What are the responsibilities and job description for the Asset Management - Fixed Income Quantitative Research Developer - Vice President position at JPMorgan Chase?
The GFICC (Global Fixed Income, Currencies, and Commodities) Quantitative Research group is focused on quantitative approaches to alpha generation for both systematic and discretionary fixed income mandates. This spans alpha signal generation, portfolio construction, large scale data analysis, liquidity analysis and execution analytics. The team works closely with investors across JPMorgan Asset Management, as well as partnering with Technology teams to deliver solutions at scale.
As a Quantitative Developer in the GFICC Quantitative Research team, you will be responsible for working closely with quant researchers in New York and Mumbai to accelerate research projects, data transformations, and code development pipelines. You’ll be fully integrated into the team and act as a force multiplier to generate research insights and get them to market in a timely fashion.
Job responsibilities:
- Rapid Code Development: Work in close collaboration with quant researchers and investors to develop code to analyze financial data and provide insights
- Python Coding Expert: Act as subject matter expert to assist quant researchers in developing production quality code
- Software Development Lifecycle Management: Act as subject matter expert on SDLC and repository management. Collaborate with Technology teams to integrate rapid development code into production pipelines
- Data Infrastructure: Guide and collaborate with teams across Technology and the Investment Platform to improve the data infrastructure for alpha signal generation
Required qualifications, skills and capabilities:
- Strong coding skills in Python including data libraries such as pandas, polars
- Familiarity with fixed income markets, interest in fixed income data and analysis
- Ability to adapt to rapidly changing market conditions and interface directly with GFICC investors
- Familiarity with SQL databases and working with data api’s
- Proficiency with software repository tools such as git and bitbucket
- Good understanding of a professional IDE such as IDEA or vscode
- Familiarity with AWS technologies such as S3 and airflow