Quantitative Trading & Research, Cross-Asset – Analyst

Join a world-class team at J.P. Morgan and help shape the future of financial markets through quantitative research and innovation. This role offers exceptional career growth, exposure to cutting-edge methodologies, and the opportunity to collaborate with talented professionals globally. You will benefit from on-the-job training and have the chance to make a real impact on our business and clients. Be part of a team that values creativity, analytical thinking, and continuous learning.
As an Analyst within the Quantitative Trading & Research team, you will be partner with business leaders to develop and maintain sophisticated mathematical models and analytical tools. You will collaborate closely with trading desks, product managers, and technology teams to create solutions that drive performance and manage risk. Your work will contribute to the development of innovative financial products and effective risk management strategies. We value teamwork, open communication, and commitment to excellence. Join us to advance your career and make a difference in the financial industry.
Job responsibilities
Develop and implement mathematical models in Python and C++ for pricing and risk management
Build and maintain software and tools for real-time pricing and relative value strategies
Collaborate with risk functions to develop models for market and credit risk across various business lines
Write clear and comprehensive documentation for model specifications and implementation testing
Partner with trading desks, product managers, and technology teams to create quantitative trading models
Ensure compliance with regulatory requirements through effective model development and testing
Productionize machine-learning models, including training workflows, model versioning, real-time inference, deployment automation, observability, and rollback controls
Required qualifications, capabilities, and skills
Master’s degree in financial engineering, computer science, mathematics, sciences, statistics, econometrics, or other quantitative fields
1 year of experience in a related quantitative or analytical role, including research experience obtained through master's or Ph.D. studies.
Strong quantitative, analytical, and problem-solving skills
Solid background in calculus, linear algebra, probability, and statistics
Proficiency in at least one object-oriented programming language (C++ or Java) and Python
Knowledge of data structures and algorithms
Ability to think strategically and creatively when solving problems
Excellent verbal and written communication skills
Experience writing technical documentation
Ability to work collaboratively in a team environment
Demonstrated commitment to professional growth and learning
Experience working in a fast-paced, dynamic environment
Preferred qualifications, capabilities, and skills
Knowledge of financial products and asset classes such as Fixed Income, Credit, Commodities, and Equities
Background in computer algorithms and specialization in low-level systems (operating systems, compilers, GPUs)
Familiarity with options pricing theory, trading algorithms, financial regulations, stochastic calculus, machine learning, or high-performance computing
Experience developing models for market and credit risk
Exposure to regulatory compliance in financial modeling
Advanced skills in Python and quantitative analysis