Overview
Join the Quantitative Trading & Research Rates team to design and operate production components of the systematic swaps trading stack. You will build research and data infrastructure, backtest models, and bring research prototypes to live production with robust monitoring. The role spans trading, quantitative research, and technology in a fast-paced, globally distributed environment. You will collaborate across teams to optimize pricing, hedging, and execution, contributing to data-driven risk management and liquidity solutions.
Responsibilities
- Design, build and operate production components of the systematic swaps trading stack (pricing, risk projection, hedging and execution) from design to deployment and incident resolution
- Develop research and data infrastructure including backtesting, simulations, signal/feature pipelines, and reproducible analysis over large historical datasets
- Translate models and strategies from prototype to production with monitoring and behavior alignment
- Analyze trading data to identify patterns, inefficiencies and revenue opportunities to improve pricing, hedging and execution
- Research, backtest and calibrate enhancements to quantitative models and trading strategies
- Expand shared libraries of modelling, analytics and automation tools
- Support live trading by monitoring, investigating issues, and improving controls
- Demonstrate end-to-end software ownership (design, testing, deployment, operation)
Key requirements
- Degree in computer science, mathematics, physics, engineering or another quantitative field
- Relevant full-time experience in systematic trading, software engineering, quantitative development or similar technical role
- Strong programming ability in Java or C++, with Python for research and data analysis
- Evidence of end-to-end software ownership (design to live operation)
- Knowledge of probability, statistics, and advanced data analysis techniques
- Attention to detail, adaptability, drive and collaboration
- Active interest in markets and quantitative trading
- collaboration
- clear written and verbal communication
- detail-oriented
- Java or C++ programming
- Python programming for research and data analysis
- probability and statistics
Quantitative Trading & Research – Rates Quantitative Trader – Analyst or Associate 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.
