Posted in

Software Engineer

Software Engineer

CompanyJP Morgan Chase
LocationNew York, NY, USA
Salary$161300 – $215000
TypeFull-Time
DegreesMaster’s
Experience LevelJunior, Mid Level

Requirements

  • Master’s degree in Quantitative Finance, Computer Science, Computer Engineering, or related field of study
  • 2 years of experience in the job offered or as Software Engineer, Financial Analyst, or related occupation
  • 2 years of experience with C++ development
  • 2 years of experience with Java development
  • 2 years of experience with Python development
  • Experience with Python libraries, including SciPy, statsmodels, NumPy, and Pandas
  • Experience with Linux operating system
  • Experience with Windows operating system
  • Experience with MATLAB for quantitative data analysis and modeling
  • Experience with shell scripting
  • Experience with GIT for version control and code collaboration
  • Experience with relational databases including Oracle
  • Experience with SQL
  • Experience with data visualization tools including Tableau
  • Experience with web technologies including HTML, XML, and JSON
  • Experience with software development life cycle using Agile methodologies
  • Experience with microservices architecture
  • Experience with AWS Cloud Services
  • Experience with IaaS
  • Experience with containerization technologies including Docker
  • Experience with artificial intelligence and machine learning including large language models
  • Experience with Testing methodologies including Blackbox Testing, Functional Testing, Manual Testing, Regression Testing, System Integration Testing, Unit Testing, User Acceptance Testing, and White Box Testing
  • Experience with Monte Carlo simulation techniques
  • Experience with regression analysis
  • Experience with factor analysis
  • Experience with short-term and long-term financial risk predictions
  • Experience with portfolio optimization for asset and wealth management.

Responsibilities

  • Develop the firm’s analytical capabilities and model libraries to build financial products
  • Design, analyze, implement, monitor performance, and resolve production issues
  • Provide application and analytical support to researchers and portfolio managers
  • Research and develop analytical tools to address issues such as portfolio construction and optimization, performance measurement, attribution, profit and loss measurement, and risk models
  • Maintain and modify all financial analytic models in use
  • Apply mathematical and statistical techniques to address risk management, stress scenario analysis, and long term projected reports
  • Collaborate with quantitative research teams to validate and implement quantitative models for risk officers and portfolio managers
  • Devise and apply independent models and tools to verify the results of analytical systems.

Preferred Qualifications

    No preferred qualifications provided.