Expert
Quantitative Trading & Research - Credit Quantitative Trading - Vice President
We are seeking a highly skilled and motivated Vice President to join our Credit Quantitative Trading (QT) team within JPMorgan Quantitative Trading and Research (QTR). This is a unique opportunity to be part of a global group where your quantitative research and engineering will directly influence our credit market-making and systematic trading franchise across corporate bonds, CDS indices, portfolios, fixed income secondary and primary ETF activities.
Job Summary
As a Vice President in FICC Quantitative Trading at JPMorganChase, you will partner with traders, sales, and technologists to solve complex pricing, hedging/risk, inventory, distribution, and market-structure challenges across FICC. You will drive initiatives from research and back-testing through production implementation and ongoing monitoring, delivering measurable business impact in a fast-paced, highly collaborative environment.
Job Responsibilities
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Produce innovative research on quantitative trading strategies
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Use data-driven techniques and backtesting to demonstrate performance improvements
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Implement strategies in production code and enhance trading software systems
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Optimize client pricing distribution
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Monitor performance and resolve day-to-day trading issues
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Collaborate with other teams to identify opportunities for revenue growth
Required Qualifications, Capabilities, and Skills
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Degree in mathematics, physics, engineering, computer science, or other quantitative subject
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At least three years of industry experience or equivalent further academic study
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Strong programming skills in C++, Java, or other object-oriented languages
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Knowledge of probability, statistics, and experience with advanced data analysis techniques
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Excellent written and verbal communication skills
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Active interest in markets and quantitative trading
Preferred Qualifications, Capabilities, and Skills
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Experience in Credit market-making or related asset classes
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Familiarity with automated trading systems
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Experience with large-scale data sets and optimizing low-latency systems
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Advanced degree (Master’s or PhD) in a quantitative discipline
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