data analyst

data engineer

software engineer

business analyst

data engineer ii

quantitative developer

JPMorganChase

<div><b>JOB DESCRIPTION</b><div><br>
</div><div>Join our global Quantitative Trading &amp; Research (QTR) team, where you'll apply your expertise in Derivatives Modelling, Financial Engineering, Data Science, and Quantitative Development. As part of JP Morgan's leading QR Group, you'll innovate with unique analytics and mathematical models, enhancing business practices through automation. We develop advanced models and methodologies to support the Clearing business, utilizing the Athena quant platform for comprehensive trade and risk management across all asset classes.</div><div>
</div><div><b>Job summary:</b></div><div>
</div><div>As an Associate Quantitative Researcher in the Quantitative Trading &amp; Research (QTR) Global Clearing team, you will lead the design, delivery, and governance of risk and pricing analytics and models across F&amp;O and OTC derivatives, with a primary focus on risk analytics, Initial Margin (IM) methodology, and production execution. You will set technical direction and partner closely with the Margin Trading desk, Technology, and Product Development to ship high-impact solutions. You will also shape our data-led strategy by applying state-of-the-art machine learning to transform risk management and automation across the investment bank.</div><div>
</div><div><b>Job responsibilities</b></div><ul><li>
Own delivery of front-office risk/pricing analytics and margin solutions using internal derivatives libraries, ensuring robust, performant outcomes across D1, F&amp;O, and OTC products; define multi-quarter roadmaps and drive continuous improvement.</li><li>
Lead end-to-end initiatives&mdash;from problem framing and hypothesis design through prototyping, backtesting, and scalable production deployment&mdash;partnering with Trading, QR peers, Technology, and Product to deliver measurable business impact.</li><li>
Design and enhance margin and derivative models, including methodology selection, calibration, numerical schemes, benchmarking/backtesting, documentation, and alignment with model risk governance.</li><li>
Serve as model owner: manage roadmaps, controls, monitoring/alerts, change management, and responses to Model Risk, Audit, and regulatory reviews; ensure explainability and transparency of assumptions, limitations, and model performance.</li><li>
Build and productionize analytics that advance intraday/EoD automation (services, APIs, pipelines) with clear SLOs/SLA, observability, reliability engineering practices, and tight integration into trading/risk platforms.</li><li>
Provide technical leadership and mentorship; conduct code/method reviews, establish research engineering best practices (testing, CI/CD, reproducibility), and develop team capability.</li><li>
Communicate complex quantitative concepts to non-technical audiences; influence product roadmaps, prioritization, and resourcing via data-driven analysis, scenario studies, and clear articulation of trade-offs.</li><li>
Lead development of ML/AI solutions end-to-end (feature engineering, model training/validation, MLOps, monitoring and drift management) with rigorous controls, documented governance, and demonstrable business value.</li><li>
Uphold standards for documentation, reproducibility, traceability, and SDLC; ensure compliance with internal policies for model risk management and data governance.</li></ul><div>
</div><div><b>Required qualifications, capabilities, and skills</b></div><ul><li>
Advanced degree (PhD, MSc, or equivalent) in Mathematics, Physics, Statistics, Computer Science, or a related quantitative field.</li><li>
5+ years of front-office quant experience supporting trading/risk in F&amp;O and/or OTC derivatives, with a track record of production delivery and close trader partnership.</li><li>
Deep knowledge of listed and OTC derivatives; strong understanding of risk/P&amp;L attribution, sensitivities/Greeks, model assumptions/limitations, and market microstructure.</li><li>
Experience with front-office platforms such as SecDB, Athena, Quartz, or equivalent.</li><li>
Strong programming in Python and/or C++; experience architecting maintainable, testable, high-performance codebases and extending large-scale libraries; proficiency in numerical methods and performance tuning.</li><li>
