Quantitative Trading & Research - Quantitative Developer Systematic Trading - Associate
JPMorgan Chase17 hours ago
Base Salary
$150k - $200k/yr
Responsibilities
- Design and build high-performance market-data, feature-computation, backtesting, simulation, model-serving, execution, and monitoring components for systematic trading.
- Develop reliable low-latency C++ services and APIs integrating quantitative models with real-time market data, pricing, risk controls, and order-management systems.
- Build scalable data and research pipelines supporting granular historical data, reproducible experiments, distributed computation, and rapid strategy iteration.
- Optimize systems for throughput, tail latency, memory efficiency, resilience, and deterministic behavior through profiling and measurement.
- Productionize machine-learning models through training workflows, model versioning, real-time inference, deployment automation, observability, and rollback controls.
- Partner with researchers and traders to translate strategy requirements into robust software and support live systems.
Requirements
- Bachelor’s, master’s, or PhD in computer science, engineering, mathematics, or a related technical discipline, or equivalent professional experience.
- At least 2 years of professional experience in software engineering, quantitative development, low-latency systems, or ML infrastructure.
- Strong modern C++ skills including data structures, concurrency, memory management, performance profiling, and production debugging.
- Proficiency in Python and experience building software for quantitative researchers or other data-intensive applications.
- Understanding of distributed systems, testing, software design, reliability, and operating production services end-to-end.
- Evidence of owning performance-critical systems from design through deployment, monitoring, and incident resolution.
- Preferred experience with electronic trading architecture, including exchange connectivity, market-data normalization, order management, pre-trade risk, or execution systems.
- Preferred knowledge of Linux performance engineering, kernel or network tuning, lock-free programming, hardware-aware optimization, or FPGA-adjacent systems.
- Preferred experience with PyTorch, JAX, CUDA, GPU clusters, Ray, Kafka, Kubernetes, Spark, or comparable technologies.
- Preferred understanding of market microstructure, backtesting pitfalls, transaction costs, and the operational needs of live quantitative strategies.
- Preferred experience operating real-time systems in a hedge fund, proprietary trading firm, market maker, exchange, or financial institution.
Benefits
- Competitive total rewards package with benefits determined by eligibility and role, experience, skill set, and location.
- Benefits include health care coverage, on-site health and wellness centers, retirement savings, backup childcare, tuition reimbursement, mental health support, and financial coaching.
- Eligible roles may receive commission-based pay or discretionary incentive compensation in cash or forfeitable equity.
- Hiring is available globally across New York, London, Singapore, and Hong Kong.
Categories
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.