Senior Quantitative Trading & Research Lead

JPMorganChase; Hong Kong; On-site; HKD 1,000,000 - 2,000,000; Full time

Job summary

J.P. Morgan is seeking a Quantitative Researcher for the Cash Equities team in Hong Kong. You will lead alpha signal research, portfolio optimization, and risk analytics, partnering with traders to implement systematic trading strategies.

You will develop alpha models, collaborate with desks, and build scalable analytics libraries. The role offers comprehensive training and growth opportunities in a diverse, inclusive environment.

Qualifications

• Strong quantitative background and problem-solving skills.
• Experience with portfolio optimization and risk models in finance (equities preferred).
• Hands-on with trading desks and ownership mindset.
• Proficient programming: Python, KDB, C++, or Java in a commercial environment.
• Practical data analytics on large, high-dimensional datasets.
• Ability to grasp business concepts outside area of expertise.
• Strategic and creative thinker; seeks new methods.
• Excellent written and verbal communication.
• MS or PhD in a quantitative field (CS, Math, Physics, Stats, Economics).
• 7 years' finance experience in electronic trading, portfolio analytics, trading strategies, or derivatives pricing.

Responsibilities

• Work closely with trading to build analytics and data-driven processes that automate and optimize trading quantitatively, with special focus on central risk trading.
• Contribute from idea generation to production implementation: perform research, design prototype, implement analytics and cash equities trading strategies, support their daily usage, and analyze their performances.
• Develop models for market with consideration of fundamental and quantitative features, and historic behavior using statistics, machine learning or heuristics.
• Work with the business to recycle risk and devise hedging strategies accordingly.
• Collaborate broadly with QTR teams across regions to build reusable libraries and tools to advance the research and development plan.

Skills

Quantitative background

Portfolio optimization

Risk models

Python

KDB

C++

Java

Data analytics

Communication skills

MS/PhD in quantitative field

Finance experience (7+ yrs)

Education

MS or PhD in quantitative field

Job description

J.P. Morgan is seeking a Quantitative Researcher for the Cash Equities team in Hong Kong. You will lead alpha signal research, portfolio optimization, and risk analytics, partnering with traders to implement systematic trading strategies.

You will develop alpha models, collaborate with desks, and build scalable analytics libraries. The role offers comprehensive training and growth opportunities in a diverse, inclusive environment.