Quantitative Research Analytics- Vice President
On-site · Bengaluru, Karnataka, India or Mumbai, Maharashtra, India
Job Summary
Quantitative Research Analytics VP role focused on developing and maintaining a software library for pricing derivatives and calculating risks across JP Morgan Markets using C++/CUDA/Python. Responsibilities include designing efficient numerical algorithms, enabling high-performance computing across CPUs/GPUs, managing the library's software development lifecycle, building scalable interfaces with the risk platform, and supporting end users while collaborating with desk-aligned quant teams and external HPC vendors (Nvidia, Intel, AMD, AWS). Based in Mumbai or Bengaluru, the position emphasizes HPC concepts, vectorization/parallelization, and integration with production-grade risk systems.
Required Qualifications
- Advanced degree in a quantitative subject (e.g., computer science or mathematics)
- Proficiency in C++ with Python experience; ability to work with CUDA
- Experience designing and maintaining software libraries for pricing and risk applications
- Understanding of high-performance computing concepts; vectorization and parallelization
- Familiarity with agile development practices in a front-office trading environment
- Strong problem-solving, analytical, and numerical skills
- Strong interpersonal and concise communication abilities
- Familiarity with cloud technologies (e.g., AWS) and Terraform
Apply with one swipe on Sorce. We auto-fill applications and apply on your behalf — no cover letters, no 40-minute forms.
Hiring someone like this?
Get your role in front of qualified candidates on Sorce.