Quant jobs / JPMorgan
Quantitative Trading & Research, Cross-Asset – Associate
An associate role in JPMorgan's Singapore QTR team building models to value and hedge products from vanilla to complex derivatives. It also involves algorithmic trading and ML productionisation.
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 valuation and hedging models for vanilla and complex derivatives
- Improve algorithmic trading strategies
- Create methods and infrastructure for production deployment
- Develop market and credit risk models with risk functions
- Productionise ML models with monitoring and rollback
What they ask for
Required
- PhD in a quantitative field
- 1 year of related experience (PhD research counts)
- Calculus, linear algebra, probability, statistics
- C++ or Java plus strong Python
- Data structures and algorithms
- Communication with stakeholders
Preferred
- Knowledge of fixed income, credit, commodities and equities
- Low-level systems background
- Options pricing, stochastic calculus or HPC
- Market and credit risk modelling
- Education
- PhD in financial engineering, CS, maths, sciences, statistics or econometrics
- Experience
- 1 year including PhD research
- Languages and tools
- Markets
- fixed-income, credit, commodities, equities
How to prepare
- Implement a derivatives pricer and hedging simulator in C++ and Python
- Learn how production ML systems are monitored and rolled back
- Review stochastic calculus for derivative pricing
- Study algorithmic trading basics and market and credit risk metrics
What to study
- Derivatives Pricing and Computational Finance
- Advanced Derivatives and Exotic Options
- Modern C++ for Quantitative Finance
- Python for Quantitative Finance
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.
Similar roles
Schonfeld · Hong Kong2027 Quantitative C++ Developer InternMorgan Stanley · Hong KongAssociate/VP – Prime Brokerage StratsSusquehanna International Group (SIG) · SydneyC# Trading Systems Developer – GDSQube Research & Technologies · Hong KongCore Pricing and Risk Platform – Senior C++ DeveloperCiti · PuneCounterparty Credit Risk Quant Technology Lead (Python/C++)Squarepoint Capital · LondonDesk Quant Analyst