摩根大通银行将会在12月7日（星期二），下午4-6点，在交大学术活动中心演讲厅做宣讲。主要面向硕士和博士生。有兴趣的同学建议去参加。
以下是工作岗位介绍和要求。
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.