Proven experience designing, calibrating, and maintaining IM/pricing models (e.g., curve construction, volatility surfaces, credit/rates models, margin frameworks), including performance monitoring and backtesting.</li><li>
Experience delivering production services with Technology partners (APIs, packaging, CI/CD, containerization, logging/monitoring); familiarity with data engineering and compute frameworks.</li><li>
Excellent quantitative problem-solving; able to decompose ambiguous problems, select appropriate methods, and communicate uncertainty and trade-offs clearly.</li><li>
Outstanding communication and stakeholder management; ability to influence across QR, Trading, Technology, and Product.</li><li>
Demonstrated mentorship or team leadership experience, including setting technical direction, conducting reviews, and managing priorities under pressure.</li></ul><div>
</div><div><b>Preferred qualifications, capabilities, and skills</b></div><ul><li>
Expertise in curve building (multi-curve frameworks), volatility surface modeling/calibration (e.g., SABR, Heston, local/stochastic volatility), and numerical methods (PDE/FDM, Monte Carlo, adjoint/automatic differentiation).</li><li>
Experience with market risk, time-series/stress analytics, model risk governance, and regulatory expectations for pricing/risk models.</li><li>
Hands-on ML/AI for quant finance (signal extraction, surrogate modeling, anomaly detection), including MLOps, drift monitoring, and explainability.</li><li>
Knowledge of portfolio optimization, hedging algorithms, execution analytics, and transaction cost modeling.</li><li>
Familiarity with distributed computing and market data tooling (e.g., kdb+/q, SQL), and performance engineering for large-scale simulations.</li><li>
Contributions to research (internal notes, publications, patents, conference talks) and engagement with the open-source scientific computing ecosystem.</li></ul><p>
</p><b>ABOUT US</b><br>
<div>
<div>JPMorganChase, one of the oldest financial institutions, offers innovative financial solutions to millions of consumers, small businesses and many of the world&rsquo;s most prominent corporate, institutional and government clients under the J.P. Morgan and Chase brands. Our history spans over 200 years and today we are a leader in investment banking, consumer and small business banking, commercial banking, financial transaction processing and asset management.
</div><p></p><div><p>We offer a competitive total rewards package including base salary determined based on the role, experience, skill set and location. Those in eligible roles may receive commission-based pay and/or discretionary incentive compensation, paid in the form of cash and/or forfeitable equity, awarded in recognition of individual achievements and contributions. We also offer a range of benefits and programs to meet employee needs, based on eligibility. These benefits include comprehensive health care coverage, on-site health and wellness centers, a retirement savings plan, backup childcare, tuition reimbursement, mental health support, financial coaching and more. Additional details about total compensation and benefits will be provided during the hiring process.
</p><div><p>We recognize that our people are our strength and the diverse talents they bring to our global workforce are directly linked to our success. We are an equal opportunity employer and place a high value on diversity and inclusion at our company. We do not discriminate on the basis of any protected attribute, including race, religion, color, national origin, gender, sexual orientation, gender identity, gender expression, age, marital or veteran status, pregnancy or disability, or any other basis protected under applicable law. We also make reasonable accommodations for applicants&rsquo; and employees&rsquo; religious practices and beliefs, as well as mental health or physical disability needs. Visit our FAQs for more information about requesting an accommodation.</p>
<p>JPMorgan Chase &amp; Co. is an Equal Opportunity Employer, including Disability/Veterans</p><br>
</div></div></div><br>
<br>
<b>ABOUT THE TEAM</b><br>
<br>
J.P. Morgan&rsquo;s Commercial &amp; Investment Bank is a global leader across banking, markets, securities services and payments. Corporations, governments and institutions throughout the world entrust us with their business in more than 100 countries. The Commercial &amp; Investment Bank provides strategic advice, raises capital, manages risk and extends liquidity in markets around the world.</div>

