Quant Developer: CVA/FVA Monte Carlo & Trading Research

JPMorgan Chase & Co.

Greater London

On-site

GBP 100,000 - 180,000

Full time

14 days+

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Job summary

JPMorgan Chase & Co. in London seeks an Associate or Vice President to join the Quantitative Trading & Research team. The role focuses on developing analytics for the Credit Portfolio Group and building production-grade, scalable software solutions.

Ideal candidates have a hands-on software engineering background with strong Python skills and a quantitative mindset, collaborating with traders, marketers, and risk managers across regions to deliver high-impact analytical tools.

Qualifications

Hands-on experience building and shipping software in engineering or quantitative roles.
Degree in a quantitative or engineering field.
Strong Python programming skills with production-grade systems.
Ability to design and implement scalable analytical tools.
Excellent communication and collaboration with stakeholders.

Responsibilities

Design, develop, and enhance large-scale Monte Carlo simulations for CVA and FVA across derivatives portfolios.
Implement advanced numerical techniques to improve efficiency and accuracy of risk sensitivities.
Contribute to transforming the bank into a data-driven business through scalable analytical tools and infrastructure.
Collaborate with technology teams to ensure code robustness, performance, and maintainability in production environments.
Partner with traders, marketers, and risk managers to deliver analytical solutions meeting business needs.
Drive best practices in quantitative research and software development.