Quantitative Research - Core Analytics Development - Vice President

JPMorgan Chase & Co.; London; On-site; GBP 100,000 - 150,000; Full time

Job summary

A leading financial institution is seeking a Vice President in Quantitative Research for its Core Analytics Development team in London. The successful candidate will develop sophisticated mathematical models and software libraries, leveraging high-performance computing. This role requires exceptional software development skills, particularly in C++, and a strong educational background in a quantitative field.

Qualifications

• Postgraduate degree in computer science, mathematics, engineering, physics, or finance.
• Excellent software development skills, especially in C++.
• Understanding of numerical methods and probability.

Responsibilities

• Develop software libraries in C++/CUDA/Python for pricing derivatives and calculating risks.
• Focus on efficient algorithms, vectorization, and optimization.
• Support end-users and communicate with quant teams.

Skills

Software Development

Numerical Methods

Quantitative Finance

Education

Postgraduate Degree (preferably PhD) in a Quantitative Field

Tools

C++

CUDA

Python

Job description

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Quantitative Research - Core Analytics Development - Vice President, London

Location:

London, United Kingdom

Job Category:

Other

EU work permit required: Yes

Job Reference:

a9327ffca1b3

Job Views:

4

Posted:

22.06.2025

Expiry Date:

06.08.2025

Job Description:

If you are passionate, curious, and ready to make an impact, we are looking for you.

JP Morgan invests over $9 billion annually in technological innovation. Quantitative Researchers develop and maintain sophisticated mathematical models, methodologies, and infrastructure to value and hedge financial transactions, including vanilla flow products and high- and low-frequency trading algorithms.

Job Summary:

As a Vice President in the Quantitative Research, Core Analytics Development team, you will focus on high-performance computing.

Job Responsibilities:

• Develop software libraries in C++/CUDA/Python for pricing derivatives and calculating risks
• Focus on efficient algorithms, vectorization, parallelization, compiler optimization, architecture of cross-asset pricing engines, core library frameworks, and continuous integration infrastructure
• Optimize code for current and future hardware innovations
• Support end-users of the library and communicate with quant teams and technology groups

Required Qualifications, Capabilities, and Skills:

• Postgraduate degree (preferably PhD) in a quantitative field such as computer science, mathematics, engineering, physics, or finance
• Excellent software development skills, especially in C++
• Understanding of numerical methods, probability, and quantitative finance fundamentals

Preferred Qualifications, Capabilities, and Skills:

• Experience in parallel programming with TBB, OpenMP, CUDA, or OpenCL
• Skills in Python, Java, Perl, and web programming
• Previous experience as a software developer or quant