HFT Market Microstructure Research Associate

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

Job summary

JPMorganChase's Quantitative Trading & Research (QTR) group in New York seeks an Associate or Vice President to advance AI market lab work on market microstructure and high-/medium-frequency trading. You will frame problems, build measurement tools, run ablation studies, and develop robust strategies.

This research-forward role requires experience with live trading systems, production workflows, and collaboration with traders and developers to translate insights into latency-aware designs.

Qualifications

• 2+ years of full-time quantitative research in high-/medium-frequency trading.
• Strong understanding of order types, matching engines, queue priority, liquidity formation and microstructure invariants.
• Experience with live markets and production workflows; research-to-production understanding.
• Strong Python; C++ or another high-performance language desirable.
• Rigorous experimental design to avoid overfitting, leakage and regime-specific artifacts.
• Ownership or leadership of a trading or research workstream is a plus.

Responsibilities

• Analyze market data across multiple levels to identify predictive structure and trading opportunities.
• Develop alpha signals and features based on order flow, liquidity and price formation.
• Design, backtest, and implement market-making and risk-taking strategies.
• Develop realistic research and simulation methodologies including latency and market impact.
• Optimize strategy performance across signal generation, sizing, execution and intraday risk.
• Collaborate with traders, developers, exchanges, and ECNs to move strategies into production.

Skills

Market microstructure

High-frequency trading

Python

C++

Experimental design

Education

Advanced degree

Job description

JPMorganChase's Quantitative Trading & Research (QTR) group in New York seeks an Associate or Vice President to advance AI market lab work on market microstructure and high-/medium-frequency trading. You will frame problems, build measurement tools, run ablation studies, and develop robust strategies.

This research-forward role requires experience with live trading systems, production workflows, and collaboration with traders and developers to translate insights into latency-aware designs.