JP Morgan Chase & Co Hiring Market Risk Quantitative Research
JP Morgan Chase & Co invites application for the following post
Designation: Market Risk Quantitative Research: Time Series Management – Analyst/ Associate
Job Category: Risk Analytics/ Modeling
- Graduate in Finance/ Math or related discipline preferred.
- Preferred qualifications CFA/FRM.
- Professional, self-motivated, and adaptable person who can work effectively under pressure.
- Attention to detail will be key in this role.
- Basic understanding of product knowledge across a range of asset classes – Credit, Rates, Equities, Commodities etc.
- Ability to work and solve problems independently, and be able to work in a deadline oriented environment working with large amounts of data.
- Ability to understand business processes and their risk implications, analyze complex situations, reach appropriate conclusions, and make value-added and practical recommendations.
- Excellent verbal and written communication skills, with the ability to create and present training materials. Excellent interpersonal skills; ability to develop effective credible relationships with the business and functional partners.
- Very proficient and experienced in Microsoft Excel, using advanced formulas; Pivot tables; data management and linking to external databases, etc.; ability to build macros and VBA desirable.
- Candidates will need to work in a dynamic development environment. Familiarity with Python and SQL is a plus.
- Prior experience of a Market Data analysis.
- Ability to perform analysis on large sets of data and analyze trends.
- Experience of using Bloomberg desirable.
For more details, please visit: jobs.jpmorganchase.com/ListJobs/ByCountry/IN/
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