Quantitative Research (QR)/Modeling

As a global team, QR partners with traders, marketers, and risk managers across all products and regions and contributes to sales and client interaction, product innovation, valuation, risk management, inventory and portfolio optimization, electronic trading and market making, and appropriate financial risk controls.

During this program, I was given the opportunity to step into the shoes of a JPMorgan Chase team member and complete tasks that replicate the work that our QR team does every day. This included the development and practical application of key skills in data analysis, programming, and financial mathematics. These tasks included commodities markets, financial markets and derivatives pricing, analyzing a book of loans to estimate a customers probability of default and dynamic programming to convert FICO scores into categorical data to predict defaults.

This Program was completed partnering with existing team members/staff Oliver Evans, Deepti Gupta (Bathija), Asha Kumari, Sai Kumar K M, Rushabh Shah, Rahul Agarwal and Paul M Sutherland.