EMEA STIRT – Rates & FX Swap Quantitative Trader – Vice President

JPMorgan Chase & Co.; Greater London; On-site; GBP 150,000 - 190,000; Full time

Job summary

JPMorgan Chase & Co. in London seeks a Quantitative Trader for the EMEA STIRT team to own systematic pricing and market‑making across EUR/GBP rates and G10 FX swaps.

You will bridge voice traders with quant teams, turning intuition into solid model logic and pricing algorithms, while actively managing risk. The role requires hands‑on coding in Python and a strong trading sense, with experience leading live electronic market activities and a track record in pricing models for rates and FX

Qualifications

• Proven experience building an electronic market-making business from design to live ownership.
• Robust quantitative and technical background with trading instinct.
• Fluency in both trader and quant/developer language.
• Hands‑on coding ability (Python or similar) for prototyping and debugging pricing logic.

Responsibilities

• Trade a live STIRT book, both electronically and manually.
• Take ownership of FX swap and IRS pricing algorithms, driving their ongoing development.
• Connect STIRT voice traders with quant teams, translating trading intuition into model logic.
• Manage risk while designing and coding systematic trading logic.

Skills

Market-making

Quantitative trading

Python

Cross-functional communication

Education

Quantitative finance degree

Tools

Python

Pricing models

Job description

Join our EMEA Short-Term Interest Rate Trading (STIRT) team and help shape the future of electronic trading in rates and FX swaps. This is your opportunity to drive innovation, own systematic pricing strategies, and collaborate with talented professionals across trading and quantitative teams. We offer a dynamic environment where your expertise will make a real impact. If you thrive in a fast-paced, collaborative setting and are passionate about market-making, this role is for you.

Job Summary:

As a Quantitative Trader in the EMEA STIRT team, you will take ownership of systematic pricing and market-making across EUR/GBP rates and G10 FX swaps. You will bridge the gap between voice traders and quant teams, turning trading intuition into trusted model logic. You will manage risk, design and code pricing algorithms, and play a pivotal role in growing the business.

Job Responsibilities:

• Trade a live STIRT book, both electronically and manually
• Take ownership of FX swap and IRS pricing algorithms, driving their ongoing development
• Connect STIRT voice traders with quant teams, translating trading intuition into model logic
• Manage risk while designing and coding systematic trading logic

Required Qualifications, Capabilities, and Skills:

• Proven experience building an electronic market-making business from design to live ownership in a related product - taken from design through to live ownership, with hands‑on involvement beyond research alone
• Robust quantitative and technical background with genuine trading instinct
• Fluency in both trader and quant/developer language
• Hands‑on coding ability (Python or similar) for prototyping and debugging pricing logic

This role encompasses the performance of UK regulated activity. The successful candidate will therefore be subject to meeting UK regulatory requirements in the assessment of fitness, propriety, knowledge and competence (as assessed by the Firm) and (where appropriate) approval by the UK Financial Conduct Authority and/or the Prudential Regulation Authority to carry out such activities.