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

JPMorgan Chase JPMorgan Chase · Banking · New York, NY +1 · Commercial & Investment Bank

Quantitative Developer (VP) at JPMorgan Chase in New York, NY, focused on designing, building, and maintaining algorithmic trading systems and execution platforms for systematic Rates trading. The role involves translating quantitative models into production-grade code, collaborating with researchers and traders, and optimizing system performance and reliability in live markets.

What you'd actually do

  1. Design, build and maintain algorithmic trading systems and execution platforms for systematic Rates trading
  2. Implement quantitative models in production, translating research prototypes into robust, scalable strategies
  3. Collaborate with traders and researchers to refine models, quoting, hedging, risk management and allocation processes
  4. Engineer high-quality, testable and observable code for reliability in live markets
  5. Optimise performance, latency and throughput of critical trading components

Skills

Required

  • 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

Nice to have

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

What the JD emphasized

  • production-grade
  • production
  • production issues