Quant jobs / JPMorgan

Quantitative Trading & Research – Commodities (Analyst)

An analyst role in JPMorgan's Singapore QTR group, centred on algorithmic order execution across macro products. You design algos and the analytics that measure them.

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 algorithmic execution orders for clients
Back-test execution strategies, models and signals
Run statistical analysis of algo performance
Build real-time and post-trade transaction cost analysis models
Work with technology on low-latency infrastructure

What they ask for

Required

Bachelor's in engineering, maths, physics or CS
At least 1 year of experience
Strong Java or C++ programming
Careful system design
Communication across sales, trading and tech

Preferred

Statistics or machine learning
Interest in systematic trading
Commodities or rates familiarity

Education: Bachelor's in engineering, maths, physics, computer science or equivalent
Experience: At least 1 year
Languages and tools: Java
C++
Markets: commodities, fixed-income

How to prepare

Study execution algos such as TWAP, VWAP and implementation shortfall
Build a transaction cost analysis notebook on public tick data
Learn how to back-test execution against a limit order book simulator
Practise object-oriented design in C++ or Java

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.