Low-Latency Quantitative Trading Engineer

Fairygodboss; Greater London; On-site; GBP 120,000 - 180,000; Full time

Job summary

J.P. Morgan is at the forefront of systematic trading, blending quantitative research with high-performance engineering in the AI Market Lab. The Quantitative Trading & Research group focuses on AI-driven strategies across multiple asset classes, from research to production systems.

The role sits at the boundary of quantitative research, low-latency engineering, and ML infrastructure—building reliable platforms that turn data and experiments into monitored, robust production strategies.

Qualifications

• Bachelor's, Master's or PhD in a technical field or equivalent experience.
• Experience in software engineering, quantitative development, low-latency systems or ML infrastructure.
• Proven ability to own performance-critical systems end-to-end.

Responsibilities

• Design and build high-performance market-data, feature-computation, backtesting, simulation, model-serving, execution, and monitoring components for systematic trading.
• Develop reliable low-latency C++ services and APIs that integrate quantitative models with real-time market data, pricing, risk controls, and order-management systems.
• Build scalable data and research pipelines that support granular historical data, reproducible experiments, distributed computation, and rapid strategy iteration.
• Optimize critical paths for throughput, tail latency, memory efficiency, resilience, and deterministic behavior; use profiling and measurement to guide engineering decisions.
• Productionize machine-learning models, including training workflows, model versioning, real-time inference, deployment automation, observability, and rollback controls.
• Partner with researchers and traders to translate strategy requirements into robust software, improve research-to-production consistency, and support live systems.

Skills

C++

Python

Distributed systems

Performance profiling

Production debugging

ML infrastructure

Education

CS/Engineering/Math degree

Job description

J.P. Morgan is at the forefront of systematic trading, blending quantitative research with high-performance engineering in the AI Market Lab. The Quantitative Trading & Research group focuses on AI-driven strategies across multiple asset classes, from research to production systems.

The role sits at the boundary of quantitative research, low-latency engineering, and ML infrastructure—building reliable platforms that turn data and experiments into monitored, robust production strategies.