Rates Technology RAD Software Engineer at JPMorgan Chase Bank, N.A. in New York, New York

Posted in General Business 6 days ago.

Type: Full-Time





Job Description:

The Role

As a member of the Rates Technology RAD team at JPMorgan Rates, you will work for the largest interest rate derivatives franchise in the world.

About the team

The Rates Technology RAD team is responsible for the design, build, and management of the Front Office pricing, curve marking, and risk management tools used by the linear interest rates securities and swaps trading businesses. The team works closely with various technology and quant research partners to build, deliver, and maintain the critical tools our front office traders use across all of their workflows. The team own applications that calculate trading risk, perform P%L predicts, calculate prices for on benchmark quoting, stream market data for downstream consumers, and integrate with etrading workflows. The team works in a dynamic environment where a thorough understanding of interest rates trading and a responsible, analytical approach to programming deliver the constant change which keeps JPMorgan's traders at the top of the market.

Responsibilities


  • Working in the full development life cycle, i.e. requirements gathering, analysis, design, implementation, deployment, and support of the RAD application portfolio.
  • Building relationships with Front Office users, Quant Researchers, and other teams across Rates Technology.
  • Analyzing business challenges, both technical and financial in scope, and requiring a thorough understanding of both aspects in order to propose the most appropriate solutions.
  • Architecting, developing, maintaining, and enhancing existing applications across intraday risk / pnl / real time pricing / quoting ( on benchmark streaming and rfq ).
  • Providing support to our front office staff and peripheral teams to debug and diagnose time critical issues reported by the business and partners in technology.

Skills Required

  • Very strong MS Excel / VBA development skills
  • Good understanding of Interest Rate derivatives ( Interest Rate Swaps, Forward Rate Agreements, Basis Swaps, Curve Construction, CSA, etc ) ( would consider other fixed income, credit or FX derivatives knowledge )
  • Experience of working with Front Office trading desks
  • Experience of Python development an advantage
  • Computer Science, Mathematics, or other hard science / financial degree
  • Strong communication skillsStrong problem solving skills
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