Quantitative Developer – Credit Portfolio & AI Tools

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

Job summary

J.P. Morgan is seeking an Associate or Vice President to join the Quantitative Trading & Research – Credit Portfolio team in London. You will contribute to building analytics for CVA and FVA, designing and deploying large-scale Monte Carlo simulations and scalable software in a production environment.

The role emphasizes collaboration with traders, risk managers, and technology teams to deliver robust, high-performance tools and infrastructure, driving data-driven transformation within the firm.

Qualifications

• Hands-on experience building and shipping software in an engineering or quantitative role.
• Degree in a quantitative or engineering field such as Computer Science, Engineering, Mathematics, or Physics.
• Strong practical programming skills, particularly in Python, with hands-on experience developing large-scale, production-grade systems.
• A genuine problem solver with proven ability to take solutions from idea to production.
• Ability to contribute to technical projects from conception through delivery, including architecture decisions and stakeholder management.
• Solid software engineering, algorithm design, and development skills with robust testing and code quality.

Responsibilities

• Design, develop, and enhance our large-scale Monte Carlo simulation engine used for CVA/FVA across the derivatives portfolio.
• Implement advanced numerical techniques to improve computational efficiency and accuracy of risk sensitivities.
• Contribute to the firm’s data-driven transformation through scalable analytical tools and infrastructure.
• Collaborate with technology teams to ensure robustness, performance, and maintainability of code in production environments.
• Partner with traders, marketers, and risk managers to deliver analytical solutions meeting business needs.
• Drive best practices in quantitative research, software development, and analytical rigor across the team.

Skills

Python programming

Production-grade software

Problem solving

Stakeholder management

Software development

Communication

Education

Quantitative or engineering degree (CS/Engineering/Math/Physics)

Job description

J.P. Morgan is seeking an Associate or Vice President to join the Quantitative Trading & Research – Credit Portfolio team in London. You will contribute to building analytics for CVA and FVA, designing and deploying large-scale Monte Carlo simulations and scalable software in a production environment.

The role emphasizes collaboration with traders, risk managers, and technology teams to deliver robust, high-performance tools and infrastructure, driving data-driven transformation within the firm.