Quant Java Developer - Portfolio Construction - Global Fixed Income at JPMorgan Chase Bank, N.A. (London, UK)
Location: London, UK
Type: Full Time
Created: 2021-09-26 05:00:13
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 and engineering practices. You'll 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.
Successful candidate: * 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
Required Experience and Skills: * 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 optimizer 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
J.P. Morgan is a global leader in financial services, providing strategic advice and products to the world's most prominent corporations, governments, wealthy individuals and institutional investors. Our first-class business in a first-class way approach to serving clients drives everything we do. We strive to build trusted, long-term partnerships to help our clients achieve their business objectives.
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.