Quantitative Trading & Research - Quantitative Developer Systematic Trading - Associate
JPMorganChase - New York, NY
Hiring: Quantitative Trading & Research - Quantitative Developer Systematic Trading - Associate Company: JPMorganChase Location: New York, NY Job Posted Time: 2026-09-10 15:00:47 Employment Type: On-site Target Skills & Keywords : AI, C++, FPGA, Kafka, Kubernetes, Linux, PyTorch, Python, Risk Management, Spark About the job Experience: •2+ years of professional experience in software engineering, quantitative development, low-latency systems, or ML infrastructure. •200 years and today we are a leader in investment banking, consumer and small business banking, commercial banking, financial transaction processing and asset management. •Over 200 years and today we are a leader in investment banking, consumer and small business banking, commercial banking, financial transaction processing and asset management. Required Skills: •As an Associate or Vice President for the QTR team, you will build the research and production technology behind •. You will work at the boundary of quantitative research, low-latency engineering, and ML infrastructure •, creating reliable platforms that shorten the path from raw market data and research prototypes to monitored, resilient production strategies •This role is ideal for engineers who enjoy turning ambiguous research requirements into clean interfaces, fast systems, and reproducible workflows—without losing sight of trading realities like latency, determinism, and operational risk. •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 that integrate quantitative models with real-time market data, pricing, risk controls, and order-management systems. •Build scalable data and research pipelines that support granular historical data, reproducible experiments, distributed computation, and rapid strategy iteration. •Optimize critical paths for throughput, tail latency, memory efficiency, resilience, and deterministic behavior; use profiling and measurement to guide engineering decisions. Qualifications: •Bachelor's, Master's, or PhD in computer science, engineering, mathematics, or a related technical discipline (or equivalent professional experience). •Strong modern C++ skills: 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. •Solid understanding of distributed systems, testing, software design, reliability, and operating production services end-to-end. •Evidence of owning performance-critical systems from design → deployment → monitoring → incident resolution. •Knowledge of Linux performance engineering: kernel/network tuning, lock-free programming, hardware-aware optimization, or FPGA-adjacent systems. •Understanding of market microstructure, backtesting pitfalls, transaction costs, and the operational needs of live quantitative strategies. Compensation: •$150,000 - $200,000 / year Interested candidates, please apply directly through the job posting on company's career page or try via AI auto apply on this platform. Don't miss this opportunity to join a forward-thinking team!