Quantitative Research - Athena Analytics Developer - Executive Director (London)

New Yesterday

Quantitative Researchers (QR) are a 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. These are developed in Athena, a next-generation risk, pricing, and trade management platform built in-house at JP Morgan.
Find out more about this role by reading the information below, then apply to be considered. Job summary: As an Executive Director within the Quantitative Research Athena and Analytics team, you will focus on cross-asset topics such as pricing library and market model design, risk frameworks, UI design, and high-performance computing. Athena enables rapid innovation by providing Quantitative Analysts, Risk Managers, and Technologists with a consistent, cross-asset portfolio of models, frameworks, and tools for building financial applications. Key technical innovations include a powerful Dependency Graph, 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. Job responsibilities: Develop Athena (Python) analytics software used to price and risk manage financial products. Design efficient, scalable cross-asset frameworks to establish standards across all QR streams. Optimize code and business processes, providing guidance to desk-aligned quant teams. Support end users of frameworks by communicating with quant teams and technology groups. Required qualifications, capabilities, and skills: Degree in a quantitative field such as computer science, mathematics, engineering, or physics. Outstanding problem-solving skills. Excellent software and algorithm design skills. Passion for software design and high-quality coding. Experience with pricing libraries and risk management systems. Good understanding of trade lifecycle, MTM, PnL, and related processes. Excellent oral and written communication skills. Preferred qualifications, capabilities, and skills: Knowledge of finance or quantitative finance. Experience writing high-quality Python code. J.P. Morgan's Commercial & Investment Bank is a global leader across banking, markets, securities services, and payments. We serve clients in over 100 countries, providing strategic advice, capital raising, risk management, and liquidity extension worldwide. #J-18808-Ljbffr
Location:
London