High-Frequency Market Microstructure Researcher — Associate/VP

Aumni; Greater London; On-site; GBP 120,000 - 160,000; Full time

Job summary

J.P. Morgan is seeking a Quantitative Trading & Research – Market Microstructure Researcher to frame problems, build measurement tools, and develop models that hold up across venues and regimes. You will translate research into execution- and latency-aware designs for live markets.

This research-forward role targets quantitative researchers with deep microstructure expertise to drive strategies that operate in fast markets and become deployable systematic solutions.

Qualifications

• Advanced degree or equivalent in a quantitative field.
• Relevant full-time quantitative research experience in high-frequency / mid-frequency trading, electronic market making, or systematic execution.
• Strong understanding of electronic market mechanics and microstructure.
• Evidence of deploying research-to-production workflow with performance considerations.
• Strong Python programming; C++ or another high-performance language is desirable.

Responsibilities

• Analyze high-frequency market data to identify predictive structure and trading opportunities.
• Develop alpha signals and features from order flow, liquidity, and price formation.
• Design, backtest, and implement market-making and risk-taking strategies.
• Develop realistic research and simulation methodologies with latency, fees, and market impact.
• Optimize performance across signal generation, execution, and intraday risk management.
• Collaborate with traders, developers, and exchanges to move strategies into production.

Skills

Python programming

C++ programming

Data analysis

Experimental design

Research-to-production

Education

Advanced degree in a quantitative field

Job description

J.P. Morgan is seeking a Quantitative Trading & Research – Market Microstructure Researcher to frame problems, build measurement tools, and develop models that hold up across venues and regimes. You will translate research into execution- and latency-aware designs for live markets.

This research-forward role targets quantitative researchers with deep microstructure expertise to drive strategies that operate in fast markets and become deployable systematic solutions.