Quantitative Trading & Research, Credit Quantitative Trading, Vice President

JPMorgan Chase

Confirmed live yesterday High trust

Quick summary

Work type
On-site
Location
New York, NY
Employment
Full-time
Posted
13 days ago
Freshness
Confirmed live yesterday
Nearby
99+ roles within 25 mi

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Salary context

How this pay compares to similar roles

Similar $184k
$133k $230k
below market most similar roles pay here above market

This listing doesn't post a salary. Most similar roles pay $147,500–$220,900.

Based on 240 similar postings.

Employer

About JPMorgan Chase

JPMorgan Chase & Co. is a global financial services firm and one of the largest banks in the world, offering investment banking, commercial banking, asset management, and consumer financial services.

JPMorgan Chase currently has 1262 open roles on FindRole.

Listed pay typically runs $150,433–$215,000 across 11 roles with salary data.

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At a glance

TL;DR · Quantitative Trading & Research, Credit Quantitative Trading, Vice President

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The Quantitative Trading & Research - Credit Quantitative Trading - Vice President joins the Credit Quantitative Trading team within the broader Quantitative Trading and Research group. In this role, you will partner with traders, sales, and technologists to solve complex pricing, hedging, risk, inventory, and market-structure challenges. You will produce innovative research on quantitative trading strategies, use data-driven techniques for backtesting, and implement strategies into production code while enhancing trading software systems. Key responsibilities include optimizing client pricing distribution and monitoring performance to resolve daily trading issues. You must possess strong programming skills in C++, Java, or other object-oriented languages alongside knowledge of probability, statistics, and advanced data analysis. This position focuses on credit market-making across corporate bonds, CDS indices, portfolios, and fixed income secondary and primary ETF activities.

Skills

C++ Java Quantitative Research Backtesting Data Analysis Low-latency Systems Automated Trading Systems Statistics Probability Production Code FICC Credit Market-making Fixed Income CDS Indices

What you'll do

  • Produce innovative research on quantitative trading strategies.
  • Use data-driven techniques and backtesting to demonstrate performance improvements.
  • Implement strategies in production code and enhance trading software systems.
  • Optimize client pricing distribution.
  • Monitor performance and resolve day-to-day trading issues.
  • Solve complex pricing, hedging, risk, and inventory challenges across FICC.

What we're looking for

  • Degree in mathematics, physics, engineering, computer science, or other quantitative subject.
  • At least three years of industry experience or equivalent further academic study.
  • Strong programming skills in C++, Java, or other object-oriented languages.
  • Knowledge of probability, statistics, and experience with advanced data analysis techniques.
  • Excellent written and verbal communication skills.
  • Active interest in markets and quantitative trading.
  • Experience in Credit market-making or related asset classes (preferred).
  • Familiarity with automated trading systems, large-scale data sets, and low-latency systems (preferred).
  • Advanced degree (Master’s or PhD) in a quantitative discipline (preferred).

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