Quantitative Trading & Research: Automation & Analytics

Testing Site - JPMC; Greater London; On-site; GBP 120,000 - 170,000; Full time

Job summary

J.P. Morgan's Quantitative Research team in Cash Equities Analytics, Automation and Optimization seeks individuals to build analytics and data-driven processes that automate and optimize trading quantitatively, especially in delta one synthetics trading.

You will work with trading to apply data science methods, develop risk factors, and implement portfolio-focused strategies. The role covers idea generation through production, coupling research with practical deployment, and close collaboration

Qualifications

• You have degree in a quantitative field (or equivalent) in Mathematics, Physics, Statistics, Economics
• You have excellent communication skills, both oral and written
• You demonstrate entrepreneurial spirit and passion for data-driven decision making
• You demonstrate exceptional analytical, quantitative and problem-solving skills, and ability to communicate complex research clearly
• Your demonstrate robust testing and verification practice
• You demonstrate strong software design and development skills using Python, C++ or Java
• You have ability to manipulate and analyse complex, large scale, high-dimensional data from varying sources, understanding trading data
• You demonstrate experience in finance: electronic trading, portfolio analytics, trading strategies, derivatives pricing and risk management

Responsibilities

• Work closely with program trading to build analytics (single instrument and portfolio) and data-driven processes that automate and optimize trading quantitatively, with special focus on index rebalance and portfolio risk trading
• Contribute from idea generation to production implementation: perform research, design prototype, implement analytics and strategies, support their daily usage and analyse their performance
• Develop risk factors to analyse performances at single stock and portfolio level, using quantitative features, statistics, and machine learning
• Work with the business to centralise risk and devise hedging strategies accordingly

Skills

Python

C++

Java

KDB/q

Analytical skills

Communication skills

Testing & verification

Data analysis

Finance knowledge

Education

Bachelor's degree in Mathematics/Physics/Statistics/Economics or equivalent

Job description

J.P. Morgan's Quantitative Research team in Cash Equities Analytics, Automation and Optimization seeks individuals to build analytics and data-driven processes that automate and optimize trading quantitatively, especially in delta one synthetics trading.

You will work with trading to apply data science methods, develop risk factors, and implement portfolio-focused strategies. The role covers idea generation through production, coupling research with practical deployment, and close collaboration