Equity Derivatives Alpha Quant & Research Engineer

JPMorgan Chase & Co.; City of Rochester (NY); On-site; USD 180,000 - 260,000; Full time

Job summary

JPMorgan Chase & Co. seeks an Alpha Quant on the Equity Derivatives QTR team to advance end-to-end alpha research and production deployment across equity options and volatility markets.

You will collaborate with trading, leverage data analytics, and apply ML to drive research-to-production solutions with robust risk controls. You will build feature-rich models, develop backtesting and monitoring frameworks, and help scale reusable research libraries across regions.

Qualifications

• Strong quantitative background with practical problem-solving skills.
• Direct working knowledge of signal research with market data and other financial data.
• Ownership mindset and ability to impact trading workflows.

Responsibilities

• Collaborate with trading to design and deploy end-to-end signal research and deployment infrastructure.
• Develop alpha signals and systematic strategies; monitor performance and iterate.
• Model equity options and volatility dynamics for deployable strategies.
• Build backtesting, attribution, and regime analysis frameworks for derivatives PnL drivers.
• Integrate fundamental, quantitative, and microstructure features to support risk management.

Skills

Python

KDB

C++

Java

Signal research

Market data analysis

Education

MS or PhD in quantitative field

Tools

None specified

Job description

JPMorgan Chase & Co. seeks an Alpha Quant on the Equity Derivatives QTR team to advance end-to-end alpha research and production deployment across equity options and volatility markets.

You will collaborate with trading, leverage data analytics, and apply ML to drive research-to-production solutions with robust risk controls. You will build feature-rich models, develop backtesting and monitoring frameworks, and help scale reusable research libraries across regions.