Quantitative Trading & Research - Global Clearing - Associate

<div><b>JOB DESCRIPTION</b><p><br>
The Credit Portfolio Lending Group (CPG) is a public-side global function with approximately 25 Portfolio Management and Trading professionals across New York, London, and Singapore, and is part of the Markets function within the Commercial &amp; Investment Bank (CIB). CPG has two primary functions: Portfolio Management &amp; Research (PM&amp;R), which is aligned by industry and geography, and Trading &amp; Distribution (T&amp;D), which uses both liquid and illiquid channels to risk manage the book. The priority of the group is to manage the retained credit portfolio, focusing on concentrated exposures (company-specific, industry, or geographical concentrations) while balancing the competing priorities of minimizing cost, P&amp;L volatility, and capital usage. Portfolio Managers and Researchers work with Traders to determine appropriate strategies to manage the portfolio, achieved primarily via the secondary loan market, the CDS market, and through structured solutions.</p><p>
</p><p>The Quantitative Research (QR) function supporting CPG is responsible for developing and maintaining models for valuation, risk, and P&amp;L calculations, as well as building analytics, portfolio monitoring tools and algorithms that support CPG&rsquo;s activities. Responsibilities span the full lifecycle from new model specification and approval through to implementation in libraries and integration into risk and P&amp;L systems.</p><p>
</p><p><b>Job Summary</b></p><p>
We are seeking a diligent, quantitative, self-motivated, and outgoing individual to join the Credit Portfolio Group in New York in a Quantitative Research capacity. In this role, you will serve as the primary quant for CPG delivering cutting-edge tools and models that enhance the group's portfolio management, trading, and distribution capabilities. There will be a particular emphasis on leveraging AI, large language models (LLMs), and generative AI agents to design and implement market-based tools that provide the desk with a quantitative edge, accelerate automation, and improve decision-making across the credit portfolio.</p><p>
</p><p><b>Job Responsibilities</b></p><ul><li>
Design, build, and deploy AI, LLM, and generative AI agent-based tools to support CPG trading workflows, including automated market analysis, credit curve maintenance, trade idea generation, and portfolio risk monitoring</li><li>
Explore and implement machine learning techniques to enhance market-making algorithms, quoting tools, and portfolio optimization strategies</li><li>
Stay at the forefront of emerging AI capabilities and identify practical applications that can be embedded into the desk's daily operations</li><li>
Leverage the vast amount of data available across the credit portfolio to proactively identify opportunities, concentrated exposures, and optimal hedging strategies for the desk</li><li>
Collaborate with model control teams to facilitate timely and efficient review and approval of all models, ensuring compliance with internal policies and industry regulations</li><li>
Automate trading desk daily risk and position reports, streamlining workflows to accelerate the broader automation &amp; digital transformation agenda across CPG</li><li>
Build and enhance trade support and automation infrastructure for portfolio hedging strategies, credit curve reconciliation, and loan sale execution</li><li>
Interact with other sub-teams within Markets QR to explore synergies and share best practices</li></ul><p>
</p><p><b>Required Qualifications, Capabilities, and Skills</b></p><ul><li>
