Quantitative Trading & Research - Rates - Quantitative Developer - Vice President

JPMorgan Chase & Co.; New York (NY); On-site; USD 180,000 - 260,000; Full time

Job summary

JPMorgan Chase & Co. in New York invites a Quantitative Developer, Rates – Vice President, to design and deliver production systems to enable systematic trading at scale. You will work with researchers and traders to translate ideas into robust algorithms and execution platforms in fast-paced markets.

You thrive on building observable, high-quality code, improving models and workflows, and collaborating across teams to optimize performance, latency and risk controls.

Qualifications

• Bachelor’s or Master’s degree in a quantitative field.
• Proficiency in Java, C++ or another OO language and Python data analysis.
• Ability to translate models into maintainable production code.
• Strong collaboration with traders and researchers in fast-paced environments.

Responsibilities

• Design, build and maintain algorithmic trading systems and execution platforms.
• Implement quantitative models in production for systematic rates trading.
• Collaborate with traders and researchers to refine models, hedging and risk management.
• Engineer high-quality, testable and observable code for live markets.
• Optimize performance, latency and throughput of trading components.
• Automate workflows and deployments across the stack.
• Monitor and resolve production issues; document designs and interfaces.

Skills

Java

C++

Python

Data analysis

Communication

Quantitative thinking

Education

Bachelor’s or Master’s degree in Computer Science/Math/Physics/Engineering

Tools

NumPy

pandas

Job description

Join a collaborative, fast-paced team where your code powers systematic trading in global Rates markets. You will help transform research into robust, production-grade strategies and

platforms. Work closely with quantitative researchers and traders to design, build and evolve execution capabilities. Grow your impact by shaping models and systems used every day in live markets.

Job summary

As a Quantitative Developer, Rates – Vice President in the Rates Quantitative Trading and Research team, you design and deliver production systems that enable systematic trading at scale. You partner with researchers and traders to translate ideas into resilient, performant algorithms and execution platforms. You thrive in a dynamic, collaborative environment and bring a builder’s mindset to continuously improve models, tooling and workflows.

Job responsibilities

• Design, build and maintain algorithmic trading systems and execution platforms for systematic Rates trading
• Implement quantitative models in production, translating research prototypes into robust, scalable strategies
• Collaborate with traders and researchers to refine models, quoting, hedging, risk management and allocation processes
• Engineer high-quality, testable and observable code for reliability in live markets
• Optimise performance, latency and throughput of critical trading components
• Automate workflows and deployments to improve speed, safety and repeatability across the stack
• Monitor, diagnose and resolve production issues, contributing to continuous improvement
• Document designs, interfaces and operating procedures to support transparency and knowledge sharing

Required qualifications, capabilities, and skills

• Proficiency in programming with Java, C++ or another object-oriented language
• Experience performing data analysis in Python, including proficiency with data science libraries (e.g., NumPy, pandas) and visualisation tools
• Ability to translate quantitative models into reliable, maintainable production code
• Effective interpersonal and communication skills; ability to collaborate with traders, quantitative researchers and software engineers
• High attention to detail and a commitment to quality in fast-paced environments
• Interest in financial markets and systematic trading
• Bachelor’s or Master’s degree in Computer Science, Mathematics, Physics, Engineering or another quantitative field

Preferred qualifications, capabilities, and skills

• Knowledge of Fixed Income and Rates markets
• Experience with high-frequency, algorithmic or electronic trading, including low-latency and performance-sensitive systems