Quantitative Trading Engineer, AI Market Lab

Aumni; Greater London; In loco; GBP 120.000 - 190.000; Tempo pieno

Descrizione del lavoro

J.P. Morgan is seeking a Quantitative Trading & Research – Quantitative developer within the AI Market Lab. You will operate at the intersection of quantitative research, low-latency engineering, and ML infrastructure to create reliable platforms that move from raw data to monitored production strategies.

You will help build the research and production technology behind AI-driven systematic trading. The role emphasizes turning ambiguous research requirements into clean interfaces, fast systems,

Competenze

• Bachelor’s, Master’s, or PhD in computer science, engineering, mathematics, or a related technical discipline (or equivalent professional experience).
• Relevant professional experience in software engineering, quantitative development, low-latency systems, or ML infrastructure.
• Strong modern C++ skills in data structures, concurrency, memory management, performance profiling, and production debugging.
• Proficiency in Python and experience building software for quantitative researchers or other data-intensive applications.
• Solid understanding of distributed systems, testing, software design, reliability, and operating production services end-to-end.
• Evidence of owning performance-critical systems from design, deployment, monitoring to incident resolution.

Mansioni

• 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.

Conoscenze

C++

Python

Distributed systems

Low-latency

ML infrastructure

Production debugging

Formazione

Bachelor/Master/PhD in CS/Engineering

Equivalent professional experience

Strumenti

PyTorch

JAX

CUDA

Kubernetes

Spark

Kafka

Descrizione del lavoro

J.P. Morgan is seeking a Quantitative Trading & Research – Quantitative developer within the AI Market Lab. You will operate at the intersection of quantitative research, low-latency engineering, and ML infrastructure to create reliable platforms that move from raw data to monitored production strategies.

You will help build the research and production technology behind AI-driven systematic trading. The role emphasizes turning ambiguous research requirements into clean interfaces, fast systems,