Job Summary:
JPMorganChase, one of the oldest financial institutions, offers innovative financial solutions to millions of consumers and businesses. The role of Quantitative Developer in the GFICC Quantitative Research team involves developing code for financial data analysis and collaborating with quant researchers to enhance data infrastructure for alpha signal generation.
Responsibilities:
• Rapid Code Development: Work in close collaboration with quant researchers and investors to develop code to analyze financial data and provide insights
• Python Coding Expert: Act as subject matter expert to assist quant researchers in developing production quality code
• Software Development Lifecycle Management: Act as subject matter expert on SDLC and repository management. Collaborate with Technology teams to integrate rapid development code into production pipelines
• Data Infrastructure: Guide and collaborate with teams across Technology and the Investment Platform to improve the data infrastructure for alpha signal generation
Qualifications:
Required:
• Strong coding skills in Python including data libraries such as pandas, polars
• Familiarity with fixed income markets, interest in fixed income data and analysis
• Ability to adapt to rapidly changing market conditions and interface directly with GFICC investors
• Familiarity with SQL databases and working with data api's
• Proficiency with software repository tools such as git and bitbucket
• Good understanding of a professional IDE such as IDEA or vscode
• Familiarity with AWS technologies such as S3 and airflow
Company:
With a history tracing its roots to 1799 in New York City, JPMorganChase is one of the world's oldest, largest, and best-known financial institutions—carrying forth the innovative spirit of our heritage firms in global operations across 100 markets. Founded in 2000, the company is headquartered in New York, USA, with a team of 10001+ employees. The company is currently Late Stage.