Join J.P. Morgan’s Linear Quantitative Research team, a recognized leader in financial engineering, statistical modeling, and portfolio management. As a Vice President in Quantitative Research for Equity eTrading, you will play a key role in developing sophisticated models and methodologies, collaborating with traders, marketers, and risk managers to deliver innovative electronic trading solutions across Asia Pacific and globally.

As a Vice President in the Quantitative Research team for Equity eTrading, you will lead the development and maintenance of advanced mathematical models, methodologies, and infrastructure to enhance algorithmic trading strategies. You will work closely with trading desks and the Electronic Client Services team to design, implement, and promote cutting-edge quantitative solutions, and engage directly with clients to deliver best-in-class electronic trading capabilities.

Job Responsibilities:

Partner with the Electronic Client Service desk to design and enhance algorithmic trading strategies. Lead the development of analytics and data-driven processes to automate and optimize model calibrations, including intraday volume, spread, and volatility predictions. Evaluate, document, and back-test quantitative methodologies and models, ensuring robustness and accuracy. Support trading activities by explaining model and algorithm behavior, conducting scenario analyses, and developing quantitative tools and data analytics. Engage directly with clients to promote, explain, and market our algorithmic solutions. Mentor and guide junior team members, fostering a culture of innovation and excellence. Collaborate with global teams to share best practices and drive continuous improvement in electronic trading.

Required Qualifications, Capabilities, and Skills:

PhD or Master’s Degree in a quantitative discipline from a top-tier institution (e.g., computer science, machine learning, mathematics, statistics, operations research). Minimum five years of relevant experience in quantitative research, electronic trading, or related fields. Strong software design and development skills using Python and Java (or C++). Exceptional analytical, quantitative, and problem-solving skills. Advanced knowledge of mathematics and statistics (probability theory, time series, econometrics). Experience handling and analyzing time-series data. Proven ability to communicate complex research ideas clearly and precisely, both in writing and verbally. Demonstrated leadership and mentoring abilities.

Preferred Qualifications, Capabilities, and Skills:

Experience with algorithmic execution strategies. Knowledge of market microstructure. Familiarity with machine learning and deep neural networks. Experience with KDB. Experience engaging with clients and presenting technical concepts to non-technical audiences.