Description Job Summary: As a talented Quantitative Researcher you will focus on delivering best-in-class models and systems to support pricing and risk management of Interest Rate Derivatives. Quantitative Research is an expert quantitative modelling group in J.P. Morgan and a leader in financial engineering, data analytics, statistical modelling, and portfolio management. You will be part of a global team, QR partners with traders, marketers and risk managers across all products and regions, contributes to sales and client interaction, product innovation, valuation and risk management, inventory and portfolio optimization, electronic trading and market making, and appropriate financial risk controls. QR Rates partners with the J.P. Morgan Rates business to deliver analytics for Interest Rate Derivatives. Job responsibilities: Within the QR rates team you will develop and maintain sophisticated mathematical models Develop cutting-edge methodologies and infrastructure to value and hedge financial transactions Work closely with trading desks to give market exposure Model research software development. Pricing and risk analysis/ Required qualifications, capabilities, and skills: You have strong software development skills in Python or C++ You demonstrate strong analytical and problem-solving abilities You are familiar with probability theory, stochastic processes, numerical analysis, and statistics You demonstrate good communication skills, both oral and written You have ability to explain complicated technical concepts to a non-technical audience You have ability to thrive in a fast-paced environment of real-time market pressures, remaining focused on client needs Preferred qualifications, capabilities, and skills: Relevant academic research publications are a plus Knowledge of Rates products: Swap, Inflation, Loans, Repos, Bonds, Structured and Exotic deals Knowledge of machine learning/statistical techniques