Quantitative Trading & Research - Rates - Vice President or Executive Director

JPMorgan Chase & Co.; Greater London; On-site; GBP 120,000 - 190,000; Full time

Job summary

JPMorgan Chase & Co. in London seeks a Vice President or Executive Director in Rates Quantitative Trading and Research to lead front-office quantitative research, building and evolving rates models with measurable impact.

You will translate market opportunities into robust, production-ready solutions, balancing innovation with disciplined risk controls and contributing to a strong risk culture. You will also manage and develop a local team, mentoring junior talent and setting a high bar for

Qualifications

• Advanced degree in a quantitative discipline (e.g., Mathematics, Physics, Engineering, CS, or Quantitative Finance).
• Strong programming skills in Python and/or C++ with production-ready code.
• Expertise in rates and interest rate derivatives, pricing and risk concepts.
• Experience delivering end-to-end quantitative models from research to production.
• Ability to document model development for independent review.
• Experience collaborating with model risk governance stakeholders.
• Excellent analytical and communication skills.

Responsibilities

• Develop pricing and risk models for structured rates to inform product decisions.
• Partner with Rates and Fixed Income desks to design robust models.
• Implement models in Python and/or C++ with production readiness.
• Produce model development documentation for review and approval.
• Collaborate with tech teams to productionize and scale solutions.
• Lead and mentor a local team of quantitative researchers.

Skills

Quantitative finance

Stochastic calculus

Time series analysis

Model development

Strong communication

Leadership

Education

Master's or PhD in a quantitative discipline

Tools

Python

C++

Job description

Push the limits of what’s possible in front-office quantitative research, where your models can directly shape rates trading performance. You’ll partner closely with trading stakeholders to deliver data-driven insights, scalable solutions, and disciplined risk controls. This is a hands-on role combining research depth with practical implementation, focused on impact from idea to production. You’ll also lead and develop a local team, setting direction, raising standards, and mentoring junior talent.

Job summary

As a Vice President or an Executive Director in Rates Quantitative Trading and Research, you will lead front-office quantitative research that builds and evolves rates trading models with clear, measurable impact. You’ll work closely with trading partners to translate market opportunities into robust, production-ready solutions. You’ll balance innovation with disciplined financial risk controls and contribute to a strong risk culture. You will also manage and develop a local team, mentoring junior talent and setting a high bar for technical rigor and delivery.

Job responsibilities

• Developpricing and risk models for the structured rates business to support product innovation and front-office decision-making.
• PartnerwithRates and Fixed Income Financing trading desksto translate new product ideas into robust model design, implementation, and controls.
• Implementquantitative models and analytics inPython and/or C++, with a focus on performance, maintainability, and production readiness.
• Produceclear model development documentation andengagemodel risk management partners to support effective review and approval.
• Collaboratewith technology partners to productionize, scale, and improve the reliability of quantitative solutions for the business.
• Automatetrading workflows and model-driven processes to improve efficiency, controls, and scalability.
• Analyzemarket and trading data to generate insights and research that informs quantitative trading strategy.
• Leadand mentor a local team, setting direction and supporting the development of junior talent.
• Serveas the local point of contact for theEMEAbusiness, coordinating priorities and delivery across stakeholders.

Required qualifications, capabilities and skills

• Demonstrated expertisein quantitative finance and applied mathematics, including areas such as stochastic calculus, numerical methods, time series analysis, and optimization.
• Strong programming capabilityinPython and/or C++, with evidence of delivering robust, maintainable research code.
• Strong domain knowledgeofrates and interest rate derivatives, including pricing and risk concepts.
• Demonstrated experiencedeveloping quantitative models end-to-end, from research through implementation and testing.
• Experience producingclear model development documentation suitable for independent review.
• Experience partneringwith model risk management / governance stakeholders to support model review and approval.
• Strong analytical and problem-solving skills, including the ability to use large datasets to generate actionable insights.
• Strong communication skills, with the ability to explain quantitative topics clearly to trading and technology stakeholders.
• Advanced degree(Master’s or PhD) in a quantitative discipline (e.g., Mathematics, Physics, Engineering, Computer Science, Quantitative Finance, or similar).

Preferred qualifications, capabilities and skills

• Prior experiencein a front-office quantitative research role within arates and/or fixed income financingtrading environment.
• Experiencedeveloping or supportingnon-linear rates models(e.g., models relevant to structured rates products and exposures).
• People leadership experience, including mentoring junior talent and supporting team development.