Associate Quantitative Fixed Income Researcher & Developer

Aumni; Greater London; In loco; GBP 90.000 - 150.000; Tempo pieno

Descrizione del lavoro

J.P. Morgan’s Fixed Income QTR team seeks a Quantitative Researcher/Developer, Associate, to deliver advanced modelling solutions for pricing, risk and hedging across fixed income products.

You will blend stochastic calculus, PDEs and numerical methods with robust software engineering to support trading desks globally. The role involves building and validating models, maintaining multi-curve frameworks, and working closely with traders and quants to identify opportunities and improve

Competenze

• Advanced degree in mathematics, physics, engineering, or statistics with strong mathematical grounding.
• Strong command of stochastic calculus, probability theory, numerical analysis and PDE/Monte Carlo methods for derivatives pricing and risk.
• Solid understanding of fixed income analytics, risk, and pricing models.
• Strong analytical and problem-solving abilities.
• Excellent written and verbal communication skills.
• Professional C++ development experience.

Mansioni

• Develop advanced analytical, pricing and risk-management models for fixed income products grounded in rigorous mathematics.
• Develop analytical risk and sensitivity techniques including Greeks and hedge construction.
• Design and maintain term-structure and multi-curve frameworks and discounting methods.
• Implement models in the quant library and trading/risk platforms with thorough testing and validation.
• Deliver models to production and support production usage.
• Collaborate with traders and the wider quant team to analyze curve, risk and volatility behaviour.

Conoscenze

Stochastic calculus

Probability theory

Numerical analysis

PDE/Monte Carlo methods

Software engineering

C++ development

Analytical problem solving

Communication skills

Formazione

MSc/PhD in mathematics/physics/engineering/statistics

Strumenti

SecDB/Beacon

Python

Rust

Descrizione del lavoro

J.P. Morgan’s Fixed Income QTR team seeks a Quantitative Researcher/Developer, Associate, to deliver advanced modelling solutions for pricing, risk and hedging across fixed income products.

You will blend stochastic calculus, PDEs and numerical methods with robust software engineering to support trading desks globally. The role involves building and validating models, maintaining multi-curve frameworks, and working closely with traders and quants to identify opportunities and improve