Quantitative Trading Strategist, Systematic Volatility APAC

Next Frontier Capital

Worcester (MA)

Hybrid

USD 150,000 - 250,000

Full time

14 days+

Get more replies from employers

Send a job-specific resume in minutes.

Job summary

J.P. Morgan seeks a highly qualified Associate/VP for the QR Systematic Trading APAC group. You will develop data-driven trading signals, implement systematic strategies across options, and optimize allocation across multiple strategies.

Lead automation of trading processes and collaborate with desks to drive alpha in volatility trading. Candidates should have a PhD or Master’s in a quantitative field, strong coding (Python, C++, numpy/pandas) and experience in systematic trading.

Qualifications

PhD or Master’s degree in a quantitative discipline from a top-tier institution.
Experience in systematic quantitative trading in Equity or related asset classes.
Strong written and verbal communication skills; able to convey complex research clearly.
Understanding of algorithmic trading, market making and statistical arbitrage.
Expertise in statistical modelling & optimisation (linear, convex & conic).
Strong coding background in Python and quantitative packages (numpy, pandas).
Ability to analyse large-scale, high-dimensional data from multiple sources.

Responsibilities

Collaborate with volatility flow desks to identify new business opportunities with a systematic mindset.
Lead lifecycle from idea generation to live trading: research, implementation, monitoring, and performance analysis.
Automate and optimise derivatives trading; research for volatility and strategy allocation.
Partner with Cash and Prime Finance to develop data-driven trading solutions and platforms.