Credit -Systematic Market Making – Vice President

Testing Site - JPMC; Singapore; On-site; SGD 240,000 - 320,000; Full time

Job summary

Testing Site - JPMC is seeking a VP for Systematic Market Making in Singapore to design and run automated pricing and execution for corporate bonds and ETFs. The role combines quantitative modeling, software engineering, and market microstructure knowledge to scale trading and manage risk.

You will work with traders, technologists, and researchers to productionize pricing strategies, improve performance, and ensure governance and controls across Asia.

Qualifications

• 5 years experience in quantitative trading, electronic market making, or systematic execution for fixed income markets.
• Experience managing risk for a bond market-making book with clear understanding of limits and control frameworks.
• Bachelor's Degree in Computer Science or a quantitative discipline with emphasis on simulation or related methods.
• Experience delivering production trading systems end-to-end: research, implementation, testing, deployment, and support.
• Experience in ETF primary market activity or portfolio trading for corporate bonds, including basket construction.

Responsibilities

• Automate day-to-day workflows for US investment-grade corporate bond trading across Asia.
• Construct and optimize baskets for Portfolio creation/redemption and execute primary market workflows.
• Manage intraday and end-of-day risk for US investment-grade corporate bonds within risk limits.
• Implement, validate, and maintain systematic pricing models for bond portfolios in Python and Java.
• Analyze large datasets to identify patterns and trading opportunities; deploy pricing and routing algorithms.
• Research hedging strategies; run back-tests and monitor model performance; document limitations.
• Collaborate with trading and sales to price bond portfolios and facilitate portfolio trading.
• Partner with Technology, Risk, Quant Research, Compliance, Operations for production stability and governance.
• Uphold regulatory and control standards; contribute to incident reviews and remediation.

Skills

Quant trading

Market risk

Python

Java

ML time-series

C/C++

Education

Bachelor's Degree in Computer Science or quantitative field

Tools

kdb+/q

C/C++

Job description

Join a high-impact team at the intersection of trading, quantitative research, and technology. You'll design and scale systematic pricing and execution for corporate bonds and ETFs, applying modern engineering and data science to real market problems. Work side-by-side with traders, technologists, and researchers to turn ideas into production. Grow your skills, own outcomes, and contribute to an inclusive, collaborative culture in Singapore.

As a Systematic Market Making - VP in our Markets team, you build and run automated pricing and execution for corporate bonds and Portfolio primary activities across Asia. You apply quantitative modeling, software engineering, and market microstructure knowledge to scale trading, manage risk, and improve performance. You will operate alongside the credit trading team, and collaborate closely with sales while maintaining strong controls and operational excellence.

Job responsibilities

• Automate day-to-day workflows for US investment-grade corporate bond trading across Asia, resolving production and trading issues quickly.
• Construct and optimize baskets for Portfolio creation/redemption, and execute primary market workflows to enhance balance sheet usage and profitability.
• Manage intraday and end-of-day risk for US investment-grade corporate bonds, within risk limits and controls.
• Implement, validate, and maintain systematic pricing models for bond portfolios; enhance and support production trading tools in Python and Java.
• Analyze large datasets to identify patterns and trading opportunities; design and deploy algorithms for pricing, execution, and order routing in Asia bond markets.
• Research and improve hedging strategies; run back-tests and performance studies; monitor models and document assumptions and limitations.
• Collaborate with trading and sales to price bond portfolios and facilitate portfolio trading while maintaining strong governance and documentation.
• Partner with Technology, Risk, Quant Research, Compliance, and Operations to ensure production stability, change management, and continuous improvement.
• Uphold regulatory, conduct, and control standards; elevate issues promptly and contribute to post-incident reviews and remediation.

Required qualifications, capabilities, and skills

• 5 years experience in quantitative trading, electronic market making, or systematic execution for fixed income markets.
• Experience managing risk for a bond market-making book with clear understanding of limits and control frameworks.
• Bachelor's Degree in Computer Science or a quantitative discipline with emphasis on simulation or comparable quantitative methods.
• Experience delivering production trading systems end-to-end: research, implementation, testing, deployment, and support.
• Experience in ETF primary market activity or portfolio trading for corporate bonds, including basket construction and operational execution.
• Proficiency in Python and Java, including asynchronous and event-driven programming; experience with testing, CI/CD, and monitoring in production.
• Knowledge of credit bond pricing and analytical models used for valuation and execution.
• Academic and practical grounding in machine learning applied to time-series or market modeling.

Preferred qualifications, capabilities, and skills

• Familiarity with market data and time-series technologies (e.g., kdb+/q) and distributed systems.
• Experience building low-latency or large-scale systems; additional languages (C/C++ ) are a plus.
• Strong skills in time-series analysis, optimization, and machine learning; experience with back-testing and model performance monitoring.
• Experience collaborating with cross-functional teams across regions and time zones.