VP Quant Developer, Fixed Income Data & Research Pipelines

Testing Site - JPMC; New York (NY); Hybrid; USD 140,000 - 190,000; Full time

Job summary

Testing Site - JPMC’s GFICC Quantitative Research group seeks a Quantitative Developer to partner with researchers in New York and Mumbai, accelerating research projects and building production pipelines for alpha signal generation.

The role emphasizes Python coding, working across a rapid development lifecycle, and enhancing data infrastructure to enable scalable analysis for fixed income mandates. Collaboration with Investors and Technology teams is essential.

Qualifications

• Strong coding skills in Python including data libraries such as pandas, polars.
• Familiarity with fixed income markets and data analysis.
• Ability to adapt to rapidly changing market conditions and interface with GFICC investors.

Responsibilities

• Rapid Code Development in collaboration with quant researchers and investors to analyze financial data and provide insights.
• Python Coding Expert to assist researchers in producing production-quality code.
• Software Development Lifecycle Management and integration of rapid development code into production pipelines with Technology teams.
• Data Infrastructure enhancement for alpha signal generation in collaboration with Technology and Investment Platform teams.

Skills

Python coding

Pandas

Polars

SQL databases

Tools

Git

Bitbucket

IDEA or VS Code

AWS (S3, Airflow)

Job description

Testing Site - JPMC’s GFICC Quantitative Research group seeks a Quantitative Developer to partner with researchers in New York and Mumbai, accelerating research projects and building production pipelines for alpha signal generation.

The role emphasizes Python coding, working across a rapid development lifecycle, and enhancing data infrastructure to enable scalable analysis for fixed income mandates. Collaboration with Investors and Technology teams is essential.