Quantitative Trading & Research - Credit Quantitative Trading - Vice President Job New York New York USA,Finance & Banking

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 JPMorgan

Chase, 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

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
Collaborate with other teams to identify opportunities for revenue growth

Required Qualifications , Capabilities, and Skills

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

Preferred Qualifications , Capabilities, and Skills

Experience in Credit market-making or related asset classes
Familiarity with automated trading systems
Experience with large-scale data sets and optimizing low-latency systems
Advanced degree (Master’s or PhD) in a quantitative discipline