Head of Quantitative Development

DESCRIPTION:

Duties: Lead delivery of industrial-strength production-ready investment models, algorithms, and optimizers. Manage and mentor Quant Development team members. Work closely with various stakeholders: portfolio managers, financial advisors, product managers, operational analysts, and various technologists. Perform hands-on end-to-end development, testing, and maintenance of quantitative code base. Perform code reviews to ensure quality meets required standards. Participate in building and/or defining Research Data and Quant Compute. Drive and define requirements for research data and computational platforms. Investigate datasets for use in new or existing algorithms. Define Quant software development lifecycle to ensure best practices and standards are followed.

QUALIFICATIONS:

Minimum education and experience required: Master’s degree in Computational Finance, Financial Engineering, Computational Mathematics, Computer Science, or related field of study plus 6 years of experience in the job offered or as Head of Quantitative Development, Director of Software Engineering, Vice President – Private Wealth Management, Lead Quant Developer, Lead/Senior Software Engineer, or related occupation.

Skills Required: Requires four (4) years of experience with the following: leading quant development; Python; Git; Jira; SQL and database development; developing scalable enterprise-level applications on AWS cloud platform; working in the finance industry; multi-factor risk modeling across various asset types using Barra risk models; implementing quantitative and statistical techniques using Python modules including: Pandas, NumPy, SciPy, Seaborn, Scikit-learn, Statsmodel, Tensorflow, PyTorch, Plotly, and Seaborn; working with portfolio optimization; financial capital markets. Requires knowledge of the structure, market behavior, and risk factors for various financial instruments including stocks, ETFs, Mutual Funds, Fixed Income instruments such as Bonds or Treasuries, Derivative instruments such as Futures or Swaps, and Alternative Investments.

Job Location: One Liberty Square, Boston, MA 02109

JPMorganChase, 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 offer a competitive total rewards package including base salary determined based on the role, experience, skill set, and location. For those in eligible roles, we offer discretionary incentive compensation which may be awarded in recognition of firm performance and individual achievements and contributions. We also offer a range of benefits and programs to meet employee needs, based on eligibility. These benefits include comprehensive health care coverage, on-site health and wellness centers, a retirement savings plan, backup childcare, tuition reimbursement, mental health support, financial coaching and more. Additional details about total compensation and benefits will be provided during the hiring process.

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. We also make reasonable accommodations for applicants’ and employees’ religious practices and beliefs, as well as mental health or physical disability needs. Visit our FAQs for more information about requesting an accommodation.

JPMorgan Chase & Co. is an Equal Opportunity Employer, including Disability/Veterans