UCL Talent Bank: JP Morgan internship

Posted by:

Marchant, Stephen

JP Morgan is looking to hire part-time interns, to work up to 19 hours per week from mid-April until the end of November.

The intern will be part of a broader technology team and will potentially work on a number of different projects throughout the internships. The Department is responsible for building/maintaining systems that perform complex numerical calculations to price equity derivative financial instruments. The computations also provide information on the risk of holding the instruments as external market conditions change (e.g. changes in stock prices, interest rates, foreign exchange rates etc). The pricing and risk management IT team consists of 60+ software developers globally with 20+ in London. We work closely with mathematicians in the Quantitative Research Department building a state of the art distributed system that uses thousands of CPU/GPU processing units in a GRID computing infrastructure to perform millions of these complex calculations daily.

Some examples of the potential projects:

- Managing knowledge graphs with triplestore databases: The project consists in evaluating the use of triplestore databases to represent ontologies and assess whether we can build services on top of that.
- Learning machine that analyses trends in client trading activity: This project consists in applying Artificial Intelligence methods to analyse patterns in client activity and help the business identify our top clients.
- Leveraging Desktop CPU cycles for backtesting calculations: The idea is to design a system based on a network of desktop PCs and scavenge unused CPU cycles to execute functions implemented in our Quantitative Library.
- Investigate whether massive multi-core processors can be effectively utilised in the New Risk GUI, an application that provides real-time risk for the Global Equities and Equity Derivatives businesses.
- Investigate whether dependency graphs provide the optimum approach for performing real-time calculations such as risk approximation and aggregation across multiple dimensions.
- Project: Grid/Super-computing and GPUs applied to financial calculations. Continuing work includes: A comparison of the cost/performance of grid computing clusters of CPUs/GPUs versus super-computers (e.g. Cray XC30) for complex calculations. Also: Optimising scheduling algorithms for financial calculation distribution to computational grids of CPUs/GPUs.

Requirements:
Essential
Java
Linux
Basic Relational Database Experience/SQL

Desired
C/C++
Grid Computing Middleware - e.g. Platform Symphony or Data Synapse
Distributed in Memory Caching

Salary: to be disclosed at point of offer

Apply with your CV and a short covering letter stating why you would be suitable for this role at bit.ly/ZrhsfR

Remember these vacancies are open to current UCL students and Gradclub Members. If you have graduated but haven't joined Gradclub, do it now for free at www.ucl.ac.uk/careers/gradclub

Our careers consultants will be pleased to coach you if you secure an interview for any of the roles advertised on Talent Bank.

Kind regards,

UCL Talent Bank
Sourcing UCL talent

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