Quantitative Trading & Research, Cross-Asset – Associate

J.P. Morgan’s Commercial & Investment Bank is a global leader across banking, markets, securities services and payments. Corporations, governments and institutions throughout the world entrust us with their business in more than 100 countries. The Commercial & Investment Bank provides strategic advice, raises capital, manages risk and extends liquidity in markets around the world. 

Join a world-class team at J.P. Morgan and make an impact on quantitative research. This role offers exceptional career growth, exposure to cutting-edge methodologies, and the opportunity to work alongside talented professionals. You will help shape the future of algorithmic trading, financial products’ valuation and risk management, while benefiting from ongoing training and development. Be part of a collaborative environment where your skills and ideas drive innovation.

As an Associate in the Quantitative Trading & Research team, you partner with business leaders to develop and maintain sophisticated mathematical models. You work closely with trading desks, product managers, and technology teams to create analytical tools and quantitative trading models. You also collaborate with control functions to ensure compliance with regulatory requirements. Your work directly contributes to product innovation, risk management, and the firm’s global leadership in financial engineering.

Job Responsibilities

• Develop and maintain mathematical models to value and hedge financial transactions, from vanilla products to complex derivatives
• Improve algorithmic trading strategies and promote advanced electronic solutions for clients worldwide
• Collaborate with risk functions to develop models for market and credit risk across various business lines
• Build methodologies and infrastructure to implement models in production environments
• Write clear documentation covering model specifications and implementation testing
• Partner with trading desks, product managers, and technology teams to create analytical tools
• Ensure compliance with regulatory requirements through collaboration with control functions

• Productionize machine-learning models, including training workflows, model versioning, real-time inference, deployment automation, observability, and rollback controls

Required Qualifications, Capabilities, and Skills

• Ph.D degree in financial engineering, computer science, mathematics, sciences, statistics, econometrics, or other quantitative fields
• 1 year of experience in a related quantitative or analytical role, including research experience obtained through Ph.D. studies.
• Strong quantitative, analytical, and problem-solving skills
• Solid background in calculus, linear algebra, probability, and statistics
• Proficiency in at least one object-oriented programming language (e.g., C++ or Java) and strong skills in Python
• Knowledge of data structures and algorithms
• Ability to work independently and in a team environment
• Strategic and creative thinking in problem-solving
• Excellent verbal and written communication skills, with the ability to engage and influence stakeholders

Preferred Qualifications, Capabilities, and Skills

• Knowledge of financial products and asset classes such as Fixed Income, Credit, Commodities, and Equities
• Background in computer algorithms, Python, and specialization or significant coursework in low-level systems (operating systems, compilers, GPUs)
• Understanding of options pricing theory, trading algorithms, financial regulations, stochastic calculus, machine learning, or high-performance computing