AI-Driven Quantitative Trading Engineer

Fairygodboss; New York (NY); On-site; USD 180,000 - 280,000; Full time

Job summary

JPMorgan Chase & Co. is seeking an Associate or VP for the Quantitative Trading & Research AI Market Lab in New York. You will build the research and production technology behind AI-driven systematic trading, connecting quantitative models with live market data and production systems.

The role sits at the boundary of quantitative research, low-latency engineering, and ML infrastructure, delivering reliable platforms for monitored, resilient production strategies and fast strategy iteration.

Qualifications

• Bachelor's/Master's/PhD in computer science, engineering, mathematics, or related technical discipline (or equivalent professional experience).
• 2+ years of professional software engineering, quantitative development, low-latency systems, or ML infrastructure experience.
• Strong modern C++ skills: data structures, concurrency, memory management, performance profiling, production debugging.
• Proficiency in Python and building software for quantitative researchers or data-intensive applications.
• Understanding of distributed systems, testing, reliability, and end-to-end operation of production services.
• Evidence of owning performance-critical systems from design → deployment → monitoring → incident resolution.

Responsibilities

• Design and build high-performance market-data, feature-computation, backtesting, simulation, model-serving, execution, and monitoring components for systematic trading.
• Develop reliable low-latency C++ services and APIs integrating quantitative models with real-time market data, pricing, risk controls, and order-management systems.
• Build scalable data and research pipelines supporting granular historical data, reproducible experiments, distributed computation, and rapid strategy iteration.
• Optimize critical paths for throughput, tail latency, memory efficiency, resilience, and deterministic behavior with profiling and measurement.
• Productionize machine-learning models, including training workflows, model versioning, real-time inference, deployment automation, observability, and rollback controls.
• Partner with researchers and traders to translate strategy requirements into robust software, improving research-to-production consistency and live system support.

Skills

C++ development

Python

Distributed systems

Low-latency engineering

ML infrastructure

Education

Bachelor's/Master's/PhD in CS or related

Tools

PyTorch

JAX

CUDA

GPU clusters

Kafka

Kubernetes

Spark

Job description

JPMorgan Chase & Co. is seeking an Associate or VP for the Quantitative Trading & Research AI Market Lab in New York. You will build the research and production technology behind AI-driven systematic trading, connecting quantitative models with live market data and production systems.

The role sits at the boundary of quantitative research, low-latency engineering, and ML infrastructure, delivering reliable platforms for monitored, resilient production strategies and fast strategy iteration.