I expect you’ve heard of JPMorgan at some point, but probably aren’t familiar with Athena. We’re the bank’s in-house platform for cross-asset pricing, risk management, trade management, e-trading, etc.. There’s a core division (cleverly named “Athena Core”) of about 150 engineers which builds a platform and development libraries that are then used by over 5,000 developers throughout the bank.
The Core Analytics team currently has 8 members and is responsible for extending Athena to research teams and for reducing the gap between research and production use. To give a simplified example, our typical customer is a quant who might be attempting to create a new pricing model. Core Analytics would help him access relevant data sets, explore that data with a library of common statistical functions to, verify the new model with a back-testing framework, and then finally publish the model to production.
Python and C++ are the primary languages, but we’re open to considering exceptional developers with any background. Finance experience is certainly not required. Our two main offices are in NYC and London; we also have satellites in Tel Aviv, Tokyo, and Singapore.
Email Christine.email@example.com to apply.