Quantitative Research Principal Software Engineer – Derivatives Platform
A senior quant developer role in the derivatives platform team inside JPMorgan Asset & Wealth Management. You would build pricing and risk analytics on the in-house Python platform, Athena, for portfolio managers and traders.
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.
- Implement pricing models and risk analytics for rates, credit and equity derivatives
- Extend and test analytics on the firm's Python platform
- Support portfolio managers and traders with model and analytics issues
- Add to trade lifecycle features such as risk aggregation and hedging analytics
- Build reusable frameworks and AI-assisted engineering workflows for other teams
What they ask for
Required
- 10+ years of applied experience
- Master's or PhD in a quantitative discipline
- Derivatives pricing and risk across rates, credit, equities
- Stochastic calculus, probability, numerical methods
- Strong Python for production
- Working with quants and traders
- Communication with front-office stakeholders
Preferred
- Experience with Athena, Quartz or Beacon-style platforms
- Java, C++ or C#
- Front-office exposure
- Derivatives trade lifecycle
- Education
- Advanced degree (Master's or PhD) in a quantitative discipline
- Experience
- 10+ years of applied experience
- Languages and tools
- Markets
- multi-asset, credit, equities, fixed-income
How to prepare
- Build a small multi-asset pricing library in Python with tests and documentation
- Study the derivatives trade lifecycle: booking, valuation, risk, hedging, expiry
- Learn how large pricing platforms structure models, market data and trades
- Practise writing production-grade, well-tested numerical code
What to study
- Python for Quantitative Finance
- Derivatives Pricing and Computational Finance
- Professional Quant Practice
- Fixed Income and Interest-Rate Models
The Derivatives Pricing Quant roadmap sets out the stages for this kind of role, with free resources for each.
Open the roadmapApply
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.