Quant jobs / JPMorgan

Quantitative Trading & Research – Rates – VP or Executive Director

A front-office rates quant who leads research on pricing and risk models for the structured rates business and manages a local team. It sits in JPMorgan's Quantitative Trading and Research group, serving the rates and fixed income financing desks.

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.

Develop pricing and risk models for structured rates products
Work with rates and fixed income financing desks to turn product ideas into controlled models
Implement analytics in Python or C++ and get them into production
Lead and mentor the local quant team
Coordinate priorities and delivery as EMEA contact

What they ask for

Required

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

Preferred

Front-office rates or fixed income financing quant experience
Non-linear rates models
People leadership

Education: Master's or PhD in maths, physics, engineering, CS, quantitative finance or similar.
Experience: Senior front-office quant research with team leadership.
Languages and tools: Python
C++
Markets: fixed-income

How to prepare

Study structured rates products and the models behind them
Implement and calibrate a term structure model on market data
Practise explaining model choices to traders in plain language
Learn how model governance reviews are run

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.