High-Frequency Market Microstructure Research Associate

JPMorgan Chase & Co.; New York (NY); On-site; USD 180,000 - 300,000; Full time

Job summary

JPMorgan Chase & Co. in New York seeks an Associate or Vice President for the Quantitative Trading & Research AI Market Lab to advance market microstructure research and high- to medium-frequency trading.

You will frame problems, build measurement and simulation tools, and develop models that translate research into latency-aware, production-ready strategies, collaborating with traders, developers, and exchanges.

Qualifications

• Advanced degree or equivalent practical experience in a quantitative field.
• 2+ years of full-time quantitative research experience in high-frequency or systematic trading.
• Strong understanding of market microstructure and order types.
• Experience contributing to strategies used in live markets and production workflows.
• Proficient in Python; C++ or another high-performance language is desirable.

Responsibilities

• Analyze high-frequency market data, including Level 2 data, to identify predictive structure.
• Develop alpha signals and trading features from order flow, liquidity, and price formation.
• Design, backtest, and implement market-making and risk-taking strategies.
• Develop realistic research and simulation methodologies accounting for latency, fees, and market impact.
• Optimize strategy performance across signals, execution, and intraday risk management.
• Collaborate with traders, quantitative developers, exchanges, and ECNs to productionize strategies.

Skills

Python

C++

Math/Stats

Quant Research

Experimental Design

Education

Advanced degree in quantitative field

Tools

Python

C++

Job description

JPMorgan Chase & Co. in New York seeks an Associate or Vice President for the Quantitative Trading & Research AI Market Lab to advance market microstructure research and high- to medium-frequency trading.

You will frame problems, build measurement and simulation tools, and develop models that translate research into latency-aware, production-ready strategies, collaborating with traders, developers, and exchanges.