Quantitative Research, Associate

JPMorgan Chase & Co.; Singapore; On-site; SGD 70,000 - 90,000; Full time

Job summary

A leading global financial services firm is seeking a Quantitative Research Associate in Singapore to develop sophisticated mathematical models, improve trading strategies, and ensure compliance with regulatory requirements. Candidates should have a Ph.D or Master’s in a quantitative field and 2 years of related experience. Strong programming skills in Python and familiarity with financial products are essential. There are excellent opportunities for career growth within a collaborative environment.

Qualifications

• 2 years of experience in a related quantitative or analytical role.
• Strong background in calculus, linear algebra, probability, and statistics.
• Knowledge of data structures and algorithms.

Responsibilities

• Develop and maintain mathematical models for financial transactions.
• Improve algorithmic trading strategies for clients worldwide.
• Collaborate with risk functions for market and credit risk models.
• Write documentation covering model specifications.
• Support ongoing innovation in financial engineering.

Skills

Quantitative, analytical, and problem-solving skills

Proficiency in Python

Ability to work independently and in a team environment

Excellent verbal and written communication

Education

Ph.D or Master’s degree in quantitative fields

Tools

C++

Java

Job description

Join a world‑class team at J.P. Morgan and make an impact in quantitative research. This role offers exceptional career growth, exposure to cutting‑edge methodologies, and the opportunity to work alongside talented professionals. You will help shape the future of algorithmic trading, financial products’ valuation and risk management, while benefiting from ongoing training and development. Be part of a collaborative environment where your skills and ideas drive innovation.

As a Quantitative Research Associate in the Quantitative Research team, you partner with business leaders to develop and maintain sophisticated mathematical models. You work closely with trading desks, product managers, and technology teams to create analytical tools and quantitative trading models. You also collaborate with control functions to ensure compliance with regulatory requirements. Your work directly contributes to product innovation, risk management, and the firm’s global leadership in financial engineering.

Job Responsibilities

• Develop and maintain mathematical models to value and hedge financial transactions, from vanilla products to complex derivatives
• Improve algorithmic trading strategies and promote advanced electronic solutions for clients worldwide
• Collaborate with risk functions to develop models for market and credit risk across various business lines
• Build methodologies and infrastructure to implement models in production environments
• Write clear documentation covering model specifications and implementation testing
• Partner with trading desks, product managers, and technology teams to create analytical tools
• Ensure compliance with regulatory requirements through collaboration with control functions
• Contribute to portfolio risk measurement methodologies and quantification of credit and market risk exposures
• Support ongoing innovation in financial engineering and quantitative modeling
• Participate in on-the-job training and professional development opportunities

Required Qualifications, Capabilities, and Skills

• Ph.D or Master’s degree in financial engineering, computer science, mathematics, sciences, statistics, econometrics, or other quantitative fields
• 2 years of experience in a related quantitative or analytical role
• Strong quantitative, analytical, and problem‑solving skills
• Solid background in calculus, linear algebra, probability, and statistics
• Proficiency in at least one object‑oriented programming language (e.g., C++ or Java) and strong skills in Python
• Knowledge of data structures and algorithms
• Ability to work independently and in a team environment
• Strategic and creative thinking in problem‑solving
• Excellent verbal and written communication skills, with the ability to engage and influence stakeholders

Preferred Qualifications, Capabilities, and Skills

• Experience with markets and general trading concepts and terminology
• Knowledge of financial products and asset classes such as Fixed Income, Credit, Commodities, and Equities
• Background in computer algorithms, Python, and specialization or significant coursework in low-level systems (operating systems, compilers, GPUs)
• Understanding of options pricing theory, trading algorithms, financial regulations, stochastic calculus, machine learning, or high-performance computing