2017年10月15日，摩根大通北京量化研究中心负责人张晓岚博士、副总监汪德新博士一行访问管理学院。管理学院执行院长余玉刚、MF项目主任郭新帅同来访嘉宾进行了深入交流。
郭新帅首先详细介绍了科大金融硕士（MF）项目的培养定位、培养方案以及重要举措，听取来访专家的意见。两位专家基于丰富的工作经验，对于科大MF项目的办学定位和举措给予了充分认可，在进一步澄清课程设置的基础上，对一些具体教学内容给出了建议。余玉刚院长对上述建议表示感谢，并同来访专家交流了业界最新动态、大数据技术的应用前景等，希望摩根大通以后能同科大管理学院进行深入合作，招聘MF优秀毕业生。
来宾简介：
张晓岚，1994年获法国ENPC金融数学与计算博士。先后任职于法国兴业银行，穆迪投资者服务公司，摩根大通股票衍生定量研究部。2011年开始，任摩根大通董事总经理，北京量化研究中心负责人。
汪德新，2007年本科毕业于中国科学技术大学电子工程与信息科学系，2011年博士毕业于香港科技大学（控制与优化方向），之后加入摩根大通量化研究部。
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 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.
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
Developing algorithms for electronic trading and order execution
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
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
（MF管理办公室）
