VP, Quantitative Trading & Research — Alpha Systems

J.P. Morgan; Worcester (MA); On-site; USD 150,000 - 230,000; Full time

Job summary

J.P. Morgan is seeking a Quantitative Researcher for the Cash Equities team to drive alpha signal research, portfolio optimization, risk analytics, and systematic trading initiatives.

You will collaborate with traders to advance data-driven trading models and to scale analytics across desks. The role requires strong quantitative skills, experience in portfolio analytics, and a PhD or MS in a quantitative field.

Qualifications

• Strong quantitative background and problem-solving skills.
• Direct experience with portfolio optimization and risk models.
• Experience in finance: electronic trading, ETF or derivatives.
• Proficient in Python, KDB, C++, or Java.
• Hands-on data analytics with large, high-dimensional data.
• MS or PhD in a quantitative field.
• 7 years’ experience in finance.

Responsibilities

• Collaborate with traders to develop data-driven analytic processes for automated trading.
• Develop alpha models and leverage statistics or machine learning to improve trading signals.
• Design and implement risk analytics and portfolio optimization frameworks.
• Work with regional QTR teams to build reusable analytics libraries and tools.
• Communicate results and insight to traders and stakeholders.

Skills

Python

KDB

C++

Java

Portfolio optimization

Risk models

Data analytics

Machine learning

Communication skills

Strategic thinking

Education

MS or PhD in a quantitative field

Tools

KDB+

Python libraries

C++ libraries

Job description

J.P. Morgan is seeking a Quantitative Researcher for the Cash Equities team to drive alpha signal research, portfolio optimization, risk analytics, and systematic trading initiatives.

You will collaborate with traders to advance data-driven trading models and to scale analytics across desks. The role requires strong quantitative skills, experience in portfolio analytics, and a PhD or MS in a quantitative field.