Quantitative Research - Core Analytics Development - Vice President

Job Description
If you are passionate, curious, and ready to make an impact, we are looking for you.
JP Morgan spends more than $9 billion a year to be at the forefront of technological innovation. Leveraging petascale compute clusters, Quantitative Researchers develop and maintain sophisticated mathematical models, cutting-edge methodologies and infrastructure to value and hedge financial transactions ranging from vanilla flow products to high- and low-frequency trading algorithms.
Job summary:
As a Vice President in Quantitative Research, Core Analytics Development team, you will be focusing on high performance computing.
Job responsibilities:

• Developing in a C++/CUDA/Python software library that prices derivatives and calculates risks
• Focusing on efficient algorithms, vectorization and parallelization, compilers, architecture of cross-asset pricing engines, core library frameworks and continuous integration infrastructure
• Optimizing code for specific hardware, from today's production staples to future disruptive innovations
• Supporting of end users of the library and communicating with desk-aligned quant teams and technology groups

Required qualifications, capabilities, and skills:

• You have a postgraduate degree (preferably PhD), or equivalent, in a quantitative field, e.g. computer science, mathematics, engineering, physics, or finance
• You demonstrate excellent software and algorithm design and development skills, particularly in C++
• You demonstrate outstanding problem solving skills
• You have basic understanding of numerical methods, probability and foundations of quantitative finance to ensure that detailed model knowledge can be picked up if required

Preferred qualifications, capabilities, and skills:

• You have experience in parallel programming, e.g. TBB, OpenMP, CUDA or OpenCL
• You demonstrate Python, Java, Perl and web programming skills
• You have previous work experience as a software developer or a quant

About Us
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. 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.
About the Team
J.P. Morgan's Commercial & Investment Bank is a global leader across banking, markets, securities services and payments. Corporations, governments and institutions throughout the world entrust us with their business in more than 100 countries. The Commercial & Investment Bank provides strategic advice, raises capital, manages risk and extends liquidity in markets around the world.