Quantitative Trading and Research - Quantitative Trader - Associate

Testing Site - JPMC; New York (NY); On-site; USD 150,000 - 210,000; Full time

Job summary

Testing Site - JPMC in New York seeks an Associate/VP for Automated Trading Strategies in US Treasuries. You will contribute to building systematic trading strategies using quantitative methods and ML, collaborating with a global team in a fast-paced, data-driven environment.

Responsibilities include data analysis to identify patterns, back testing pricing and risk strategies, expanding analytics tools, monitoring performance, and maintaining trading software.

Qualifications

• Advanced degree in computer science, math, physics, engineering, or other quantitative fields.
• Strong programming skills in C++/Java or other OO languages.
• Strong knowledge of statistics and machine learning.
• Demonstrate attention to detail and collaborative mindset.

Responsibilities

• Analyze data to identify patterns and revenue opportunities.
• Conduct back testing and assess pricing, risk management and execution strategies.
• Expand the group’s library of modelling, analytics, and automation tools.
• Review trading performance and make data-driven decisions.
• Maintain and improve trading software systems and tools.
• Resolve day-to-day trading issues.

Skills

C++/Java programming

Statistics

Machine Learning

Collaboration

Attention to detail

Education

Advanced degree in quantitative field

Tools

KDB+/q

Job description

The Automated Trading Strategies (ATS) group is responsible for systematic trading across FX, Rates, Commodities, and Credit markets. The team is responsible for a broad scope including the design and implementing of cutting edge proprietary quantitative models that drive our automated trading systems (pricing, risk management and execution), the oversight of day-to-day risk and operations, and the optimization Franchise client liquidity offering in a data-driven manner.

Job Summary

As an Associate/VP in Automated Trading Strategies in US Treasuries, you will contribute to the building of systematic trading strategies using quantitative and ML approaches. You must be responsible, independent, driven, and able to work in smooth collaboration with the wider team. The environment is fast-paced and challenging. The group is globally distributed so clear written and verbal communication is required. Members of the team are also expected to cover a wide range of responsibilities - spanning trading, quantitative research, and technology. Prior experience in UST e-Trading and/or Central Risk Book is preferred.

Job Responsibilities

• Analyze of data to identify patterns and revenue opportunities
• Conduct back testing and assessing pricing, risk management and execution strategies
• Expand the group’s library of modelling, analytics, and automation tools
• Review trading performance and making data driven decisions
• Maintain and improve trading software systems and tools
• Resolve day-to-day trading issues

Required qualifications, capabilities, and skills

• Advanced Degree in computer science, math, physics, engineering, or other quantitative fields
• Relevant full-time experience
• Ability to demonstrate strong programming skills in C++/Java or other object-oriented languages
• Strong knowledge of statistics and machine learning
• Attention to detail, adaptable, driven and collaborative
• Demonstrate interest in markets and systematic trading

Preferred qualifications, capabilities, and skills

• Prior experiences in eTrading in US Treasuries and/or Central Risk Book.
• Ability to understand and map data flows across applications and data sources
• Prior experience in Rates markets (cash or swaps)
• Knowledge of order types, L2 market data, and central limit order books
• Experience with KDB+/q