Rates Quant Trader: Build Live Trading Models

JPMorgan Chase & Co.; Greater London; On-site; GBP 90,000 - 130,000; Full time

Job summary

JPMorgan Chase & Co. is seeking an Analyst/Associate for Quantitative Trading & Research focused on the Interest Rate Swap market. You will design, backtest and productionize quantitative models powering automated trading systems across FX, Rates, Commodities and Credit.

Ideal candidates have a degree in a quantitative field, strong Java/C++ and Python skills, and a track record of end-to-end software ownership, data analysis, and collaboration in a fast-paced, globally distributed team.

Qualifications

• Degree in computer science, mathematics, physics, engineering or another quantitative field.
• Experience in systematic trading, software engineering or quantitatively-minded development.
• Strong OO programming in Java or C++, with Python for research.

Responsibilities

• Design, build and operate production components of our systematic swaps trading stack, from design through deployment and incident resolution.
• Build the research and data infrastructure, including backtesting, simulation, signals, and reproducible analysis over large historical datasets.
• Take models and strategies from prototype to production with testing, monitoring and live behavior alignment.
• Analyze trading data to identify patterns, inefficiencies and revenue opportunities to improve pricing, hedging and execution.
• Research, backtest and calibrate improvements to our quantitative models and trading strategies.
• Expand the team's libraries of modelling, analytics and automation tools.
• Support the live trading system day to day, investigating issues and improving monitoring and controls.

Skills

Java

C++

Python

Quantitative analysis

Data analysis

Education

Bachelor's degree in Computer Science / Mathematics / Physics / Engineering

Job description

JPMorgan Chase & Co. is seeking an Analyst/Associate for Quantitative Trading & Research focused on the Interest Rate Swap market. You will design, backtest and productionize quantitative models powering automated trading systems across FX, Rates, Commodities and Credit.

Ideal candidates have a degree in a quantitative field, strong Java/C++ and Python skills, and a track record of end-to-end software ownership, data analysis, and collaboration in a fast-paced, globally distributed team.