Systematic Volatility Quant — Research to Live Trading

JP Morgan Chase; Hong Kong; On-site; HKD 1,800,000 - 2,800,000; Full time

Job summary

JP Morgan Chase is seeking an Associate/VP within the QTR Systematic Trading APAC team to develop systematic trading and portfolio management capabilities across equity derivatives, turning research into automated strategies that run live.

You will collaborate with traders, researchers and technology partners to research, build and run systematic trading strategies, owning work from research to deployment and live performance review. Strong Python and production software practices are essential.

Qualifications

• PhD or Master’s in a quantitative field such as mathematics, statistics, CS, physics, engineering or financial engineering.
• Experience in quantitative research or systematic trading in equity derivatives or related asset class.
• Solid understanding of options, volatility, Greeks, and how trading decisions map to P&L.
• Understanding of end-to-end automated trading systems: data, decision logic, risk controls, execution and monitoring.
• Strong statistical modelling skills and ability to frame questions as data problems and assess model risk.
• Proficient Python with numpy/pandas and production-grade research code practices.
• Ability to work with large trading and risk datasets from multiple sources.
• Clear written and verbal communication, and ability to articulate complex models and assumptions.
• Ownership-driven mindset with interest in running models in live trading.

Responsibilities

• Partner with equity derivatives trading desks to identify opportunities for systematic trading.
• Research and develop quantitative models and signals for market making, portfolio management and execution.
• Analyse trading performance and transaction costs to improve models.
• Design backtesting and simulation frameworks for evaluating strategies under realistic conditions.
• Work with technology teams to take models into production with monitoring and controls.
• Support live strategies through calibration, performance review and production issue investigation.
• Communicate research results clearly to trading, risk and technology partners.

Skills

Python

Quantitative modelling

Communication

Ownership mindset

Delivery-focused

Education

PhD or Master’s in quantitative discipline

Tools

numpy

pandas

kdb+/q

C++/Java

Job description

JP Morgan Chase is seeking an Associate/VP within the QTR Systematic Trading APAC team to develop systematic trading and portfolio management capabilities across equity derivatives, turning research into automated strategies that run live.

You will collaborate with traders, researchers and technology partners to research, build and run systematic trading strategies, owning work from research to deployment and live performance review. Strong Python and production software practices are essential.