing China
Join us
At JPMorgan Chase, we're creating positive change for the diverse communities we serve. We do this by championing your innovative ideas through a supportive culture that helps you every step of the way as you build your career. If you're passionate, curious and ready to make an impact, we're looking for you.
Visit jp***com[点击查看] for upcoming events, career advice, our locations and more.
At JPMorgan Chase, we're creating positive change for the diverse communities we serve. We do this by championing your innovative ideas through a supportive culture that helps you every step of the way as you build your career. If you're passionate, curious and ready to make an impact, we're looking for you.
Visit jp***com[点击查看] for upcoming events, career advice, our locations and more.
For enquiries, please email us at jpmorgan_asia_recruiting@jpmorgan.com.
©2018 JPMorgan Chase & Co. JPMorgan Chase is an equal opportunity and affirmative action employer Disability/Veteran
请进入jp***net[点击查看]投递简历
