Quant jobs / JPMorgan

Quantitative Trading & Research – Equities Systematic Trading

A systematic trading quant role in JPMorgan's QTR group in Mumbai. It builds computer-assisted tools that support price making and risk hedging.

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.

Agree priorities for pricing, hedging and risk tools with traders, tech and quants
Build data-driven decision tools on in-house analytics and prediction models
Create automated systems that use quantitative optimisation
Write user interfaces for those tools in TypeScript or React
Learn the firm's derivatives products and models

What they ask for

Required

Bachelor's or above in a quantitative discipline
Python with numpy and pandas
SQL
TypeScript, React or JavaScript for interfaces
Interest in derivatives pricing (forwards, swaps, options)

Preferred

Market-making and algorithm development
Data work in KDB/q

Education: Bachelor's or above in a quantitative discipline
Experience: Not stated; VP level
Languages and tools: Python
SQL
TypeScript
React
JavaScript
KDB+/q
Markets: equities, options

How to prepare

Build a small pricing and hedging dashboard in Python with a React front end
Practise vectorised data work with numpy and pandas
Learn basic KDB/q queries on time-series data
Study how a market maker quotes and hedges forwards and options

What to study

The Volatility 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.