Quantitative Research - Rates - Vice President (London)
Quantitative Research - Rates - Vice President (London)

Quantitative Research - Rates - Vice President (London)

London Full-Time 72000 - 108000 £ / year (est.) No home office possible
J

At a Glance

  • Tasks: Develop and implement advanced models for trading and risk management.
  • Company: Join J.P. Morgan's expert Quantitative Research team, a leader in financial engineering.
  • Benefits: Enjoy competitive pay, professional growth opportunities, and a collaborative work environment.
  • Why this job: Make an impact in finance while working with cutting-edge technology and innovative solutions.
  • Qualifications: Experience in derivatives trading, strong analytical skills, and proficiency in Python/C++ required.
  • Other info: Ideal for those passionate about quantitative finance and eager to solve complex problems.

The predicted salary is between 72000 - 108000 £ per year.

The Rates QR team’s mission is to develop and maintain sophisticated mathematical models, cutting-edge methodologies, and infrastructure to value and hedge financial transactions ranging from vanilla flow products to complex derivative deals. The team also aims to improve the performance of algorithmic trading strategies and promote advanced electronic solutions to clients worldwide. If you are passionate, curious, and ready to make an impact, we are looking for you.

As a Quantitative Developer in the Quantitative Research Rates team, you will provide modelling solutions to the Rates business. Your work will combine classical quant finance with solid software engineering to deliver best-in-class models to the trading desk.

Quantitative Research (QR) is an expert quantitative modelling group at J.P. Morgan, leading in financial engineering, data analytics, statistical modelling, and portfolio management. As a global team, QR partners with traders, marketers, and risk managers across all products and regions. The team contributes to sales and client interaction, product innovation, valuation and risk management, inventory and portfolio optimization, electronic trading, market making, and financial risk controls.

Job responsibilities:

  • Develop advanced analytical and risk management models and capabilities.
  • Implement these models in our quant library and trading/risk platforms, including testing and documentation.
  • Deliver these models to production.
  • Collaborate closely with traders and the wider quant team to solve problems and identify opportunities.

Required qualifications, capabilities, and skills:

  • Experience in a front-office derivatives trading environment.
  • Outstanding analytical and problem-solving abilities.
  • Good written and oral communication skills.
  • Strong coding and software engineering skills with a passion for technical excellence.
  • Professional Python/C++ development experience.
  • Exposure to derivatives pricing theory and standard models.

Preferred qualifications, capabilities, and skills:

  • Deep understanding of derivatives pricing theory and standard models.
  • Experience with SecDB / Beacon (or similar systems).

Quantitative Research - Rates - Vice President (London) employer: J.P. Morgan

At J.P. Morgan, we pride ourselves on being an exceptional employer, particularly for our Quantitative Research team in London. Our collaborative work culture fosters innovation and encourages professional growth, offering employees the chance to develop cutting-edge models that directly impact trading strategies. With access to advanced resources and a commitment to employee development, we provide a unique environment where passionate individuals can thrive and make a meaningful contribution to the financial industry.
J

Contact Detail:

J.P. Morgan Recruiting Team

StudySmarter Expert Advice 🤫

We think this is how you could land Quantitative Research - Rates - Vice President (London)

✨Tip Number 1

Familiarise yourself with the latest trends in quantitative finance and algorithmic trading. This will not only help you understand the role better but also allow you to engage in meaningful conversations during interviews.

✨Tip Number 2

Network with professionals in the industry, especially those working in quantitative research or trading. Attend relevant meetups or webinars to build connections that could lead to referrals or insider information about the role.

✨Tip Number 3

Brush up on your coding skills, particularly in Python and C++. Consider working on personal projects or contributing to open-source projects that showcase your technical abilities and understanding of financial models.

✨Tip Number 4

Prepare to discuss specific examples of how you've applied analytical and problem-solving skills in past roles. Be ready to explain your thought process and the impact of your work on previous projects, as this will demonstrate your capability to deliver results.

We think you need these skills to ace Quantitative Research - Rates - Vice President (London)

Advanced Analytical Skills
Problem-Solving Abilities
Strong Coding Skills
Software Engineering Expertise
Professional Python Development Experience
Professional C++ Development Experience
Understanding of Derivatives Pricing Theory
Experience in Front-Office Derivatives Trading
Collaboration Skills
Documentation Skills
Testing and Implementation Skills
Communication Skills
Familiarity with Quantitative Modelling
Exposure to Algorithmic Trading Strategies
Knowledge of Risk Management Models

Some tips for your application 🫡

Tailor Your CV: Make sure your CV highlights relevant experience in quantitative finance, software engineering, and derivatives trading. Use specific examples to demonstrate your analytical skills and coding proficiency in Python or C++.

Craft a Compelling Cover Letter: In your cover letter, express your passion for quantitative research and how your background aligns with the role. Mention any specific projects or achievements that showcase your problem-solving abilities and technical expertise.

Showcase Your Technical Skills: Include a section in your application that details your technical skills, particularly in programming languages like Python and C++. Highlight any experience with financial modelling or risk management tools that are relevant to the position.

Prepare for Technical Questions: Anticipate technical questions related to derivatives pricing theory and quantitative modelling. Brush up on key concepts and be ready to discuss your approach to solving complex problems during potential interviews.

How to prepare for a job interview at J.P. Morgan

✨Showcase Your Technical Skills

Be prepared to discuss your experience with Python and C++. Bring examples of projects where you've implemented complex models or algorithms, as this will demonstrate your technical prowess and problem-solving abilities.

✨Understand Derivatives Pricing Theory

Brush up on your knowledge of derivatives pricing theory and standard models. Be ready to explain these concepts clearly, as they are crucial for the role and will likely come up during technical discussions.

✨Communicate Effectively

Since good communication skills are essential, practice explaining complex quantitative concepts in simple terms. This will help you connect with both technical and non-technical interviewers.

✨Demonstrate Collaboration Skills

Highlight any past experiences where you've worked closely with traders or other teams. Emphasising your ability to collaborate and solve problems together will show that you're a team player, which is vital in a front-office environment.

Quantitative Research - Rates - Vice President (London)
J.P. Morgan
J
  • Quantitative Research - Rates - Vice President (London)

    London
    Full-Time
    72000 - 108000 £ / year (est.)

    Application deadline: 2027-06-18

  • J

    J.P. Morgan

Similar positions in other companies
UK’s top job board for Gen Z
discover-jobs-cta
Discover now
>