JPMorgan Chase is seeking an experienced Quantitative Developer for their Rates Quantitative Research team in London. The role involves developing sophisticated mathematical models for derivatives trading, implementing advanced analytical solutions, and working closely with trading desks to improve financial technologies.
As a Quantitative Developer in the Rates QR team, you will develop and maintain sophisticated mathematical models to value and hedge complex financial transactions, improve algorithmic trading strategies, and deliver advanced electronic solutions for clients worldwide. Your primary responsibilities will involve creating cutting-edge analytical models, implementing these models in quant libraries and trading/risk platforms, conducting comprehensive testing, and producing detailed documentation.
The role requires outstanding analytical and problem-solving abilities, with professional expertise in Python/C++ development, derivatives pricing theory, and software engineering. Candidates must demonstrate strong technical skills, excellent communication capabilities, and prior experience in a front-office derivatives trading environment. Deep understanding of financial modeling, derivatives pricing standards, and proficiency in implementing complex quantitative solutions are essential.
JPMorgan Chase offers a dynamic, global work environment where you can contribute to innovative financial engineering, collaborate with world-class traders and researchers, and develop advanced technological solutions. The role provides opportunities for professional growth, exposure to complex financial challenges, and the chance to work with cutting-edge technology in a prestigious global financial institution that values diversity, technical excellence, and continuous learning.
