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Software Engineer
Company | JP Morgan Chase |
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Location | New York, NY, USA |
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Salary | $161300 – $215000 |
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Type | Full-Time |
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Degrees | Master’s |
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Experience Level | Junior, Mid Level |
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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.