Location: New York, NY, United States

DESCRIPTION:

Duties: Develop proprietary financial models to deliver accurate analytics and provide the business with a competitive advantage in the market. Execute electronic trading for JPMC's agency desk, generating trade signals and investment suggestions to enhance profit margins. Provide hedge analysis to optimize risk management strategies. Provide timely, on-demand transaction analysis to support business decision-making processes. Perform institutional-level relative value analysis between bonds, to identify and evaluate investment opportunities. Design and implement tools to improve operational efficiency and workflow processes for the trading desk. Develop and enhance in-house systematic trading systems aimed at improving the overall client experience. Lead a globally distributed team in delivering comprehensive financial analysis and trading tools, promoting cross-functional collaboration and innovation.

QUALIFICATIONS:

Minimum education and experience required: Bachelor's degree in Information Systems, Software Engineering, Computer Science or related field of study plus 10 years of experience in the job offered or as Quantitative Researcher, Software Engineer, Application Developer, Project Engineer, or related occupation.

Skills Required: This position requires ten (10) years of experience with the following: writing python program to produce real time price for Agency Mortgage Backed Securities that can be used by Traders directly; producing appropriate price, yield, accrual interest, duration, convexity and relevant analytics, matching the standards used by major financial companies, with numerical results tied to those found in Bloomberg; writing C# program for institutional level financial application with interactive screen and asynchronous calculation messages; developing systems in enterprise level Software Development Life Cycle process, with centralized source control repository including cvs, and github, and robust cross team commit, review and regression processes; writing Excel VBA to model complex Agency Mortgage Backed Securities bond calculation function that could be integrated into trader's Excel tools. This position requires nine (9) years of experience with the following: utilizing Intex Deal Maker (Mortgage Industry standard tool) to model deal payment structures representing contract negotiated between buyer and seller; producing cashflow and analysis conforming to pricing convention and settlement mechanism in Agency To Be Announced (TBA) market, producing TBA roll analysis for Freddie Mac, Fannie Mae, Gennie Mae mortgages; writing C++ program for high performance analytical engine, with low latency on network messages for real time pricing; writing cashflow engine for Agency Mortgage Pools as well as for Agency Collateralized Mortgage Obligation Interest Only Bonds, Principal Only Bonds, Targeted Amortization Class, Planned Amortization Classes. This position requires three (3) years of experience with the following: writing python program to connect to London Stock Exchange's YieldBook API (Agency Mortgage-Backed securities industry standard) for generating market prepayment and duration analysis; writing python program to connect to Bloomberg API generating market agreed price, yields, duration and convexity for Agency Mortgage- Backed securities.

Job Location: 270 Park Ave, New York, NY 10017.

Full-Time. Salary:  $300,000.00-$350,000.00 per year.