Quantitative Trading & Research - Rates - Quantitative Developer - Vice President

JPMorgan Chase & Co.; Greater London; On-site; GBP 120,000 - 180,000; Full time

Job summary

JPMorgan Chase & Co. in London seeks a Quantitative Developer, Rates – VP to design and deliver production systems enabling systematic Rates trading at scale. You will work with researchers and traders to translate ideas into robust, low-latency algorithms and execution platforms, improving models, tooling and workflows.

This high-impact role requires collaboration across desks and live markets, with a builder’s mindset in a fast-paced environment.

Qualifications

• Proficiency in Java or C++ and other OO languages.
• Experience performing data analysis in Python with libraries (NumPy, Pandas) and visualization tools.
• Ability to translate quantitative models into reliable production code.
• Strong collaboration with traders and researchers.
• Attention to detail in fast-paced environments.
• Interest in financial markets and systematic trading.
• Bachelor’s or Master’s degree in a quantitative field.

Responsibilities

• Design, build and maintain algorithmic trading systems and execution platforms for Rates trading.
• Implement quantitative models in production, translating research prototypes into scalable strategies.
• Collaborate with traders and researchers to refine models, hedging and risk management.
• Engineer high-quality, testable and observable code for live markets.
• Optimise performance, latency and throughput of critical components; automate workflows.
• Monitor, diagnose and resolve production issues and drive improvements.
• Document designs, interfaces and operating procedures.

Skills

Java

C++

Python

Data analysis

Data visualization

Education

Bachelor’s or Master’s in CS/Math/Physics/Engineering

Tools

NumPy

Pandas

Job description

Join a collaborative, fast-paced team where your code powers systematic trading in global Rates markets. You will help transform research into robust, production-grade strategies and platforms. Work closely with quantitative researchers and traders to design, build and evolve execution capabilities. Grow your impact by shaping models and systems used every day in live markets.

Job summary

As a Quantitative Developer, Rates – Vice President in the Rates Quantitative Trading and Research team, you design and deliver production systems that enable systematic trading at scale. You partner with researchers and traders to translate ideas into resilient, performant algorithms and execution platforms. You thrive in a dynamic, collaborative environment and bring a builder’s mindset to continuously improve models, tooling and workflows.

Job responsibilities

• Design, build and maintain algorithmic trading systems and execution platforms for systematic Rates trading
• Implement quantitative models in production, translating research prototypes into robust, scalable strategies
• Collaborate with traders and researchers to refine models, quoting, hedging, risk management and allocation processes
• Engineer high-quality, testable and observable code for reliability in live markets
• Optimise performance, latency and throughput of critical trading componentsAutomate workflows and deployments to improve speed, safety and repeatability across the stack
• Monitor, diagnose and resolve production issues, contributing to continuous improvement
• Document designs, interfaces and operating procedures to support transparency and knowledge sharing

Required qualifications, capabilities, and skills

• Proficiency in programming with Java, C++ or another object-oriented language
• Experience performing data analysis in Python, including proficiency with data science libraries (e.g., NumPy, pandas) and visualisation tools
• Ability to translate quantitative models into reliable, maintainable production code
• Effective interpersonal and communication skills; ability to collaborate with traders, quantitative researchers and software engineers
• High attention to detail and a commitment to quality in fast-paced environments
• Interest in financial markets and systematic trading
• Bachelor’s or Master’s degree in Computer Science, Mathematics, Physics, Engineering or another quantitative field

Preferred qualifications, capabilities, and skills

• Knowledge of Fixed Income and Rates markets
• Experience with high‑frequency, algorithmic or electronic trading, including low‑latency and performance‑sensitive systems

This role encompasses the performance of UK regulated activity. The successful candidate will therefore be subject to meeting UK regulatory requirements in the assessment of fitness, propriety, knowledge and competence (as assessed by the Firm) and (where appropriate) approval by the UK Financial Conduct Authority and/or the Prudential Regulation Authority to carry out such activities.