JPMorgan Quantitative Research - eTrading Vice President 

United States, New York, New York 

573780331

Job Summary

As a Vice President in the QR eTrading team, you will contribute to the design and implementation of the algorithmic trading platform, integrating quantitative research, data analytics, and client solutions across various functions within eTrading. You will apply optimization techniques to enhance trade scheduling for both single stocks and portfolio trading in the algo engine. Collaborating with researchers in the QR team and working closely with the electronic trading product and algo development technology teams, you will have the opportunity to guide and shape the direction of the platform.

Job Responsibilities

• Solve and implement numerical algorithms that address the optimization challenges in trade scheduling for multi-period single stock and portfolio products
• Build robust algorithms within the production platform which will involve collaborating closely with our technology partners to integrate and deliver optimization solutions within the algo trading engine
• Collaborate with quant researchers and trading desks to refine models and strategies that enhance our trading performance
• Work closely with the product team and trading desks to design and build client centric solutions

Required qualifications, capabilities, and skills

• Masters in STEM subject such as computer science, engineering, mathematics/statistics, physics
• 5 years of experience in position(s) with similar responsibilities/technologies/business area
• Experience with optimization techniques relevant to trading strategies
• Experience coding in Java or C++
• Experience working on algorithmic trading platform
• Strong analytical, quantitative, and problem-solving skills
• Strong written and verbal communication skills, with the ability to communicate well with business users and technology teams

Preferred qualifications, capabilities, and skills

• Preferred PhD in STEM subject or independent research experience
• 7+ years preferred experience in position(s) with similar responsibilities/technologies area
• Experience with stochastic control, stochastic/numerical optimization techniques relevant to single stock or portfolio trading strategies
• Experience with writing production grade implementations for trading systems in Java/C++
• Experience with Python, AWS and/or other database/data processing technologies
• Experience with q/kdb or similar
• Knowledge of cash equity markets and microstructure