Industry not specified

Quantitative Trading and Research - Rates - Quantitative Developer - Vice President

at J.P. Morgan

Tech LeadNo visa sponsorshipPython

Posted a day ago

No clicks

Compensation: Not specified USD
City: New York City
Country: United States

Join a collaborative, fast-paced Rates Quant team to power systematic trading in global Rates markets. As a Quantitative Developer, Rates – Vice President, you will design, build and productionize execution capabilities and translate research ideas into robust, low-latency strategies. You will partner with researchers and traders to evolve models, tooling and platforms used in live markets. You’ll own the end-to-end development lifecycle from design to deployment and ongoing performance tuning.

Location: New York, NY, United States

Join a collaborative, fast-paced team where your code powers systematic trading in global Rates markets. You will help transform research into robust, production-grade strategies and

platforms. Work closely with quantitative researchers and traders to design, build and evolve execution capabilities. Grow your impact by shaping models and systems used every day in live markets.

Job summary

As a Quantitative Developer, Rates – Vice President in the Rates Quantitative Trading and Research team, you design and deliver production systems that enable systematic trading at scale. You partner with researchers and traders to translate ideas into resilient, performant algorithms and execution platforms. You thrive in a dynamic, collaborative environment and bring a builder’s mindset to continuously improve models, tooling and workflows.

Job responsibilities

Design, build and maintain algorithmic trading systems and execution platforms for systematic Rates trading

Implement quantitative models in production, translating research prototypes into robust, scalable strategies

Collaborate with traders and researchers to refine models, quoting, hedging, risk management and allocation processes

Engineer high-quality, testable and observable code for reliability in live markets

Optimise performance, latency and throughput of critical trading components

Automate workflows and deployments to improve speed, safety and repeatability across the stack

Monitor, diagnose and resolve production issues, contributing to continuous improvement

Document designs, interfaces and operating procedures to support transparency and knowledge sharing

Required qualifications, capabilities, and skills

Proficiency in programming with Java, C++ or another object-oriented language

Experience performing data analysis in Python, including proficiency with data science libraries (e.g., NumPy, pandas) and visualisation tools

Ability to translate quantitative models into reliable, maintainable production code

Effective interpersonal and communication skills; ability to collaborate with traders, quantitative researchers and software engineers

High attention to detail and a commitment to quality in fast-paced environments

Interest in financial markets and systematic trading

Bachelor’s or Master’s degree in Computer Science, Mathematics, Physics, Engineering or another quantitative field

Preferred qualifications, capabilities, and skills

Knowledge of Fixed Income and Rates markets

Experience with high-frequency, algorithmic or electronic trading, including low-latency and performance-sensitive systems

The Rates Trading Strategies team is focused on the global rates market and data-driven adjustments to improve performance.

Back to all Python jobs