Fixed Income Quantitative Trading & Research Associate

JPMorganChase; Greater London; On-site; GBP 110,000 - 160,000; Full time

Job summary

J.P. Morgan is seeking a Quantitative Researcher / Developer, Associate, to provide advanced modelling solutions for the Fixed Income business.

The role blends deep mathematical rigour with solid software engineering to deliver pricing, risk and hedging models to the trading desk. As part of the Global QTR team, you will collaborate with traders and risk managers across regions, contributing to product innovation, valuation and risk management, electronic trading and market making, and robust

Qualifications

• Advanced degree in mathematics, physics, engineering, statistics or relatedQuantitative discipline.
• Strong background in stochastic calculus, probability, numerical analysis and PDE/Monte Carlo.
• Solid understanding of fixed income analytics, yield curves, multi-curve discounting and hedging.

Responsibilities

• Develop analytical, pricing and risk-management models for fixed income products.
• Create and maintain risk and sensitivity techniques including Greeks and hedge construction.
• Design term-structure and multi-curve frameworks and calibrate methodologies.
• Implement models in the quant library and trading/risk platforms with rigorous testing.
• Deliver models to production and collaborate with traders and risk managers.

Skills

Stochastic calculus

Fixed income analytics

Analytical problem solving

Communication skills

Software engineering

C++ development

Education

MSc or PhD in a quantitative field

Tools

SecDB / Beacon

Python

Rust

Job description

J.P. Morgan is seeking a Quantitative Researcher / Developer, Associate, to provide advanced modelling solutions for the Fixed Income business.

The role blends deep mathematical rigour with solid software engineering to deliver pricing, risk and hedging models to the trading desk. As part of the Global QTR team, you will collaborate with traders and risk managers across regions, contributing to product innovation, valuation and risk management, electronic trading and market making, and robust