Quantitative Trading & Research – Strategic Indices – Associate or Vice President

JPMorganChase is seeking an experienced Quantitative Researcher to join the Strategic Indices Quantitative Trading & Research (QTR SI) team in London. QTR SI is a core group within the firms Quantitative Trading & Research organization responsible for the implementation deployment independent calculation and risk management of investable indices also known as Quantitative Investment Strategies (QIS). The team operates at the intersection of quantitative research trading and technology covering a broad range of asset classes including Equities Rates Commodities and FX. As part of a global team you will collaborate with Structuring Trading and Technology partners to drive innovation and deliver robust solutions that directly impact revenue generation and client outcomes.

Job Summary

As an Associate or a Vice President within the Strategic Indices Quantitative Trading & Research team you will play a pivotal role in the design development and maintenance of systematic trading strategies and investable indices. You will be responsible for the full lifecycle of strategy implementationfrom research and prototyping through to production deployment and ongoing risk management. This role requires a strong quantitative background hands-on programming expertise and the ability to work collaboratively across global teams to deliver high-quality solutions in a dynamic front-office environment.

Job Responsibilities

You will contribute to the firms Strategic Indices business by working closely with Trading Structuring and Technology teams globally. Key responsibilities include:

• Participate in the development of J.P. Morgan systematic trading strategies in partnership with Structuring teams contributing to the design and enhancement of investable indices.
• Develop deploy and maintain new and existing algorithmic trading strategies ensuring robust implementation and scalability.
• Expand and support the risk management platform used by traders to hedge investable indices enhancing analytical capabilities and operational controls.
• Build foundational infrastructure to support new product offerings improve efficiency and strengthen risk management processes.
• Provide support to Trading teams through risk analysis and investigations of production trading strategies ensuring effective risk mitigation and performance attribution.
• Contribute to the automation ecosystem by delivering end-to-end automation and optimization of trading execution and related workflows.
• Collaborate proactively with business partners across Asia-Pacific London and New York leveraging J.P. Morgans sophisticated solutions and global resources.

Required Qualifications Capabilities and Skills

• Advanced degree (Masters or PhD) in a quantitative field such as Mathematics Computer Science Physics Engineering or equivalent.
• Experience working with quantitative investment strategies and derivatives ideally with cross-asset exposure to Equities Commodities and/or Rates.
• Strong programming background with high proficiency in Python.
• Highly-focused attention to detail and commitment to the quality of deliverables.
• Solid understanding of advanced mathematics used in financial modeling including calculus numerical analysis optimization and statistics.
• Good understanding of the mathematics involved in the valuation of financial products and trading strategies.
• Exceptional analytical quantitative and problem-solving skills.
• Excellent verbal and written communication skills with the ability to engage partners and stakeholders on complex and technical topics.

Preferred Qualifications Capabilities and Skills

• Experience in financial markets and familiarity with general trading concepts and terminology.
• Knowledge of derivatives pricing theory trading algorithms and/or financial regulations.
• Understanding of different types of financial risk and approaches to risk management.
• Interest in applying agile development practices in a front-office trading environment.
• Practical knowledge of derivatives pricing and risk management of vanilla options and volatility products.
• Mindset of robust system and solution design including diligent testing and verification practices.
• Personal qualities outside interests and achievements beyond academia and profession that demonstrate your unique perspective and the value you can bring to the team.