Quant jobs / JPMorgan

Quantitative Developer – AI Market Lab

Engineer who builds the research and production platforms behind AI-driven systematic trading. Sits in J.P. Morgan's AI Market Lab inside the systematic trading group.

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.

Build market-data, backtesting and simulation components that researchers use daily
Write low-latency C++ services connecting models to live data and order systems
Profile and tune critical paths for latency and memory
Deploy and monitor machine-learning models in production with rollback controls

What they ask for

Required

Modern C++ (concurrency, memory management, profiling)
Python for tooling used by researchers
Distributed systems and reliable production operation
Software testing and design
Track record owning performance-critical systems

Preferred

Exchange connectivity, order management or execution systems
Linux and network performance tuning
PyTorch, JAX, CUDA, Kafka, Spark or Kubernetes
Market microstructure and backtesting pitfalls

Education: Bachelor's, Master's or PhD in computer science, engineering, maths or similar; equivalent experience accepted
Experience: Relevant professional experience in software engineering, quantitative development, low-latency systems or ML infrastructure
Languages and tools: C++
Python
Markets: multi-asset

How to prepare

Write a C++ limit-order-book with a replay harness and measure tail latency
Learn lock-free queues and profile with perf or similar tools
Build a Python backtester then port its hot loop to C++
Study how a trading stack moves from market data feed to order gateway

What to study

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Apply

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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.