Quant jobs / JPMorgan

Quantitative Trading & Research – Commodities (Associate)

An associate role in JPMorgan's Singapore QTR group, focused on algorithmic order execution across macro products. It is the same team and scope as the analyst role, with more experience expected.

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
Analyse algo fills statistically to drive improvements
Build real-time and post-trade transaction cost models
Work with technology on low-latency systems

What they ask for

Required

Bachelor's in engineering, maths, physics or CS
At least 2 years of experience
Strong Java or C++ programming
Careful system design
Communication with clients and internal teams

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 2 years
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 logic against a simulated order book
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.