Quantitative Research – Linear Rates – Associate

JP Morgan

Location: Greater London

Job Type: Full time


Perfection not required
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We are seeking a person to join the Quantitative Research team focused on Linear Rates, supporting the EMEA Linear Trading business. The successful candidate will sit within the Linear Rates Quantitative Research team and will collaborate with colleagues across the globe to deliver robust and performant pricing analytics in trader tools and in electronic trading systems.

This role will be strongly business-facing and will involve frequent interaction with the trading desk to help improve our pricing tools and explain complex curve models to traders. Day-to-day we expect the person to share in a balanced mixture of responsibilities, including pricing and risk investigation, discussions with the trading desk, model research and development, model documentation, and software development.


  • Implement scalable pricing solutions for G10 Linear Interest Rate traders and electronic trading systems;
  • Work closely with traders explaining complex model behavior;
  • Maintain a stable business environment by providing rapid solutions to quantitative problems;
  • Develop models in Python/C++ for pricing and risk-managing derivatives;

Essential skills, experience and qualifications

  • Excellent communication skills, both oral and written;
  • Strong experience of quantitative thinking and problem-solving, as evidenced by a degree from top tier university in a technical discipline or relevant experience in industry;
  • Appetite to engage in Python and C++ programming;

Desirable skills/experience

  • Experience programming in a large C++ library;
  • Knowledge of Interest Rate products;
  • Expertise in probability theory, stochastic processes, or data analytics;
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