Quantitative Research - Rates - Vice President (London)

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.

Job summary:

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:

1. Develop advanced analytical and risk management models and capabilities.
2. Implement these models in our quant library and trading/risk platforms, including testing and documentation.
3. Deliver these models to production.
4. 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).