Quant jobs / JPMorgan

EMEA STIRT – Rates & FX Swap Quantitative Trader – Vice President

A hybrid trader and quant who owns systematic pricing and market making in EUR and GBP rates and G10 FX swaps. It sits in JPMorgan's EMEA short-term interest rate trading team, between voice traders and quants.

What you’d work on

Our reading of the posting: what a new hire in this role would most likely spend their first months on.

Run a live short-term rates book, electronic and manual
Own and improve the FX swap and interest rate swap pricing algorithms
Turn voice traders' judgement into pricing model logic
Manage risk while writing and testing systematic trading code

What they ask for

Required

Experience building an electronic market-making business from design to live
Strong quantitative and technical background
Trading instinct
Fluency with both trader and developer language
Python or similar for prototyping pricing logic

Education: No degree level stated.
Experience: Proven record building and running an electronic market-making business in a related product.
Languages and tools: Python
Markets: fixed-income, fx

How to prepare

Learn how swap and FX swap pricing, funding and basis work
Study market-making models for quoting, skew and inventory risk
Build a toy quoting algorithm in Python and simulate it against historical rates data
Learn the risk measures traders use on a rates book such as DV01 and curve exposures

What to study

The Rates Quant roadmap sets out the stages for this kind of role, with free resources for each.

Open the roadmap

Apply

Read the full posting on JPMorgan’s site before applying: requirements, location and pay can change after we check them.

View the posting on JPMorgan’s site ↗

SelfMadeQuant wrote this summary from the employer’s public posting, last checked 6 November 2026. SelfMadeQuant isn’t affiliated with JPMorgan and doesn’t handle applications.