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Quantitative Developer - VP

Company: JPMorgan Chase & Co
Location: Jersey City
Posted on: July 10, 2018

Job Description:

Develop and implement market risk models for regulatory market risk capital Develop and implement market risk factor simulation engineDevelop and implement analytical pricers for new products/payoffsSupport existing portfolio value-at-risk and capital models, including pricing, simulation, and calibration, testing and benchmarking analysesDesign and implement tools ...

Keywords: JPMorgan Chase & Co, Jersey City, Quantitative Developer - VP, IT / Software / Systems, Jersey City, New Jersey

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