Quantitative Trading & Research - Credit Quantitative Trading - Vice President

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 JPMorganChase, 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