An advanced degree in mathematics, statistics, physics, financial engineering, computer science, or an equivalent subject</li><li>
At least 4 years of experience in a quantitative research, markets, or analytics-focused role supporting a fixed income, credit, or lending desk</li><li>
Hands-on experience building and deploying AI agents, machine learning or LLM based applications, with demonstrated ability to apply these technologies to financial markets or trading desk workflows.</li><li>
Hands-on experience in portfolio optimization, familiar with related software and tools</li><li>
Strong software design and data science skills, with Python experience</li><li>
Exceptional analytical, quantitative, and problem-solving skills with an intellectual curiosity and passion for credit markets and investing.</li><li>
Excellent written and verbal communication skills, with the ability to convey complex quantitative concepts to both technical and non-technical stakeholders.</li><li>
Ability to work in a high-pressure, collaborative team environment with strong attention to detail and a focus on quality of deliverables</li></ul>
<b>ABOUT US</b><br>
<div>
<div>JPMorganChase, one of the oldest financial institutions, offers innovative financial solutions to millions of consumers, small businesses and many of the world&rsquo;s most prominent corporate, institutional and government clients under the J.P. Morgan and Chase brands. Our history spans over 200 years and today we are a leader in investment banking, consumer and small business banking, commercial banking, financial transaction processing and asset management.
</div><p></p><div><p>We offer a competitive total rewards package including base salary determined based on the role, experience, skill set and location. Those in eligible roles may receive commission-based pay and/or discretionary incentive compensation, paid in the form of cash and/or forfeitable equity, awarded in recognition of individual achievements and contributions. We also offer a range of benefits and programs to meet employee needs, based on eligibility. These benefits include comprehensive health care coverage, on-site health and wellness centers, a retirement savings plan, backup childcare, tuition reimbursement, mental health support, financial coaching and more. Additional details about total compensation and benefits will be provided during the hiring process.
</p><div><p>We recognize that our people are our strength and the diverse talents they bring to our global workforce are directly linked to our success. We are an equal opportunity employer and place a high value on diversity and inclusion at our company. We do not discriminate on the basis of any protected attribute, including race, religion, color, national origin, gender, sexual orientation, gender identity, gender expression, age, marital or veteran status, pregnancy or disability, or any other basis protected under applicable law. We also make reasonable accommodations for applicants&rsquo; and employees&rsquo; religious practices and beliefs, as well as mental health or physical disability needs. Visit our FAQs for more information about requesting an accommodation.</p>
<p>JPMorgan Chase &amp; Co. is an Equal Opportunity Employer, including Disability/Veterans</p><br>
</div></div></div><br>
<br>
<b>ABOUT THE TEAM</b><br>
<br>
J.P. Morgan&rsquo;s Commercial &amp; Investment Bank is a global leader across banking, markets, securities services and payments. Corporations, governments and institutions throughout the world entrust us with their business in more than 100 countries. The Commercial &amp; Investment Bank provides strategic advice, raises capital, manages risk and extends liquidity in markets around the world.</div>

