Quantitative Research - Rates - Associate or Vice President

JPMorgan Chase & Co.; London; On-site; GBP 80,000 - 120,000; Full time

Job summary

A leading global financial services firm in London is seeking a Quantitative Research - Rates Associate or Vice President. This role involves developing advanced models and solutions for the Rates business, combining quantitative finance and software engineering. Ideal candidates will have strong analytical skills, coding expertise in Python and C++, and a background in derivatives trading. Competitive compensation package is offered.

Qualifications

• Experience in a front-office derivatives trading environment.
• Strong coding and software engineering skills.
• Professional experience with Python and C++ development.

Responsibilities

• Develop advanced analytical and risk management models.
• Implement models in quant library and trading platforms.
• Collaborate closely with traders to identify opportunities.

Skills

Analytical abilities

Problem-solving skills

Communication skills

Python

C++

Job description

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Quantitative Research - Rates - Associate or Vice President, London

Client:

Location:

London, United Kingdom

Job Category:

Other

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EU work permit required:

Yes

Job Reference:

a8ae12148bb5

Job Views:

9

Posted:

12.08.2025

Expiry Date:

26.09.2025

Job Description:

The Rates QR team's mission is to develop and maintain sophisticated mathematical models, methodologies, and infrastructure to value and hedge financial transactions, ranging from vanilla flow products to complex derivatives. The team also aims to improve algorithmic trading strategies and promote electronic solutions for clients worldwide. If you are passionate, curious, and ready to make an impact, we are looking for you.

Job summary:

As a Quantitative Developer, Associate, or Vice President in the Quantitative Research Rates team, you will provide modeling solutions to the Rates business. Your work will combine classical quantitative finance with software engineering to deliver top-tier models to the trading desk.

Quantitative Research (QR) is a leading quantitative modeling group at Morgan, specializing in financial engineering, data analytics, statistical modeling, and portfolio management. As a global team, QR collaborates with traders, marketers, and risk managers across all products and regions, contributing to sales, client interaction, product innovation, valuation, risk management, inventory optimization, electronic trading, market making, and financial risk controls.

Job responsibilities:

• Develop advanced analytical and risk management models and capabilities.
• Implement these models in our quant library and trading/risk platforms, including testing and documentation.
• Deploy these models to production.
• Collaborate closely with traders and the wider quant team to solve problems and identify opportunities.

Required qualifications, capabilities, and skills:

• Experience in a front-office derivatives trading environment.
• Outstanding analytical and problem-solving abilities.
• Excellent written and oral communication skills.
• Strong coding and software engineering skills with a passion for technical excellence.
• Professional experience with Python and C++ development.
• Exposure to derivatives pricing theory and standard models.

Preferred qualifications, capabilities, and skills:

• Deep understanding of derivatives pricing theory and standard models.
• Experience with SecDB / Beacon or similar systems.