Quantitative Research - Rates Modelling Job in Mumbai at JPMorgan Chase & Co.

JPMorgan Chase and Co. is hiring for the role of Quantitative Research Analyst!

Responsibilities of the Candidate:

• Perform periodic reviews of the models, including thorough analysis and testing of the model behavior and implementation 
• Document model specification, implementation, and model review results, along with any model limitations, for submission to the Model Risk Governance and Review (MRGR) team
• Work with the MRGR team to address their queries regarding model reviews and remediate any model risk issues raised, ensuring successful review outcome
• Implement ongoing performance monitoring of the models and help with investigating/ remediating any model performance issues identified
• Work with the global Quant ResearchRates teams to develop, maintain, and enhance pricing and risk models for different Rates derivative products

Requirements:

• Good programming skills in Python/ C++ 
• Strong analytical and problem-solving abilities
• Understanding of advanced mathematics used in derivatives modeling, such as probability theory, stochastic processes, partial differential equations, and numerical analysis
• Good communication skills, both oral and written