Alpha Quant for Equity Derivatives & Volatility

Next Frontier Capital; New York (NY); On-site; USD 180,000 - 250,000; Full time

Job summary

JPMorgan Chase & Co. is seeking an Alpha Quant on the Equity Derivatives QTR team to drive end-to-end alpha research and strategy deployment across equity options and volatility markets.

You will work with trading desks and develop production-ready research-to-production workflows, applying data analytics and machine learning to build robust alpha calibration and monitoring frameworks. The role emphasizes collaboration across Regions, development of reusable libraries, and adoption of AI tools

Qualifications

• Strong quantitative background and problem-solving skills.
• Direct working knowledge of signal research with market data and other financial data, alpha capture, and risk warehousing, preferably in equity derivatives.
• Ownership mindset with a strong tendency to impact trading desks.
• Proficiency in Python, KDB, C++ or Java.
• Hands-on data analytics on real, large-scale data from diverse sources.
• Ability to adapt to rapidly changing business needs.
• Strategic and creative thinking with proactive problem solving.
• Excellent verbal and written communication skills.

Responsibilities

• Build end-to-end signal research and deployment infrastructure for daily and intraday alpha research, focusing on equity derivatives.
• Research and model equity options and volatility dynamics and translate insights into deployable strategies.
• Develop backtesting, attribution, and regime analysis frameworks tailored to derivatives PnL drivers.
• Integrate fundamental, quantitative, and microstructure features to support risk warehousing.
• Collaborate with trading desks and QTR teams to create reusable research libraries and tooling.
• Leverage AI/ML to accelerate research and enable AI productionization, including governance and monitoring.

Skills

Signal research

Data analytics

Python

KDB

C++/Java

Communication

Education

MS/PhD in quantitative field

Tools

Electronic trading platforms

AI tooling

Job description

JPMorgan Chase & Co. is seeking an Alpha Quant on the Equity Derivatives QTR team to drive end-to-end alpha research and strategy deployment across equity options and volatility markets.

You will work with trading desks and develop production-ready research-to-production workflows, applying data analytics and machine learning to build robust alpha calibration and monitoring frameworks. The role emphasizes collaboration across Regions, development of reusable libraries, and adoption of AI tools