Executive Director - Quantitative Research Principal Software Engineer
JPMorgan Chase6 hours ago
Base Salary
$204k - $285k/yr
Responsibilities
- Develop pricing models, risk analytics, and quantitative tools for derivatives across rates, credit, and equities.
- Build and enhance derivatives analytics on the Athena Python platform with robust testing, documentation, and production-quality delivery.
- Partner with portfolio managers and traders to translate investment and risk workflows into quantitative solutions.
- Troubleshoot and resolve model- and analytics-related issues for internal clients.
- Contribute to derivatives trade-lifecycle capabilities, including pricing, risk aggregation, and hedging analytics.
- Architect and govern agentic AI-enabled engineering workflows and define guardrails for validation, security, resiliency, and reuse.
- Create durable, reusable software frameworks leveraged across teams and influence senior business, product, and technology stakeholders.
Requirements
- Formal software engineering training or certification and 10+ years of applied experience.
- Master’s or Ph.D. in a quantitative discipline such as Mathematics, Physics, Statistics, Engineering, Quantitative/Financial Engineering, or Computer Science.
- Strong quantitative background and proven derivatives experience in one or more of rates, credit, and equities.
- Deep understanding of derivatives pricing, risk, analytics, and option pricing theory.
- Strong foundation in stochastic calculus, probability theory, and numerical methods.
- Strong Python programming and quantitative development skills with the ability to deliver production-ready solutions.
- Experience as a quant developer and collaboration with quants, traders, or portfolio managers in a front-office environment.
- Excellent communication skills for engaging with front-office stakeholders.
- Preferred experience with JPMorganChase Athena or comparable platforms such as Quartz or Beacon.
- Preferred working knowledge of Java, C++, or C# and familiarity with the derivatives trade lifecycle across multiple asset classes.
Benefits
- Competitive total rewards package with base salary determined by role, experience, skills, and location; eligible roles may also receive commission-based or discretionary incentive compensation.
- Comprehensive health care coverage, on-site health and wellness centers, retirement savings plan, backup childcare, tuition reimbursement, mental health support, and financial coaching.
- The role is based in New York, NY.
About JPMorgan Chase
JPMorgan Chase provides consumer and commercial banking, payments, credit card, wealth management, and corporate and investment banking services to individuals, businesses, institutions, and governments. The public company (NYSE: JPM) earns revenue from interest, fees, trading, and asset management across operations in more than 100 markets. Headquartered in New York City with roots dating to 1799, it serves retail customers and prominent corporate and government clients through brands including Chase and J.P. Morgan.