Overview
In this role you will lead front-office quantitative research for rates trading, delivering production-ready models that measurably improve performance. You partner with trading desks to translate market opportunities into robust analytics while upholding disciplined risk controls. You will manage and mentor a local team, elevating technical rigor and delivery standards. This hands-on position blends research depth with practical implementation to drive impact from idea to production. You join a culture focused on risk discipline, collaboration, and scalable, data-driven trading solutions.
Responsibilities
- Develop pricing and risk models for structured rates to inform product innovation and front-office decisions
- Collaborate with Rates and Fixed Income Financing desks to translate ideas into robust model design, implementation, and controls
- Implement quantitative models and analytics in Python and/or C++, focusing on performance and production readiness
- Produce model development documentation and engage model risk management for review and approval
- Work with technology partners to productionize, scale, and improve reliability of quantitative solutions
- Automate trading workflows and model-driven processes to boost efficiency, controls, and scalability
- Analyze market and trading data to generate insights guiding quantitative trading strategy
- Lead and mentor a local team, supporting junior talent development
Key requirements
- Expertise in quantitative finance and applied mathematics (stochastic calculus, numerical methods, time series, optimization)
- Strong programming in Python and/or C++, with robust, maintainable research code
- Deep domain knowledge of rates and interest rate derivatives (pricing and risk concepts)
- End-to-end model development experience from research to implementation and testing
- Experience producing clear model development documentation for independent review
- Experience partnering with model risk management/governance for reviews and approvals
- Strong analytical/problem-solving skills with large datasets
- Strong communication skills to explain quantitative topics to traders and tech stakeholders
- Advanced degree (Master’s or PhD) in a quantitative field
- clear communication
- leadership
- mentoring and talent development
- Python
- C++
- stochastic calculus
Quantitative Trading & Research - Rates - Executive Director in London employer: JP Morgan Chase
Morgan is an exceptional employer, offering a dynamic work culture that prioritises diversity and inclusion while fostering employee growth through comprehensive coaching and development opportunities. As a global leader in financial services, we empower our teams to drive impactful product management and AI enablement, ensuring that every employee can contribute meaningfully to our clients' success in a collaborative environment located at the heart of the financial sector.
