JP Morgan Chase
Lead Quantitative Software Engineer
Req #: 190048697
Location: Jersey City, NJ, US
Job Category: Technology
As an experienced member of our Software Engineering Group we look first and foremost for people who are passionate around solving business problems through innovation & engineering practices. You will be required to apply your depth of knowledge and expertise to all aspects of the software development lifecycle, as well as partner continuously with your many stakeholders on a daily basis to stay focused on common goals. We embrace a culture of experimentation and constantly strive for improvement and learning. You'll work in a collaborative, trusting, thought-provoking environment-one that encourages diversity of thought and creative solutions that are in the best interests of our customers globally.
JPMorgan Asset Management Technology is seeking a well-rounded hands-on Quant Developer that is experienced in building Portfolio Construction system using Optimizer to support full Investment Management investment cycle supporting various Asset classes such as Equities, Fixed Income, Multi-Asset solutions. The candidate will be part of the front-office technology team working with Quant Portfolio Managers and Research Analysts. Should have good business knowledge and communication skills to work with the stakeholders and develop functional specification. Should have strong Back-end development experience.
* Will be part of the high-caliber development team that works closely with the Front Office Quant Portfolio Managers and Research analysts on end-to-end solutions
* Must be curious, hardworking and detail-oriented, motivated by complex analytical problems
* Has to demonstrate interest in financial markets, and have ability to communicate directly with the business users. Should have good financial background preferred, CFA, FRM, MBA in Finance and/or Financial Engineering degree and/or risk management knowledge is a major plus
* Should be able to work individually or as part of a global team to achieve project goals
* Will interact closely with the Quant Portfolio Managers and Research Analysts.
* Will be responsible for full lifecycle: Coding, Compiling, Unit testing, integration, packaging and deployment of application software and support of the application.
* Ensure overall quality of deliverables is consistent with defined standards and Agile development practice
Our Asset and Wealth Management division is driven by innovators like you who are driven to create technology solutions that make us work more efficiently and help our businesses grow. It's our mission to efficiently take care of our clients' wealth, helping them get, and remain properly invested. Across 27 cities, our team of 4,600 agile technologists thrive in a cloud-native environment that values continuous learning using a data-centric approach in developing innovative technology solutions.
When you work at JPMorgan Chase & Co., you're not just working at a global financial institution. You're an integral part of one of the world's biggest tech organizations. In 20 technology centers worldwide, our team of 50,000 technologists design, build and deploy everything from enterprise technology initiatives to big data and mobile solutions, as well as innovations in electronic payments, cybersecurity, machine learning, and cloud development. Our $10B+ annual investment in technology enables us to hire people to create innovative solutions that will not only transform the financial services industry, but also change the world.
At JPMorgan Chase & Co. we value the unique skills of every employee, and we're building a technology organization that thrives on diversity. We encourage professional growth and career development, and offer competitive benefits and compensation. If you're looking to build your career as part of a global technology team tackling big challenges that impact the lives of people and companies all around the world, we want to meet you.
Required Experience and Skills:
* Around 10 years of experience in a financial service environment with a focus in front-office applications.
* Experience in building Portfolio Construction platform using optimizers such as - Barra/ITG/Gurobi/CPLEX optimizers
* Good experience in portfolio related maths especially mixed integer programming (MIP), Quadratic programming concepts.
* Strong JAVA/Python/R/Matlab programming experience is required
* Good understanding in data persistence (SQL or noSQL) data paradigms
* Solid financial engineering background is desirable
* Prior experience developing middleware (MQ, data caching) and core java is required
* Experience in front-office capital markets/investment management applications desired
* Agile development experience or equivalent in fast-paced development environment
About JP Morgan Chase
JP Morgan Chase & Co. is a global financial services provider that offers investment banking, asset management, treasury and other services.