- Mumbai, Maharashtra, India
- 2+ years
Research Analyst at JP Morgan Chase within the Asset and Wealth Management Technology and 55ip team, responsible for researching, implementing, testing, and maintaining core algorithms of a technology-enabled investment platform for large investment advisory and wealth management firms.
Responsibilities
- Involves end-to-end research, development, and maintenance of investment algorithms
- Contributes to development and maintenance of optimization models, take part in building out the research and development framework
- Vets investment algorithmic results thoroughly and contributes to the research data platform design
- Investigates datasets for use in new or existing algorithms, participate in agile practices and liaise with stakeholders to gather & understand the functional requirements
- Takes part in research & code reviews, develop code using high quality standards and best practices, conduct thorough end-to-end unit testing, and provide support during testing and post go-live
Requirements
- Master’s degree in computer science, computational mathematics, or financial engineering
- Nice to have: Gurobi
- Nice to have: CPLEX
- Nice to have: direct-indexing products