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GR&C - Quantitative Research - Interns

This document summarizes an internship opportunity in Quantitative Research for J.P. Morgan's Corporate & Investment Bank in Mumbai, India. Interns will help develop mathematical models and quantitative trading strategies through tasks like modeling, programming, research, and documentation. The ideal candidate has strong quantitative and programming skills, particularly in Python, C++ and Kdb, as well as knowledge of subjects like derivatives pricing and machine learning. J.P. Morgan values diversity and providing a supportive culture for interns to build their careers.

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Arvind Ramesh
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148 views2 pages

GR&C - Quantitative Research - Interns

This document summarizes an internship opportunity in Quantitative Research for J.P. Morgan's Corporate & Investment Bank in Mumbai, India. Interns will help develop mathematical models and quantitative trading strategies through tasks like modeling, programming, research, and documentation. The ideal candidate has strong quantitative and programming skills, particularly in Python, C++ and Kdb, as well as knowledge of subjects like derivatives pricing and machine learning. J.P. Morgan values diversity and providing a supportive culture for interns to build their careers.

Uploaded by

Arvind Ramesh
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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Global Risk & Compliance Program – CIB Quantitative Research – Interns

Global Risk & Compliance


The Global Risk & Compliance Group is an integrated specialist team that helps facilitate risk management
and compliance across the firm. The firm’s global risk management framework is designed to identify, assess
and manage strategic, credit and investment, market, and operational risks. Be part of the Global Risk and
Compliance Group and develop expertise in specific risk management or compliance capabilities across the
lines of businesses or corporate functions within the firm. Work directly with our experienced risk
professionals across the globe and gain valuable insights and industry relevant expertise.

What to Expect
CIB Quantitative Research (QR)
The Quantitative Research (QR) team of the Corporate & Investment Bank is an expert quantitative modeling
group in J.P. Morgan, a worldwide leader in financial engineering, statistical modeling, and portfolio
management. With more than 700 researchers worldwide, QR partners with traders, marketers, and risk
managers across the globe.
The QR team in Mumbai was established in 2015 and has grown since to provide quantitative finance support
to various markets businesses includes Equities, Fixed Income, Spread, Commodities, Counterparty Credit and
Wholesale Credit.

You’ll make an impact by


• Guiding models through the entire development lifecycle, including preparing high-quality
documentation and driving the models through the internal model review & approval process
• Analyzing as well as developing mathematical models for systematic quantitative trading strategies,
for example Electronic Trading Algorithms, Index Arbitrage, Statistical Arbitrage, portfolio optimization,
flow recommendation research, IOI and Market Making
• Rapid prototyping & deployment of business intelligence tools for use by traders
• Market microstructure research, back-testing and reporting frameworks for market-making and
quoting strategies
• Full-range of programming tasks (in C++ and Python) – problem analysis, solution determination, code
design and development, integration, test, modification and documentation

About you
We're looking for highly motivated individuals with a passion for developing innovative solutions to support
clients around the world.
General Requirements
• Degree in mathematics, sciences, statistics, econometrics, engineering, financial engineering,
computer science, or other quantitative fields
• Exceptional quantitative, analytical and problem-solving skills
• Excellent communication and interpersonal skills
• Ability to work independently as well as in a team environment, meeting tight deadlines
• Programming experience of Python / C++ / Kdb is a distinct advantage
• Knowledge of derivative pricing, stochastic calculus, probability and high performance computing &
Machine Learning would be a plus
• Pursuing a qualification degree with expected completion date in 2021/2022/2023
Join Us
At J.P. Morgan, we’re creating positive change for the diverse communities we serve. We do this by
championing your innovative ideas through a supportive culture that helps you every step of the way as you
build your career. If you are passionate, curious and ready to make an impact, we’re looking for you.

What’s next?
Help us learn about you by submitting a complete and thoughtful application, which includes your resume.
Your application and resume is a way for us to initially get to know you, so it’s important to complete all
relevant application questions so we have as much information about you as possible.

After you confirm your application, we will review it to determine whether you meet certain required
qualifications.

JPMorgan Chase is committed to creating an inclusive work environment that respects all people for their
unique skills, backgrounds and professional experiences. We strive to hire qualified, diverse candidates, and
we will provide reasonable accommodations for known disabilities.

Visit jpmorganchase.com/careers for upcoming events, career advice, our locations and more.

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