Credit Portfolio Group – Quantitative Research - Associate

<div><b>JOB DESCRIPTION</b><p><br>
Join our global Quantitative Trading &amp; Research (QTR) team, where you'll apply your expertise in Derivatives Modelling, Financial Engineering, Data Science, and Quantitative Development. As part of JP Morgan's leading QTR Group, you'll innovate with unique analytics and mathematical models, enhancing business practices through automation. We develop advanced models and methodologies to support the Clearing business, utilizing the Athena quant platform for comprehensive trade and risk management across all asset classes.</p><p>
<b>Job summary:</b></p><p>
As a Vice President Quantitative Researcher in the Quantitative Trading &amp; Research (QTR) Global Clearing team, you will lead the design, delivery, and governance of risk and pricing analytics and models across F&amp;O and OTC derivatives, with a primary focus on risk analytics, Initial Margin (IM) methodology, and production execution. You will set technical direction and partner closely with the Margin Trading desk, Technology, and Product Development to ship high-impact solutions. You will also shape our data-led strategy by applying state-of-the-art machine learning to transform risk management and automation across the investment bank.</p><p>
<b>Job responsibilities</b></p><ul><li>
Own delivery of front-office risk/pricing analytics and margin solutions using internal derivatives libraries, ensuring robust, performant outcomes across D1, F&amp;O, and OTC products; define multi-quarter roadmaps and drive continuous improvement.</li><li>
Lead end-to-end initiatives&mdash;from problem framing and hypothesis design through prototyping, backtesting, and scalable production deployment&mdash;partnering with Trading, QR peers, Technology, and Product to deliver measurable business impact.</li><li>
Design and enhance margin and derivative models, including methodology selection, calibration, numerical schemes, benchmarking/backtesting, documentation, and alignment with model risk governance.</li><li>
Serve as model owner: manage roadmaps, controls, monitoring/alerts, change management, and responses to Model Risk, Audit, and regulatory reviews; ensure explainability and transparency of assumptions, limitations, and model performance.</li><li>
Build and productionize analytics that advance intraday/EoD automation (services, APIs, pipelines) with clear SLOs/SLA, observability, reliability engineering practices, and tight integration into trading/risk platforms.</li><li>
Provide technical leadership and mentorship; conduct code/method reviews, establish research engineering best practices (testing, CI/CD, reproducibility), and develop team capability.</li><li>
Communicate complex quantitative concepts to non-technical audiences; influence product roadmaps, prioritization, and resourcing via data-driven analysis, scenario studies, and clear articulation of trade-offs.</li><li>
Lead development of ML/AI solutions end-to-end (feature engineering, model training/validation, MLOps, monitoring and drift management) with rigorous controls, documented governance, and demonstrable business value.</li><li>
Uphold standards for documentation, reproducibility, traceability, and SDLC; ensure compliance with internal policies for model risk management and data governance.</li></ul><p>
</p><p><b>Required qualifications, capabilities, and skills</b></p><ul><li>
Advanced degree (PhD, MSc, or equivalent) in Mathematics, Physics, Statistics, Computer Science, or a related quantitative field.</li><li>
5+ years of front-office quant experience supporting trading/risk in F&amp;O and/or OTC derivatives, with a track record of production delivery and close trader partnership.</li><li>
Deep knowledge of listed and OTC derivatives; strong understanding of risk/P&amp;L attribution, sensitivities/Greeks, model assumptions/limitations, and market microstructure.</li><li>
Experience with front-office platforms such as SecDB, Athena, Quartz, or equivalent.</li><li>
Strong programming in Python and/or C++; experience architecting maintainable, testable, high-performance codebases and extending large-scale libraries; proficiency in numerical methods and performance tuning.</li><li>
Proven experience designing, calibrating, and maintaining IM/pricing models (e.g., curve construction, volatility surfaces, credit/rates models, margin frameworks), including performance monitoring and backtesting.</li><li>
