Quant jobs / JPMorgan

Quantitative Trader, Rates – Executive Director

A senior front-office role in JPMorgan's Rates trading business that sits between traders, QTR and technology. You develop systematic approaches to pricing, hedging and market making.

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.

Develop and deploy systematic strategies to improve rates market making
Analyse liquidity, market structure and trading data for edge
Partner with QTR to ship models and trading algorithms
Build risk and analytics infrastructure with technology
Monitor performance and exposures and adjust strategies

What they ask for

Required

Advanced degree in a quantitative field
Extensive rates trading or systematic front-office experience
Deep knowledge of cash and derivative rates markets
Python or similar
Quantitative models and risk frameworks
Stakeholder management

Preferred

Algorithmic or electronic trading experience
Market-making and execution optimisation
Portfolio construction and automated risk

Education: Advanced degree in maths, physics, engineering, statistics, CS or finance
Experience: Extensive experience in rates or systematic trading
Languages and tools: Python
Markets: fixed-income

How to prepare

Study rates market structure: swaps, futures, repo and RFQ platforms
Build a swap-spread or curve signal and back-test it with costs
Learn market-making models and hedging cost trade-offs
Practise analysing desk P&L and risk

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.