Quant jobs / JPMorgan

Quantitative Trading Researcher – Electronic Equities and Futures

An electronic trading research role building and running algorithms for equities, futures, FX and commodities. It covers the full chain from signal to auto-quoting and execution risk.

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 and refine electronic trading algorithms and parameters
Research historical data and back-test strategy ideas
Monitor live algos and cut slippage
Build real-time analytics pipelines in Python and KDB/q
Work with technology and control teams on platform safety

What they ask for

Required

Master's (or Bachelor's with more experience) in CS, maths, quant finance or engineering
3 years of relevant experience
Python, Java or C++ with KDB/q and SQL
Regression, time series, linear algebra and optimisation
Market microstructure including CLOB, DMA and FIX
Algorithmic execution

Education: Master's in CS, engineering, maths or quantitative finance plus 3 years; or Bachelor's plus 5 years
Experience: 3 years (or 5 with a Bachelor's) in electronic trading or quant roles
Languages and tools: Python
Java
C++
KDB+/q
SQL
Markets: equities, futures, fx, commodities

How to prepare

Model a limit order book and test simple market-making logic
Learn FIX basics and how DMA order flow works
Build a data pipeline for tick data in Python and KDB/q
Study execution cost and slippage measurement

What to study

The HFT Quantitative Researcher 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.