Push the limits of what’s possible in front-office quantitative research, where your models can directly shape rates trading performance. You’ll partner closely with trading stakeholders to deliver data-driven insights, scalable solutions, and disciplined risk controls. This is a hands-on role combining research depth with practical implementation, focused on impact from idea to production. You’ll also lead and develop a local team, setting direction, raising standards, and mentoring junior talent.
Job summary
As an Executive Director in Rates Quantitative Trading and Research, you will lead front-office quantitative research that builds and evolves rates trading models with clear, measurable impact. You’ll work closely with trading partners to translate market opportunities into robust, production-ready solutions. You’ll balance innovation with disciplined financial risk controls and contribute to a strong risk culture. You will also manage and develop a local team, mentoring junior talent and setting a high bar for technical rigor and delivery.
Job responsibilities
- Develop pricing and risk models for the structured rates business to support product innovation and front-office decision-making.
- Partner with Rates and Fixed Income Financing trading desks to translate new product ideas into robust model design, implementation, and controls.
- Implement quantitative models and analytics in Python and/or C++, with a focus on performance, maintainability, and production readiness.
- Produce clear model development documentation and engage model risk management partners to support effective review and approval.
- Collaborate with technology partners to productionize, scale, and improve the reliability of quantitative solutions for the business.
- Automate trading workflows and model-driven processes to improve efficiency, controls, and scalability.
- Analyze market and trading data to generate insights and research that informs quantitative trading strategy.
- Lead and mentor a local team, setting direction and supporting the development of junior talent.
- Serve as the local point of contact for the EMEA business, coordinating priorities and delivery across stakeholders.
Required qualifications, capabilities and skills
- Demonstrated expertise in quantitative finance and applied mathematics, including areas such as stochastic calculus, numerical methods, time series analysis, and optimization.
- Strong programming capability in Python and/or C++, with evidence of delivering robust, maintainable research code.
- Strong domain knowledge of rates and interest rate derivatives, including pricing and risk concepts.
- Demonstrated experience developing quantitative models end-to-end, from research through implementation and testing.
- Experience producing clear model development documentation suitable for independent review.
- Experience partnering with model risk management / governance stakeholders to support model review and approval.
- Strong analytical and problem-solving skills, including the ability to use large datasets to generate actionable insights.
- Strong communication skills, with the ability to explain quantitative topics clearly to trading and technology stakeholders.
- Advanced degree (Master’s or PhD) in a quantitative discipline (e.g., Mathematics, Physics, Engineering, Computer Science, Quantitative Finance, or similar).
Preferred qualifications, capabilities and skills
- Prior experience in a front-office quantitative research role within a rates and/or fixed income financing trading environment.
- Experience developing or supporting non-linear rates models (e.g., models relevant to structured rates products and exposures).
- People leadership experience, including mentoring junior talent and supporting team development.
Skills Required
- Expertise in quantitative finance and applied mathematics, including stochastic calculus, numerical methods, time series analysis, and optimization
- Strong programming capability in Python and/or C++ with experience delivering robust, maintainable research code
- Strong domain knowledge of rates and interest rate derivatives, including pricing and risk concepts
- Experience developing quantitative models end-to-end from research through implementation and testing
- Experience producing clear model development documentation suitable for independent review
- Experience partnering with model risk management or governance stakeholders to support model review and approval
- Strong analytical and problem-solving skills, including using large datasets to generate actionable insights
- Strong communication skills and ability to explain quantitative topics to trading and technology stakeholders
- Advanced degree in a quantitative discipline such as mathematics, physics, engineering, computer science, or quantitative finance
- Prior front-office quantitative research experience in rates or fixed income financing trading
- Experience developing or supporting nonlinear rates models for structured rates products and exposures
- People leadership experience, including mentoring junior talent and supporting team development
JPMorganChase Compensation & Benefits Highlights
The following summarizes recurring compensation and benefits themes identified from responses generated by popular LLMs to common candidate questions about JPMorganChase and has not been reviewed or approved by JPMorganChase.
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Healthcare Strength — Health coverage is considered comprehensive, including medical, dental, and vision, alongside wellness and mental health resources. Some locations add onsite health centers and related wellbeing support.
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Retirement Support — Retirement offerings include a 401(k)-type savings plan and related financial benefits, with options such as employee stock purchase participation. Financial planning resources are also highlighted to support long-term savings.
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Parental & Family Support — Paid parental leave of 16 weeks for birth or adoption is available for all parents. Child care and back-up child care resources further reinforce family support.
JPMorganChase Insights
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