Quant jobs / JPMorgan

Equities – Systematic Trading, Central Risk Book

A senior systematic trader on JPMorgan's US cash equities Central Risk Book. The role mixes signal research, liquidity provision and risk management alongside tech and quant teams.

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.

Research and implement trading signals and liquidity-provision strategies in US stocks and futures
Develop alpha overlays across the whole book
Track the profitability of live strategies
Oversee systematic risk management using risk models and optimisers
Build risk-pricing and execution cost models

What they ask for

Required

Experience trading and managing risk in US markets
Track record of profitable systematic trading
Knowledge of common systematic strategies
Quantitative data analysis in Python and pandas
Communication and time management

Preferred

KDB experience

Education: Not stated
Experience: Experienced systematic trader with a proven record in US markets
Languages and tools: Python
pandas
KDB+/q
Markets: equities, futures

How to prepare

Build a small alpha research pipeline in pandas with realistic costs
Study inventory risk and market-making models such as Avellaneda-Stoikov
Learn basic KDB+/q queries on tick data
Read about transaction cost models and portfolio risk optimisation

What to study

The Quantitative Researcher 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.