Quantitative Trading & Research - Credit - Vice President

Testing Site - JPMC; New York (NY); Presencial; USD 180.000 - 320.000; Jornada completa

Descripción de la vacante

JPMorgan Chase & Co. in New York seeks a Vice President for its Credit Quantitative Trading and Research team.

You will leverage AI/ML to enhance trading strategies across corporate bonds, bond portfolios, and fixed income ETFs globally, bridging research and production deployment. You will collaborate with traders and researchers to design models, translate market data into insights, and build end-to-end tools that scale in a fast-paced, data-driven environment, with emphasis on robustness and

Formación

• A post-graduate degree in a STEM discipline with hands-on AI/ML timeseries experience.
• Experience in quantitative research or related role within e-trading space (3–5 years).
• Strong knowledge of corporate credit, fixed income markets, and ETFs.

Responsabilidades

• Invest in and improve AI/ML models and frameworks.
• Collaborate with market makers, traders, and stakeholders to support trading activities.
• Analyze market trends and datasets to translate into actionable insights.
• Design and implement end-to-end tools and systems ensuring compliance with best practices.
• Foster understanding of cross-functional connections to drive team success.
• Drive projects with a quantitative research perspective toward long-term goals.

Conocimientos

AI/ML

Time series modeling

Statistical modeling

Corporate credit knowledge

Fixed income markets

ETFs knowledge

Python

Java

Communication skills

Collaborative work

Educación

Postgraduate STEM degree

Herramientas

Python

Java

Descripción del empleo

We are seeking a highly skilled and motivated Vice President to join our Credit Quantitative Trading (QT) team, within the JPMorgan Quantitative Trading and Research (QTR) umbrella. This is a unique opportunity to work with Credit asset class, specifically in corporate bonds, bond portfolios, and fixed income ETFs globally. You will be involved in comprehensive analytics, models, and tools used in various trading activities within High-Touch and Low-Touch (Algo/Systematic) bond market making.

Job Summary:

As a Vice President on our Credit Quantitative Trading and Research team, you will have the opportunity to collaborate with cross-functional teams, leveraging AI/ML to enhance our trading strategies and decision-making processes. You will explore and integrate various AI/ML methodologies into our modeling approach. This involves a scientific exploration of innovative techniques, with a focus on developing and deploying proven results in a production setting end-to-end. You need to be a forward-thinking individual who can bridge the gap between cutting-edge research and practical application, ensuring that AI/ML models are robust, scalable, and aligned with business objectives and success criteria. This is an exciting role for those who appreciate how every part of the business connects well together and are eager to contribute to the evolution of our quantitative research capabilities.

Job Responsibilities:

• Investing in existing AI/ML models and continuously improving capabilities to keep up with modern frameworks
• Collaborate with market makers, traders, and other stakeholders to support trading activities and strategies.
• Analyze market trends and large datasets, translating them into actionable insights using various methodologies relevant to the projects.
• Design and implement tools and systems end-to-end, ensuring that models and analytics comply with industry best practices.
• Foster a deep understanding of how different parts of the business connect and contribute to the overall success of both the individual and the team.
• Drive projects with a keen eye from a quantitative research perspective, ensuring they progress in the right direction for long-term success.

Required Qualifications, Capabilities, and Skills:

• A post-graduate degree in a STEM discipline (e.g., Mathematics, Physics, Engineering, Computer Science) with hands-on experience in AI/ML timeseries models and traditional statistical modeling.
• Minimum 3 to 5 years of experience in a quantitative research or related role within e-trading space
• Strong knowledge of corporate credit, fixed income markets, and ETFs.
• Excellent analytical skills with a keen attention to detail and a systematic approach to problem-solving, with a willingness to explore new ideas.
• Ability to work collaboratively in a fast-paced, dynamic environment, while also demonstrating independent thinking and exceptional organizational capabilities.
• Strong communication skills to effectively convey complex concepts to non-technical stakeholders.

Preferred Qualifications, Capabilities, and Skills:

• Expertise in deep learning, time series modeling, with the ability to experiment with and apply various modeling techniques to enhance predictive accuracy and insights.
• Advanced proficiency in programming languages such as Python and Java, enabling the development and implementation in libraries, micro-services, and systems.