Location: India

J.P. Morgan’s Global Research Center (GRC) in Mumbai was set up in August 2003 as an extension of the Firm’s global equity research teams around the world. Besides working with JP Morgan’s equity research teams, the Researchers and Analysts in GRC are now engaged with other areas of public side research including credit research, economics, strategy, credit derivatives, indices, credit portfolio research and international convertible bonds.

As an Analyst within the QDS you will be responsible of delivering trade ideas, in-depth reports, analytic tools, and educational materials to the firm’s clients. While broadly distributed reports and screens make up the most visible part of the group’s effort, analysts spend a significant amount of their time in custom analyses and backtests, portfolio hedging techniques, developing alpha-generating strategies and bespoke client requests.

 

 Job responsibilities

• Running the broadly distributed reports and screens for the client.
• Maintaining regular contact with colleagues in the different regions, taking part in conference calls and responding to project requests (often client-generated).
• Maintaining the quantitative and derivatives database for the team.
• Analyzing and backtesting investment ideas. Backtesting may involve writing the code in VBA/C++/R/Python or any other language.

• Analyze index events and forecast inclusions/deletions.

   

Required qualifications, capabilities, and skills.

• Keen interest in derivatives and financial markets.
• Strong quantitative skills and knowledge of Statistical concepts.
• Analytical aptitude and ability to learn financial concepts.
• Knowledge of different asset classes (Equities, FX, Credit, Commodities, Rates etc) is a must.
• Good knowledge of Excel, VBA, SQL, Python needed. 
• Good communication and team working skills in a multi-location set up.
• Close attention to detail and ability to work to very high standards.

• A strong motivation for learning and manage projects independently.

   

Preferred qualifications, capabilities, and skills.

• Ideal candidates for this position would be Engineers from prominent institutes including IITs; or candidates with specialization in Finance related courses from renowned universities. 
• Any experience in the areas involving statistical modeling, option pricing etc. would be an advantage.
• Knowledge of R or MATLAB would be a plus.

The Global QDS team delivers trade ideas, in-depth reports, analytic tools, and educational materials to the firm’s clients.