CIB QR - Quantitative Research - Equities Execution Algorithmic Trading at JPMorgan Chase Bank, N.A. in New York, New York

Job Description:

Roles and responsibilities include the following:

• Enhance next-gen algo platform with relative trading features to modulate algo participation

rate based on relative return of stock and sector/country index.

• Research intra-auction volume forecast model to improve accuracy of auction volume

tracking algos (kdb, python) and re-designed the auction trader to adapt to new MTF auction

venue innovations, which reduces exchange cost incurred due to BCN crossing restrictions.

• Design and implemented dark liquidity seeking benchmark algorithm in Java to address

changes in dark/grey liquidity landscape post MiFID II.

• Work on the algo simulation framework and leveraged it for strategy calibration and

backtesting (python - pandas/numpy/matplotlib).

• Attend client meetings with Sales and Consulting to market the new algo platform and discuss

possible customizations to improve execution performance on client specific benchmarks.

Qualifications

• A PhD or Master's Degree in a quantitative discipline from a top-tier institution

• Experience in agency algorithmic execution, preferably in the equities markets

• Expertise in statistical modeling, machine learning and optimization, including standard techniques, linear, convex & conic optimization

• Proficient ithe object oriented programming, like C++ or Java and good at one of Python, Matlab or R

About J.P. Morgan

J.P. Morgan has been doing first-class business in a first-class way for more than two hundred years. We have been a leading player in helping companies grow and markets develop throughout our history. We work in collaboration across the globe to deliver the best solutions and advice to meet our clients' needs, anywhere in the world. We operate in 150 countries, and hold global leadership positions across our businesses. We have an exceptional team of employees who work hard to do the right thing for our clients and the firm every day. This is why we are the most respected financial institution in the world - and why we can offer you an outstanding career. Quantitative Research - Global Futures eTrading

Quantitative skills are a core capability of J.P. Morgan, contributing critically to product innovation, effective risk management and appropriate financial and risk controls. The team's mission is to develop and maintain sophisticated mathematical models, cutting-edge methodologies and infrastructure to improve the performance of algorithmic trading strategies and promote the advanced electronic solutions to our clients worldwide. We also work closely with trading desks to develop statistical arbitrage strategies and other quantitative trading models.JPMorgan Chase & Co., one of the oldest financial institutions, offers innovative financial solutions to millions of consumers, small businesses and many of the world's most prominent corporate, institutional and government clients under the J.P. Morgan and Chase brands. Our history spans over 200 years and today we are a leader in investment banking, consumer and small business banking, commercial banking, financial transaction processing and asset management.

We recognize that our people are our strength and the diverse talents they bring to our global workforce are directly linked to our success. We are an equal opportunity employer and place a high value on diversity and inclusion at our company. We do not discriminate on the basis of any protected attribute, including race, religion, color, national origin, gender, sexual orientation, gender identity, gender expression, age, marital or veteran status, pregnancy or disability, or any other basis protected under applicable law. In accordance with applicable law, we make reasonable accommodations for applicants' and employees' religious practices and beliefs, as well as any mental health or physical disability needs.

Equal Opportunity Employer/Disability/Veterans