Front-Office FX Quant & Research Analyst

JPMorgan Chase & Co.; City of Rochester (NY); On-site; USD 180,000 - 280,000; Full time

Job summary

JPMorgan Chase & Co. in New York seeks an Analyst or Associate for the Quantitative Trading & Research FX Quant team on the front office trading floor.

You will join a dynamic group responsible for pricing, hedging, and strategy design across multiple currency pairs. You will collaborate with technology to build low-latency infrastructure, analyze large data, backtest strategies, and drive improvements in pricing quality and risk management.

Qualifications

• Degree in Engineering, Mathematics, Physics, or Computer Science.
• Strong background in quantitative and statistical analysis (probability, regression modeling, time-series analysis, estimation and calibration).
• Apply sound engineering judgment in programming, with a primary focus on object-oriented programming languages (Java/C++ etc.) and Python.
• Exhibit excellent verbal and written communication skills for cross-team collaboration.
• Think strategically and creatively when faced with problems and opportunities.

Responsibilities

• Build and maintain pricing, skewing, and hedging logic and related research tooling.
• Collaborate with technology to develop low-latency infrastructure that scales with business needs.
• Utilize internal data to improve pricing quality and risk management.
• Work with market tick data at scale: query historic data, build backtest pipelines, and parallelize batch jobs.
• Perform statistical analysis of portfolio performance to drive improvements.
• Understand and follow firm's risk management policies and regulatory requirements.

Skills

Quantitative analysis

Python

C++/Java

Time-series analysis

Communication skills

Education

Bachelor's degree in Engineering, Mathematics, Physics, or Computer Science

Tools

kdb+/q

Git

Linux

High-performance computing

Job description

JPMorgan Chase & Co. in New York seeks an Analyst or Associate for the Quantitative Trading & Research FX Quant team on the front office trading floor.

You will join a dynamic group responsible for pricing, hedging, and strategy design across multiple currency pairs. You will collaborate with technology to build low-latency infrastructure, analyze large data, backtest strategies, and drive improvements in pricing quality and risk management.