Oferta de trabajo: Quantitative Research Analytics [MR-QR-SH-3728]

JPMorgan Chase & Co. seeks a Quantitative Research Analytics in New York, NY. DUTIES: Develop a software library that prices derivatives and calculates risks. Optimize algorithms for pricing and risk analytics by exploiting vectorization and parallelization. Select and tune compilers to obtain optimal performance on current architectures for risk and pricing models. Maintain core and cross-asset library frameworks that support pricing model development. Develop and maintain scalable continuous integration infrastructure to support the development of a pricing model library. Design efficient library and interface designs to optimize the interaction between the quant library and risk management system. Investigate potential performance enhancements for risk models. Utilize new software paradigms to enact paradigm shifts in parallel computation, including leveraging machine learning abstractions to encode single- instruction multiple-data workflows. Support end users of the pricing library and communicate with desk-aligned quant teams and technology groups.REQUIREMENTS: Master’s degree in Computational Finance, Financial Engineering, Mathematics, Computer Science, or related field of study plus 2 years of experience in the job offered or as Quantitative Research, Quantitative Analyst, or related occupation. Requires experience in the following: C++; C++ Standard Template Library (STL); Boost C++ libraries; Libraries for algorithmic differentiation in C++; Mapping C++ code to hardware; Python; Financial mathematics, including stochastic calculus and analysis; Financial mathematics, including probability theory; Financial mathematics, including pricing theory; Linux administration and scripting; Bash; Perl; High-performance computing techniques, including the use of accelerators such as Compute Unified Device Architecture (CUDA) for optimization of model analytics code for financial risk management; Tuning code to low-level aspects of computer architecture, including cache, memory hierarchies, and CPU pipelining; and Machine Learning libraries, including TensorFlow and PyTorch. Employer: JPMorgan Chase & Co. Worksite: 383 Madison Avenue, New York, NY 10179 Full-time. Salary: $215,000 - $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-SH-3728]. JPMorgan Chase & Co. is an Equal Opportunity and Affirmative Action Employer, M/F/D/V.

Minimum Salary: 215000 Maximum Salary: 285000 Salary Unit: Yearly