Quantitative Trading & Research - Rates - Vice President or Executive Director

JPMorgan Chase
London, United Kingdom
On-site

Who this role is best for

Aimed at senior quantitative researchers with advanced degrees and rates domain experience who can lead and implement models in Python and/or C++.

Best fit for

  • Individuals who have led teams and translated research into production-ready trading models
    — “Lead and develop a local team, setting direction, raising standards, and mentoring junior talent”
  • Professionals with hands-on coding experience in Python and/or C++ for financial modeling
    — “Implement quantitative models and analytics in Python and/or C++”

Things to consider

  • The role demands end-to-end model development and documentation for regulatory review
    — “Experience producing clear model development documentation suitable for independent review”
  • Candidates must be prepared to coordinate priorities across multiple stakeholders in EMEA
    — “Serve as the local point of contact for the EMEA business”

How to stand out

  • Highlight experience in structured rates products and model implementation in interviews
    — “Develop pricing and risk models for the structured rates business”
  • Showcase leadership in mentoring junior researchers and team development
    — “Lead and mentor a local team, setting direction and supporting the development of junior talent”
  • Emphasize projects involving non-linear rates models and robust code delivery
    — “Experience developing or supporting non-linear rates models”
  • Demonstrate collaboration with model risk management and technology partners
    — “Partner with model risk management / governance stakeholders”
Pace · Fast PacedCollaboration · HighAutonomy · MediumDecision Impact · Team

Derived from job-description analysis by Serendipath's career intelligence engine.

What success looks like

  • Developed pricing and risk models for structured rates business
  • Translated new product ideas into robust model design, implementation, and controls
  • Led and developed a local team
Typical background
Advanced degree in a quantitative discipline

Skills & requirements

Required

Quantitative FinanceApplied MathematicsStochastic CalculusNumerical MethodsTime Series AnalysisOptimizationPythonC++Rates And Interest Rate DerivativesModel Risk ManagementAnalytical And Problem-solving SkillsCommunication Skills

Preferred

Front-office Quantitative Research

Stack & domain

PythonC++Stochastic CalculusNumerical MethodsTime Series AnalysisOptimizationLeadershipCommunicationFinanceQuantitative Finance

About the role

Original posting from JPMorgan Chase

Push the limits of what’s possible in front-office quantitative research, where your models can directly shape rates trading performance. You’ll partner closely with trading stakeholders to deliver data-driven insights, scalable solutions, and disciplined risk controls. This is a hands-on role combining research depth with practical implementation, focused on impact from idea to production. You’ll also lead and develop a local team, setting direction, raising standards, and mentoring junior talent.

Job summary

As a Vice President or an Executive Director in Rates Quantitative Trading and Research, you will lead front-office quantitative research that builds and evolves rates trading models with clear, measurable impact. You’ll work closely with trading partners to translate market opportunities into robust, production-ready solutions. You’ll balance innovation with disciplined financial risk controls and contribute to a strong risk culture. You will also manage and develop a local team, mentoring junior talent and setting a high bar for technical rigor and delivery.

Job responsibilities

Develop pricing and risk models for the structured rates business to support product innovation and front-office decision-making.Partner with Rates and Fixed Income Financing trading desks to translate new product ideas into robust model design, implementation, and controls.Implement quantitative models and analytics in Python and/or C++, with a focus on performance, maintainability, and production readiness.Produce clear model development documentation and engage model risk management partners to support effective review and approval.Collaborate with technology partners to productionize, scale, and improve the reliability of quantitative solutions for the business.Automate trading workflows and model-driven processes to improve efficiency, controls, and scalability.Analyze market and trading data to generate insights and research that informs quantitative trading strategy.Lead and mentor a local team, setting direction and supporting the development of junior talent.Serve as the local point of contact for the EMEA business, coordinating priorities and delivery across stakeholders. 

Required qualifications, capabilities and skills

Demonstrated expertise in quantitative finance and applied mathematics, including areas such as stochastic calculus, numerical methods, time series analysis, and optimization.Strong programming capability in Python and/or C++, with evidence of delivering robust, maintainable research code.Strong domain knowledge of rates and interest rate derivatives, including pricing and risk concepts.Demonstrated experience developing quantitative models end-to-end, from research through implementation and testing.Experience producing clear model development documentation suitable for independent review.Experience partnering with model risk management / governance stakeholders to support model review and approval.Strong analytical and problem-solving skills, including the ability to use large datasets to generate actionable insights.Strong communication skills, with the ability to explain quantitative topics clearly to trading and technology stakeholders.Advanced degree (Master’s or PhD) in a quantitative discipline (e.g., Mathematics, Physics, Engineering, Computer Science, Quantitative Finance, or similar). 

Preferred qualifications, capabilities and skills

Prior experience in a front-office quantitative research role within a rates and/or fixed income financing trading environment.Experience developing or supporting non-linear rates models (e.g., models relevant to structured rates products and exposures).People leadership experience, including mentoring junior talent and supporting team development.

J.P. Morgan is a global leader in financial services, providing strategic advice and products to the world’s most prominent corporations, governments, wealthy individuals and institutional investors. Our first-class business in a first-class way approach to serving clients drives everything we do. We strive to build trusted, long-term partnerships to help our clients achieve their business objectives.

We recognize that our people are our strength and the diverse talents they bring to our global workforce are directly linked to our success. We are an equal opportunity employer and place a high value on diversity and inclusion at our company. We do not discriminate on the basis of any protected attribute, including race, religion, color, national origin, gender, sexual orientation, gender identity, gender expression, age, marital or veteran status, pregnancy or disability, or any other basis protected under applicable law. We also make reasonable accommodations for applicants’ and employees’ religious practices and beliefs, as well as mental health or physical disability needs. Visit our FAQs for more information about requesting an accommodation.

Source: JPMorgan Chase careers

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