Quant jobs / JPMorgan

Quantitative Trading & Research – Rates Quantitative Trader (Analyst/Associate)

A systematic swaps trading role in JPMorgan's QTR Rates team. You build and run live pricing, hedging and execution components, with some on-call duty.

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 operate components of the swaps trading stack
Build backtesting, simulation and data pipelines for research
Move strategies from prototype to production and keep them consistent with research
Analyse trade data to improve pricing, hedging and execution
Monitor the live system and fix incidents

What they ask for

Required

Degree in a quantitative field
Experience in systematic trading, software engineering or quant development
Java or C++ production programming plus Python
Owning software end to end
Probability and statistics
Interest in markets

Preferred

Rates market experience (swaps, cash, futures)
Electronic trading systems experience
Large datasets and low latency

Education: Degree in computer science, maths, physics, engineering or another quantitative field
Experience: Relevant full-time experience in a technical trading or development role
Languages and tools: Java
C++
Python
Markets: fixed-income

How to prepare

Learn interest rate swap pricing and hedging basics
Build a small backtesting framework with reproducible pipelines
Practise production-style Java or C++ with tests and monitoring
Study pre-trade risk controls and market data handling

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.