Experience delivering production services with Technology partners (APIs, packaging, CI/CD, containerization, logging/monitoring); familiarity with data engineering and compute frameworks.</li><li>
Excellent quantitative problem-solving; able to decompose ambiguous problems, select appropriate methods, and communicate uncertainty and trade-offs clearly.</li><li>
Outstanding communication and stakeholder management; ability to influence across QR, Trading, Technology, and Product.</li><li>
Demonstrated mentorship or team leadership experience, including setting technical direction, conducting reviews, and managing priorities under pressure.</li></ul><p>
</p><p><b>Preferred qualifications, capabilities, and skills</b></p><ul><li>
Expertise in curve building (multi-curve frameworks), volatility surface modeling/calibration (e.g., SABR, Heston, local/stochastic volatility), and numerical methods (PDE/FDM, Monte Carlo, adjoint/automatic differentiation).</li><li>
Experience with market risk, time-series/stress analytics, model risk governance, and regulatory expectations for pricing/risk models.</li><li>
Hands-on ML/AI for quant finance (signal extraction, surrogate modeling, anomaly detection), including MLOps, drift monitoring, and explainability.</li><li>
Knowledge of portfolio optimization, hedging algorithms, execution analytics, and transaction cost modeling.</li><li>
Familiarity with distributed computing and market data tooling (e.g., kdb+/q, SQL), and performance engineering for large-scale simulations.</li><li>
Contributions to research (internal notes, publications, patents, conference talks) and engagement with the open-source scientific computing ecosystem.</li></ul><p>
</p><p></p><b>ABOUT US</b><br>
<div>
<div>JPMorganChase, one of the oldest financial institutions, offers innovative financial solutions to millions of consumers, small businesses and many of the world&rsquo;s most prominent corporate, institutional and government clients under the J.P. Morgan and Chase brands. Our history spans over 200 years and today we are a leader in investment banking, consumer and small business banking, commercial banking, financial transaction processing and asset management.
</div><p></p><div><p>We offer a competitive total rewards package including base salary determined based on the role, experience, skill set and location. Those in eligible roles may receive commission-based pay and/or discretionary incentive compensation, paid in the form of cash and/or forfeitable equity, awarded in recognition of individual achievements and contributions. We also offer a range of benefits and programs to meet employee needs, based on eligibility. These benefits include comprehensive health care coverage, on-site health and wellness centers, a retirement savings plan, backup childcare, tuition reimbursement, mental health support, financial coaching and more. Additional details about total compensation and benefits will be provided during the hiring process.
</p><div><p>We recognize that our people are our strength and the diverse talents they bring to our global workforce are directly linked to our success. We are an equal opportunity employer and place a high value on diversity and inclusion at our company. We do not discriminate on the basis of any protected attribute, including race, religion, color, national origin, gender, sexual orientation, gender identity, gender expression, age, marital or veteran status, pregnancy or disability, or any other basis protected under applicable law. We also make reasonable accommodations for applicants&rsquo; and employees&rsquo; religious practices and beliefs, as well as mental health or physical disability needs. Visit our FAQs for more information about requesting an accommodation.</p>
<p>JPMorgan Chase &amp; Co. is an Equal Opportunity Employer, including Disability/Veterans</p><br>
</div></div></div><br>
<br>
<b>ABOUT THE TEAM</b><br>
<br>
J.P. Morgan&rsquo;s Commercial &amp; Investment Bank is a global leader across banking, markets, securities services and payments. Corporations, governments and institutions throughout the world entrust us with their business in more than 100 countries. The Commercial &amp; Investment Bank provides strategic advice, raises capital, manages risk and extends liquidity in markets around the world.</div>

