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About the Role

Join our Quantitative Trading & Research group to design and implement cutting-edge quantitative models for systematic trading across FX, Rates, Commodities, and Credit markets. This role focuses on the Interest Rate Swap market, requiring responsibility, independence, and collaboration in a fast-paced, challenging, and globally distributed environment. Responsibilities span trading, quantitative research, and technology, with some on-call time expected.

Responsibilities

Design, build, and operate production components of the systematic swaps trading stack (pricing, risk projection, hedging, and execution).
Build research and data infrastructure, including backtesting, simulation, signal/feature pipelines, and analysis over historical datasets.
Transition models and strategies from prototype to production, ensuring they are tested, monitored, live, and consistent with research findings.
Analyze trading data to identify patterns, inefficiencies, and revenue opportunities, translating them into measurable improvements in pricing, hedging, and execution.
Research, backtest, and calibrate improvements to quantitative models and trading strategies.
Expand the team's shared libraries of modeling, analytics, and automation tools.
Support the live trading system daily, investigating issues and enhancing monitoring and controls.

Requirements

Degree in computer science, mathematics, physics, engineering, or another quantitative field.
Relevant full-time experience in systematic trading, software engineering, quantitative development, or a comparable technical role.
Strong programming ability in a production object-oriented language (e.g., Java, C++).
Proficiency in Python for research and data analysis.
Demonstrated experience owning software end-to-end, including design, testing, deployment, and operation.
Knowledge of probability and statistics.
Experience with advanced data analysis techniques.
Attention to detail, adaptability, drive, and collaborative spirit.
Active interest in markets and quantitative trading.

Skills

Java
C++
Python
Quantitative modeling
Data analysis
Systematic trading
Software engineering
Risk management
Execution systems
Backtesting
Simulation
Probability
Statistics

Location

Global

Work Type

Full-time
On-call

Experience Level

Analyst
Associate

Education Level

Degree in computer science, mathematics, physics, engineering, or another quantitative field

About the Company

J.P. Morgan is a global leader in financial services, providing strategic advice and products to prominent corporations, governments, wealthy individuals, and institutional investors.
The Commercial & Investment Bank is a global leader across banking, markets, securities services, and payments, serving clients in over 100 countries.
The Commercial & Investment Bank provides strategic advice, raises capital, manages risk, and extends liquidity globally.

Equal Opportunity

We are an equal opportunity employer and place a high value on diversity and inclusion at our company.
We do not discriminate on the basis of any protected attribute, including race, religion, color, national origin, gender, sexual orientation, gender identity, gender expression, age, marital or veteran status, pregnancy or disability, or any other basis protected under applicable law.
We also make reasonable accommodations for applicants’ and employees’ religious practices and beliefs, as well as mental health or physical disability needs.