Quant jobs / JPMorgan

Equities Quantitative Developer – Disciplined Core Equity (Asset Management)

A quant developer role in JPMorgan Asset Management's U.S. Disciplined Core Equity group. It builds and runs the data and model pipelines behind the team's alpha research.

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 and monitor daily production research pipelines with the tech team
Turn research models into production processes
Automate reports for portfolio managers
Speed up alpha model estimation and backtesting
Onboard and analyse new datasets, and build ML pipelines for research

What they ask for

Required

3+ years of relevant experience
Degree in computer science or engineering
Python including multithreading and multiprocessing
SQL, NoSQL and Snowflake
ETL and AWS
Git workflows and Airflow
Statistics and quant equity knowledge

Preferred

Tax-aware long-short optimisation
Vendor optimisers such as Barra Open Optimizer
Machine learning and NLP
ML inference pipelines
Matlab

Education: Degree in computer science or engineering
Experience: 3+ years of relevant experience
Languages and tools: Python
SQL
Matlab
Markets: equities

How to prepare

Build an Airflow pipeline that ingests data, computes factors and runs a backtest
Learn portfolio construction with risk models and constraints
Study alpha model estimation and walk-forward evaluation
Practise parallel Python and database design for large research datasets

What to study

The Portfolio and Factor 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.