Quant jobs / JPMorgan

Quantitative Trading & Research – EMEA Rates Exotics – VP or Executive Director

A front-office quant building pricing and risk models for the structured rates business. It sits in JPMorgan's Quantitative Trading and Research group, working with the EMEA rates exotics desk and mentoring juniors.

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.

Design pricing and risk models for new structured rates products
Implement models in Python or C++ and prepare them for production
Write model documentation and work with model risk reviewers on approval
Automate trading workflows and model-driven processes
Act as the main quant contact for the EMEA rates exotics desk

What they ask for

Required

Stochastic calculus
Numerical methods and optimisation
Time series analysis
Python and/or C++
Rates and interest rate derivative pricing and risk
End-to-end model development
Model documentation for independent review
Master's or PhD in a quantitative field

Preferred

Front-office rates quant experience
Non-linear rates models
Mentoring and people leadership

Education: Master's or PhD in maths, physics, engineering, CS, quantitative finance or similar.
Experience: Demonstrated end-to-end model development and model risk interaction; senior level.
Languages and tools: Python
C++
Markets: fixed-income

How to prepare

Study interest rate exotics such as callable and range accrual structures and how they are priced
Implement an LMM or SABR-style model and calibrate it to swaption data
Write a model development document as a reviewer would expect
Learn how model risk teams review pricing models

What to study

The Rates Quant 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.