Interest Rate Swaps Quant Trader & Research

JPMorgan Chase & Co.; Greater London; On-site; GBP 90,000 - 130,000; Full time

Job summary

JPMorgan Chase & Co. in London is seeking an Analyst or Associate to join the Quantitative Trading & Research group focused on the Interest Rate Swap market.

You will help design and implement quantitative models powering our trading systems and contribute to pricing, risk management and execution. You will collaborate with a globally distributed team, work on production components, backtesting, data infrastructure and live trading support, and you may participate in on-call activities as part

Qualifications

• Degree in computer science, mathematics, physics, engineering or another quantitative field.
• Full-time experience in systematic trading, software engineering, quantitative development or a comparable technical role.
• Strong programming in a production object-oriented language such as Java or C++, together with proficiency in Python for research and data analysis
• Evidence of owning software end to end, covering design, testing, deployment, and operating it once live
• Knowledge of probability, statistics, and experience with advanced data analysis techniques
• Attention to detail, adaptable, driven and collaborative
• Active interest in markets and quantitative trading

Responsibilities

• Design, build and operate production components of our systematic swaps trading stack (pricing, risk projection, hedging and execution), from initial design through to deployment, monitoring and incident resolution.
• Build the research and data infrastructure that supports it, including backtesting and simulation, signal and feature pipelines, and reproducible analysis over large historical datasets.
• Take models and strategies from prototype to production, so that they are tested, monitored, live, and consistent with the behaviour seen in research.
• Analyse trading data to identify patterns, inefficiencies and revenue opportunities, and turn them into measurable improvements in pricing, hedging and execution.
• Research, backtest and calibrate improvements to our quantitative models and trading strategies.
• Expand the team's shared libraries of modelling, analytics and automation tools.
• Support the live trading system day to day, investigating issues and improving the monitoring and controls that prevent them

Skills

Java

C++

Python

End-to-end ownership

Statistics

Data analysis

Education

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

Job description

JPMorgan Chase & Co. in London is seeking an Analyst or Associate to join the Quantitative Trading & Research group focused on the Interest Rate Swap market.

You will help design and implement quantitative models powering our trading systems and contribute to pricing, risk management and execution. You will collaborate with a globally distributed team, work on production components, backtesting, data infrastructure and live trading support, and you may participate in on-call activities as part