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

Testing Site - JPMC; Greater London; On-site; GBP 120,000 - 180,000; Full time

Job summary

Testing Site - JPMC in London seeks a Quantitative Developer, Rates, VP to design and deliver production systems enabling systematic trading at scale. You’ll work with researchers and traders to translate ideas into resilient algorithms and execution platforms.

Join a collaborative, fast-paced team shaping models and workflows used daily in live markets. You will thrive in a builder mindset, improving tooling and performance across the stack.

Qualifications

• Proficiency in OO languages (Java/C++).
• Experience with Python and data libraries (NumPy, pandas).
• Translate models into reliable production code.
• Strong collaboration with traders and researchers.
• High attention to detail and quality.
• Interest in financial markets and systematic trading.
• 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 robust, scalable strategies.
• Collaborate with traders and researchers to refine models, 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 components.
• Automate 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.

Skills

Java/C++

Python data analysis

Production code

Collaboration

Detail oriented

Markets interest

Quant degree

Education

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

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 components
• Automate 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.