VP, Systematic Market Making – Credit & Bonds

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

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.