Credit Systematic Market Making Associate
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Job Location:
Monthly Salary:
Posted on:
23 hours ago
Vacancies:
1 Vacancy
Job Summary
Join a highimpact team at the intersection of trading quantitative research and technology. Youll design and scale systematic pricing and execution for corporate bonds and ETFs applying modern engineering and data science to real market problems. Work sidebyside with traders technologists and researchers to turn ideas into production. Grow your skills own outcomes and contribute to an inclusive collaborative culture in Singapore.
As a Systematic Market Making Associate in our Markets team you build and run automated pricing and execution for corporate bonds and Portfolio primary activities across Asia. You apply quantitative modeling software engineering and market microstructure knowledge to scale trading manage risk and improve performance. You will operate alongside the credit trading team and collaborate closely with sales while maintaining strong controls and operational excellence.
Job responsibilities
- Automate daytoday workflows for US investmentgrade corporate bond trading across Asia resolving production and trading issues quickly.
- Construct and optimize baskets for Portfolio creation/redemption and execute primary market workflows to enhance balance sheet usage and profitability.
- Manage intraday and endofday risk for US investmentgrade corporate bonds within risk limits and controls.
- Implement validate and maintain systematic pricing models for bond portfolios; enhance and support production trading tools in Python and Java.
- Analyze large datasets to identify patterns and trading opportunities; design and deploy algorithms for pricing execution and order routing in Asia bond markets.
- Research and improve hedging strategies; run backtests and performance studies; monitor models and document assumptions and limitations.
- Collaborate with trading and sales to price bond portfolios and facilitate portfolio trading while maintaining strong governance and documentation.
- Partner with Technology Risk Quant Research Compliance and Operations to ensure production stability change management and continuous improvement.
- Uphold regulatory conduct and control standards; escalate issues promptly and contribute to postincident reviews and remediation.
Required qualifications capabilities and skills
- 3 years experience in quantitative trading electronic market making or systematic execution for fixed income markets.
- Experience managing risk for a bond marketmaking book with clear understanding of limits and control frameworks.
- Degree in Computer Science or a quantitative discipline with emphasis on simulation or comparable quantitative methods.
- Experience delivering production trading systems endtoend: research implementation testing deployment and support.
- Experience in ETF primary market activity or portfolio trading for corporate bonds including basket construction and operational execution.
- Proficiency in Python and Java including asynchronous and eventdriven programming; experience with testing CI/CD and monitoring in production.
- Knowledge of credit bond pricing and analytical models used for valuation and execution.
- Academic and practical grounding in machine learning applied to timeseries or market modeling.
Preferred qualifications capabilities and skills
- Familiarity with market data and timeseries technologies (e.g. kdb/q) and distributed systems.
- Experience building lowlatency or largescale systems; additional languages (C/C) are a plus.
- Strong skills in timeseries analysis optimization and machine learning; experience with backtesting and model performance monitoring.
- Experience collaborating with crossfunctional teams across regions and time zones.
Required Experience:
IC
Key Skills
- Microsoft Access
- SQL
- Analysis Skills
- Microsoft Powerpoint
- Securities Law
- Data Mining
- Investment Banking
- Market Research
- Microsoft Excel
- Visual Basic
- Bloomberg
- Data Analysis Skills
About Company
JPMorganChase, one of the oldest financial institutions, offers innovative financial solutions to millions of consumers, small businesses and many of the world’s most prominent corporate, institutional and government clients under the J.P. Morgan and Chase brands. Our history spans ov ... View more
