Quantitative Research - Athena Analytics Developer - Executive Director

Quantitative Researchers (QR) are key part of JP Morgan's markets business, developing and maintaining sophisticated mathematical models, cutting-edge methodologies and infrastructure to value and risk manage financial transactions. We develop these in Athena, which is a next generation risk, pricing, and trade management platform built in-house at JP Morgan. Job Summary As a Executive Director within Quantitative Research Athena and Analytics team, you will be focusing on cross asset topics ranging from pricing library and market model design, risk frameworks, UI design to high performance computing. Athena is designed to enable rapid innovation on the desk by offering Quantitative Analysts, Risk Managers and Technologists a consistent, cross-asset portfolio of models, frameworks and tools to use in building financial applications. The power of the Athena platform derives from several key technical innovations: a powerful Dependency Graph implementation, a ubiquitous data store called Hydra, a Real-Time Risk Reporting framework, a robust Deal Model, and a forward propagating, event-driven graph called Reactive. Job Responsibilities • Developing Athena (Python) analytics software that is used to price and risk manage financial products • Designing efficient, scalable and usable cross asset frameworks with the aim of establishing golden standards across all QR streams • Optimizing code and business processes, providing expert guidance to desk-aligned quant teams in using frameworks • Support of end users of the frameworks, communicating with desk-aligned quant teams and technology groups.

Chase is the U.S. consumer and commercial banking business of JPMorgan Chase & Co. (NYSE: JPM), a leading global financial services firm with assets of $2.5 trillion and operations around the world.