Quantitative Research - Rates - Associate jobs in United States
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Chase · 1 month ago

Quantitative Research - Rates - Associate

Chase is looking for an Analyst to join their Quantitative Research team focused on Interest Rates. The role involves delivering models and systems for pricing and risk management of Interest Rate Derivatives, and requires collaboration with trading desks to provide market exposure.

BankingFinancial Services

Responsibilities

Conduct Model research
Develop Software
Pricing and risk analysis
Conduct Model documentation

Qualification

PythonC++Analytical skillsProbability theoryStochastic processesNumerical analysisStatisticsMachine learningTechnical explanationRates products knowledgeCommunicationProblem-solvingFast-paced environment

Required

Strong software development skills in Python or C++
Strong analytical and problem-solving abilities
Familiarity with probability theory, stochastic processes, numerical analysis, and statistics
Good communication skills, both oral and written
Demonstrable ability to explain complicated technical concepts to a non-technical audience
Ability to thrive in a fast-paced environment of real-time market pressures, remaining focused on client needs

Preferred

Relevant academic research publications are a plus
Knowledge of Rates products: Swap, Inflation, Loans, Repos, Bonds, Structured and Exotic deals
Knowledge of machine learning/statistical techniques

Company

Chase provides broad range of financial services. It is a sub-organization of JP Morgan Chase.

Funding

Current Stage
Late Stage

Leadership Team

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Mike McDonnell
Managing Director, Head of Chase Travel Platform Product
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Nicole Sanchez
Managing Director, Consumer Bank, GM and Product Executive, Growth Financial Products
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Company data provided by crunchbase