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JP Morgan Grupo Financiero
,
London, Greater London
Associate/Vice President
Overview
We're looking for a candidate to fill this position in an exciting company. Development, deployment and support ofalgorithms and tools for real-time pricing of corporate bonds Applying machine learning andstatistical techniques to EMEA bond markets Conduct research and statisticalanalysis to build and refine monetization systems for trading signals,including alpha signals, hedging strategies and liquidation strategies Written and verbal communication with Model Review Groups inorder to make models pass strict in-house standards Familiarity with fixed income analytics such as curve building and spread analytics; Strong data science background, including statistics, probability and machine learning; familiarity with concepts as parameter optimization, regularization, neural networks or Gaussian processes; Excellent practical data analytics skills on real data sets, including familiarity with methods for working with large data and tools for data analysis (pandas, numpy, scikit, TensorFlow); Good programming and OO design skills. Java and Python will be a plus, as would experience with reactive programming and a strong understanding of scripting languages; Good understanding of numerical algorithms and data structures; Attention to detail: thorough and persistent in delivering production quality analytics; Ability to work in a high-pressure environment; Pro-active attitude: a self-learner, the candidate should be passionate about problem solving and should have a natural interest to learn about our business, models and infrastructure.