Quant jobs / JPMorgan

Quantitative Developer, Rates – Vice President

A developer role in JPMorgan's Rates quantitative trading and research team. You turn researchers' prototypes into live systematic trading and execution platforms.

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 and maintain algorithmic trading and execution systems for Rates
Move quant research prototypes into production code
Tune latency and throughput in critical components
Improve monitoring, deployment and incident response
Work with traders on quoting, hedging and risk processes

What they ask for

Required

Java, C++ or similar object-oriented programming
Python data analysis with NumPy and pandas
Turning models into reliable production code
Teamwork with traders and researchers
Degree in CS, maths, physics, engineering or similar

Preferred

Rates and fixed income knowledge
Experience with HFT or low-latency systems

Education: Bachelor's or Master's in computer science, maths, physics, engineering or similar
Experience: Experienced developer; exact years not stated
Languages and tools: Java
C++
Python
Markets: fixed-income

How to prepare

Build a small event-driven backtest or pricing service with tests and logging
Learn rates products such as swaps, futures and basis
Study profiling and low-latency C++ or Java techniques
Practise turning a notebook model into production-style code

What to study

The HFT Quant Developer 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.