Quantitative Trading Researcher

JPMorgan Chase

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Quick summary

Work type: On-site
Location: New York, NY
Salary: $235,000–$285,000 / yr
Employment: Full-time
Posted: 8 days ago
Freshness: Confirmed live today
Nearby: 99+ roles within 25 mi

Market check

Salary context

Above market

How this pay compares to similar roles

Similar $170k

This role $260k

$108k $304k

below market most similar roles pay here above market

This role pays more than 96% of similar roles. Most pay $126,800–$212,562 — the blue band above. At the midpoint, this role pays about $260k versus about $170k for comparable roles.

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 1226 open roles on FindRole.

Listed pay typically runs $156,750–$215,000 across 5 roles with salary data.

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At a glance

TL;DR · Quantitative Trading Researcher

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The Quantitative Trading Researcher will join the team to automate electronic trading processes from signal generation to auto-quoting and execution risk management. The role involves designing, implementing, and refining electronic trading algorithms for equity markets and futures while ensuring technical performance and adaptability. Key responsibilities include conducting market analysis on historical data, performing back testing, and monitoring algorithm performance to mitigate slippage. Candidates must utilize Python, Java, C++, KDB/q, and SQL to manipulate large datasets and build data pipelines for real-time analytics. Required skills include regression, time-series analysis, linear algebra, and statistics to support model validation. The work focuses on market microstructure, including central limit order book matching, multi-asset market-making infrastructure, direct market access, and FIX messaging to enable low-latency transmission of orders across various electronic trading instruments.

Skills

Python Java C++ KDB/q SQL Matplotlib Plotly Jupyter Time-series analysis Regression Linear algebra Statistics Data pipelines Real-time analytics FIX CLOB DMA Algorithmic trading back testing

What you'll do

Automate the electronic trading process from signal generation to auto-quoting and execution risk management.
Design, implement, test, and refine electronic trading algorithms for equity markets and futures.
Conduct market analysis and backtesting to identify opportunities and validate algorithm effectiveness.
Monitor algorithm performance and set parameters to optimize execution and mitigate slippage.
Coordinate with compliance teams to ensure trading strategies satisfy all internal and regulatory requirements.
Build data pipelines and perform real-time analytics for performance tracking and risk monitoring.
Develop and deploy automated limit order placement and execution for various electronic trading instruments.
Communicate quantitative insights and recommendations to both technical and non-technical audiences.

What we're looking for

Master's degree in a relevant quantitative or engineering field plus 3 years of experience in a related occupation.
Bachelor's degree in a relevant quantitative or engineering field plus 5 years of experience in a related occupation.
3 years of experience programming with Python, Java, or C++ and working with KDB/q and SQL.
3 years of experience conducting statistical and quantitative research on market and transaction data.
3 years of experience applying advanced quantitative techniques including regression, time-series analysis, and linear algebra.
3 years of experience designing, developing, and deploying algorithmic trading solutions for equities, futures, FX, commodities, and indices.
3 years of experience building data pipelines and performing real-time analytics for performance tracking and risk monitoring.
Experience in market microstructure, including CLOB matching, DMA, and FIX messaging for low-latency transmission.

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