有兴趣转金融的，可以投我们。今年要招的人挺多，机会不错。

全职岗位：
Title: JP Morgan Quantitative Research – Beijing Full Time

We are now seeking applicants for Quantitative Research Full Time Associate 
for our Beijing QR Center.
 
About J.P. Morgan
J.P. Morgan is one of the most respected financial institutions in the world 
– which is why we can offer you an outstanding career. We have been doing 
first-class business in a first-class way for more than 200 years. 
Throughout our history, we have played a leading role in helping companies 
grow and markets develop. Globally we work together to deliver the best 
solutions and advice to meet our clients’ needs, anywhere in the world. We 
operate in more than 100 countries, and hold global leadership positions in 
each of our businesses. We have an exceptional team of employees who work 
hard to do the right thing for our clients, shareholders and the firm every 
day.

Quantitative Research
Quantitative Research (QR) at J.P. Morgan is an expert quantitative modeling 
group partnering with traders, marketers, and risk managers across all 
products and regions, with presence in Beijing, New York, London, Houston, 
Singapore, Hong Kong, Tokyo, Sydney and Sao Paulo.
 
Job description
Support of trading businesses
•    Develop mathematical models for pricing, hedging and risk measurement of 
derivatives
•    Develop algorithms for electronic trading and order execution
•    Develop models and analytics for counterparty exposure and capital usage
Support of Central Risk Management and Finance, both IB and Corporate
•    Risk methodologies and engines
•    Capital and profitability measurement
•    Regulatory relations on capital models and model risk
Support of all of the above, designing and developing
•    Software frameworks for analytics
•    Efficient numerical algorithms and implementing high performance computing
Qualifications needed
•    Enrolled in math, sciences, engineering, finance or computer science
•    Exceptional analytical, quantitative and problem-solving skills
•    Expertise in one or more of the following areas
1.    Mastery of advanced mathematics and numerical analysis arising in 
financial modeling
2.    Linear algebra, probability theory, stochastic processes, differential 
equations, numerical analysis
3.    Experience with advanced statistical models for empirical estimation of 
risk models
4.    Strong knowledge of options pricing theory or econometric modeling
5.    Quantitative models for pricing and hedging derivatives
6.    Econometric models for algorithmic trading and execution models
7.    Strong software design and development skills, particularly in C++
8.    Expertise in grid computing, software frameworks, and software life-cycle
•    Excellent presentation skills, both oral and written
•    Complete online application, and submit your CV at JobConnect
•    Candidates will be reviewed on a rolling basis, please apply early!
How to apply: https://jpmorgan.tal.net/vx/lang-en-GB/appcentre-2/brand-6/candidate/jobboard/vacancy/3/adv/?f_Item_Opportunity_872_lk=1331



实习岗位：
Title: JP Morgan Quantitative Research – Beijing Intern

We are now seeking applicants for Quantitative Research Summer Associate for 
our Beijing QR Center.
 
About J.P. Morgan
J.P. Morgan is one of the most respected financial institutions in the world 
– which is why we can offer you an outstanding career. We have been doing 
first-class business in a first-class way for more than 200 years. 
Throughout our history, we have played a leading role in helping companies 
grow and markets develop. Globally we work together to deliver the best 
solutions and advice to meet our clients’ needs, anywhere in the world. We 
operate in more than 100 countries, and hold global leadership positions in 
each of our businesses. We have an exceptional team of employees who work 
hard to do the right thing for our clients, shareholders and the firm every 
day.

Quantitative Research
Quantitative Research is an expert quantitative modeling group in J.P. 
Morgan, an unchallenged leader in financial engineering, derivatives 
modeling and risk management. With more than 200 analysts worldwide, 
Quantitative Research partners with traders, marketers and risk managers 
across all products and regions.
 
Quantitative skills are a core capability of J.P. Morgan, contributing 
critically to product innovation, effective risk management and appropriate 
financial and risk controls. The team's mission is to develop and maintain 
sophisticated mathematical models, cutting-edge methodologies and 
infrastructure to value and hedge financial transactions ranging from 
vanilla flow products to complex derivative deals. We also develop portfolio 
risk-measurement methodologies and quantify credit and market risk exposures 
and economic capital.
 
Intern opportunities
Through the diversity of the businesses it supports and the variety of 
functions that it is responsible for, the Quantitative Research group 
provides unique growth opportunities for its new intern to develop their 
abilities and their careers.
Roles and responsibilities include the following:
•    Developing mathematical models for pricing, hedging and risk measurement 
of derivatives securities
•    Supporting trading activities by explaining model behavior, identifying 
major sources of risk in portfolios, carrying out scenario analyses, 
developing and delivering quantitative tools, and supporting analytics
•    Evaluating quantitative methodologies - identifying and monitoring model 
risk associated with derivative valuation models
•    Assessing the appropriateness of quantitative models and their 
limitations for valuation and risk management
•    Implementing risk measurement and valuation models in software and systems
•    Designing efficient numerical algorithms and implementing high 
performance computing solutions
•    Designing and developing software frameworks for analytics and their 
delivery to systems and applications
•    Position is located in Beijing
Qualifications
The ideal candidate will have:
•    Enrolled in a PhD, Masters or equivalent degree program in math, sciences,
engineering or computer science
•    Exceptional analytical, quantitative and problem-solving skills
•    Mastered advanced mathematics arising in financial modeling (i.e., 
probability theory, stochastic calculus, partial differential equations, 
numerical analysis) or should have exceptional software design -and 
development skills using C++
•    Knowledge of equities derivative modeling and options pricing theory 
preferred but not required
How to apply: https://jpmorgan.tal.net/vx/lang-en-GB/appcentre-2/brand-6/candidate/jobboard/vacancy/3/adv/?f_Item_Opportunity_872_lk=1331