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Quantitative Research - Athena Analytics Developer - Executive Director, London

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London, United KingdomJob Category:

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4Posted:

02.06.2025Expiry Date:

17.07.2025col-wideJob Description:

Quantitative Researchers (QR) are a 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. They develop these in Athena, a next-generation risk, pricing, and trade management platform built in-house at JP Morgan.Job summary:As an Executive Director within the Quantitative Research Athena and Analytics team, you will focus 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 by offering Quantitative Analysts, Risk Managers, and Technologists a consistent, cross-asset portfolio of models, frameworks, and tools for building financial applications. Its technical innovations include a powerful Dependency Graph implementation, a ubiquitous data store called Hydra, a Real-Time Risk Reporting framework, a robust Deal Model, and an event-driven graph called Reactive.Job responsibilities:Develop Athena (Python) analytics software used for pricing and risk management of financial products.Design efficient, scalable, and usable cross-asset frameworks to establish standards across all QR streams.Optimize code and business processes, providing guidance to quant teams in using frameworks.Support end-users of frameworks, communicating with quant teams and technology groups.Required qualifications, capabilities, and skills:Degree in a quantitative field such as computer science, mathematics, engineering, or physics.Excellent software and algorithm design skills.Passion for software design and high-quality coding.Experience with pricing libraries and risk management systems.Understanding of trade lifecycle, MTM, PnL, and related processes.Excellent communication skills, both oral and written.Preferred qualifications, capabilities, and skills:Knowledge of finance or quantitative finance.Experience writing high-quality Python code.#J-18808-Ljbffr