VP Quantitative Developer – Fixed Income Research & Data

JPMorgan Chase & Co.; New York (NY); On-site; USD 100,000 - 140,000; Full time

Job summary

A leading financial institution in New York is seeking a Quantitative Developer to join their GFICC Quantitative Research team. The role involves developing production quality code in Python to analyze financial data. Responsibilities include collaboration with quant researchers, managing software development lifecycle, and improving data infrastructure for alpha generation. Candidates should have a strong understanding of fixed income markets and proficiency in data tools like SQL and AWS technologies. This is an opportunity to accelerate research projects and insights in a collaborative environment.

Qualifications

• Strong coding skills in Python including data libraries such as pandas, polars.
• Ability to adapt to rapidly changing market conditions.

Responsibilities

• Develop code to analyze financial data and provide insights.
• Assist quant researchers in developing production quality code.
• Integrate rapid development code into production pipelines.
• Improve data infrastructure for alpha signal generation.

Skills

Python coding and data libraries

Fixed income market familiarity

Ability to adapt to market conditions

SQL database familiarity

Software repository tools like git

Professional IDE proficiency

AWS technologies familiarity

Job description

A leading financial institution in New York is seeking a Quantitative Developer to join their GFICC Quantitative Research team. The role involves developing production quality code in Python to analyze financial data. Responsibilities include collaboration with quant researchers, managing software development lifecycle, and improving data infrastructure for alpha generation. Candidates should have a strong understanding of fixed income markets and proficiency in data tools like SQL and AWS technologies. This is an opportunity to accelerate research projects and insights in a collaborative environment.