JPMorgan Chase & Co. seeks an Quantitative Research role in New York, NY.DUTIES: Build the Quant platform for the SPG (Securitized Product Group) Business. Develop, deploy, and support production code for SPG models in the firm’s systems. Research and develop analytics used for pricing, risk management, market-making and capital optimization. Work with the Trading Desk, Market Risk and Product Control, and other teams, explaining model behavior, carrying out scenario analyses, developing and delivering business intelligence tools, and supporting analytics. Work with Technology on ongoing improvements to the existing infrastructure, and liaise with business stakeholders on roll-out of new analytics.REQUIREMENTS: PhD in Economics, Mathematics, Quantitative Finance, Financial Mathematics, or related field of study plus three (3) years of experience in the job offered or as Quantitative Research, Model Governance, Quantitative Model Development, Model Review, or related occupation. The employer will alternatively accept a Master’s degree in Economics, Mathematics, Quantitative Finance, Financial Mathematics, or related field of study plus five (5) years of experience in the job offered or as Quantitative Research, Model Governance, Quantitative Model Development, Model Review, or related occupation. Requires experience in the following: Object-Oriented design in Python; C++ programming; SDLC; Mortgage-Backed Securities and Asset-Backed Securities; Prepayment & Default models; Stochastic processes; Probability theory; Financial derivatives; Numerical methods; Machine learning; Applied time series; Statistical forecasting models.Full-time. Salary: $205,000 - $285,000 per year. To apply for this position, please email your resume to my.resume@jpmchase.com with following job ID clearly indicated: [MR-QR-RI-9068]. JPMorgan Chase & Co. is an Equal Opportunity and Affirmative Action Employer, M/F/D/V.

Minimum Salary: 205,000 Maximum Salary: 285,000 Salary Unit: Yearly