Quantitative Trading & Research – Global Clearing – Vice President

<div><b>JOB DESCRIPTION</b><p><br>
We have an opportunity to impact your career and provide an adventure where you can push the limits of what's possible.</p><p>
As a Lead Software Engineer at JPMorganChase within the Asset and Wealth management line of business, you are an integral part of an agile team that works to enhance, build, and deliver trusted market-leading technology products in a secure, stable, and scalable way. As a core technical contributor, you are responsible for conducting critical technology solutions across multiple technical areas within various business functions in support of the firm&rsquo;s business objectives.</p><p>
We are seeking a well-rounded hands-on quantitative developer that is experienced in building systems that support the full investment management cycle with the main focus on full stack development using Python, Java and AI/LLM tools. You will be part of the front-office technology team and have good business knowledge and communication skills to work with the stakeholders and develop functional specifications. You will be joining a high-performance, award-winning team who build applications that support the investment management cycle including research, portfolio management and investment.</p><p>
Job responsibilities:</p><ul><li>
Works closely with portfolio managers to develop portfolio construction/optimization applications</li><li>
Develop an understanding of the data loads and processes related to portfolio construction in the system</li><li>
Provide support for the teams existing portfolio construction services and applications</li><li>
Executes creative software solutions, design, development, and technical troubleshooting with ability to think beyond routine or conventional approaches to build solutions or break down technical problems</li><li>
Develops secure and high-quality production code, and reviews and debugs code written by others
</li><li>Identifies opportunities to eliminate or automate remediation of recurring issues to improve overall operational stability of software applications and systems</li><li>
Contribute to the team&rsquo;s technology modernization initiatives including moving services to Amazon Web Services (AWS)</li><li>
Executes creative software solutions, design, development, and technical troubleshooting with ability to think beyond routine or conventional approaches to build solutions or break down technical problems</li><li>
Leads communities of practice across Software Engineering to drive awareness and use of new and leading-edge technologies</li><li>
Adds to team culture of diversity, opportunity, inclusion and respect</li></ul><p>
</p><p><b>Required qualifications, capabilities, and skills</b></p><ul><li>
Formal training or certification on software engineering concepts and 5+ years applied experience
</li><li>Hands-on practical experience delivering system design, application development, testing, and operational stability</li><li><p>
Advanced skills in Python or Java.</p><p>
</p></li><li>Proven business skills in understanding wealth management, portfolio management and associated analytics
</li><li>Proficiency in automation and continuous delivery methods</li><li>
Proficient in all aspects of the Software Development Life Cycle</li><li>
Advanced understanding of agile methodologies such as CI/CD, Application Resiliency, and Security</li><li>
Demonstrated proficiency in software applications and technical processes within a technical discipline (e.g., cloud, artificial intelligence, machine learning, mobile, etc.)</li><li><p>
In-depth knowledge of the financial services industry and their IT systems</p><p>
</p></li></ul><div><b>Preferred qualifications, capabilities, and skills</b></div><div>
</div><ul><li><div>Practical cloud native experience</div></li><li><div>
Desire to use AI/LLM tools in development efforts</div></li></ul>
<b>ABOUT US</b><br>
<div>
<div>JPMorganChase, one of the oldest financial institutions, offers innovative financial solutions to millions of consumers, small businesses and many of the world&rsquo;s most prominent corporate, institutional and government clients under the J.P. Morgan and Chase brands. Our history spans over 200 years and today we are a leader in investment banking, consumer and small business banking, commercial banking, financial transaction processing and asset management.
</div><p></p><div><p>We offer a competitive total rewards package including base salary determined based on the role, experience, skill set and location. Those in eligible roles may receive commission-based pay and/or discretionary incentive compensation, paid in the form of cash and/or forfeitable equity, awarded in recognition of individual achievements and contributions. We also offer a range of benefits and programs to meet employee needs, based on eligibility. These benefits include comprehensive health care coverage, on-site health and wellness centers, a retirement savings plan, backup childcare, tuition reimbursement, mental health support, financial coaching and more. Additional details about total compensation and benefits will be provided during the hiring process.
</p><div><p>We recognize that our people are our strength and the diverse talents they bring to our global workforce are directly linked to our success. We are an equal opportunity employer and place a high value on diversity and inclusion at our company. We do not discriminate on the basis of any protected attribute, including race, religion, color, national origin, gender, sexual orientation, gender identity, gender expression, age, marital or veteran status, pregnancy or disability, or any other basis protected under applicable law. We also make reasonable accommodations for applicants&rsquo; and employees&rsquo; religious practices and beliefs, as well as mental health or physical disability needs. Visit our FAQs for more information about requesting an accommodation.</p>
<p>JPMorgan Chase &amp; Co. is an Equal Opportunity Employer, including Disability/Veterans</p><br>
</div></div></div><br>
<br>
<b>ABOUT THE TEAM</b><br>
<br>
J.P. Morgan Asset &amp; Wealth Management delivers industry-leading investment management and private banking solutions. Asset Management provides individuals, advisors and institutions with strategies and expertise that span the full spectrum of asset classes through our global network of investment professionals. Wealth Management helps individuals, families and foundations take a more intentional approach to their wealth or finances to better define, focus and realize their goals.</div>

Lead Software Engineer - Java/Python - Learn AI / LLM

Google

<div>Note: By applying to this position you will have an opportunity to share your preferred working location from the following: <b>Sunnyvale, CA, USA; New York, NY, USA</b>.<h3 class="jobSectionHeader"><b>
Minimum qualifications:</b></h3><ul>
<li>Master's degree in Statistics, Mathematics, Physics, Economics, Operations Research, Engineering, or a related quantitative field.<br>
</li>
<li>3 years of work experience using analytics to solve product or business problems, coding (e.g., Python, R, SQL), querying databases or statistical analysis, or a PhD degree.</li></ul><br>
<h3 class="jobSectionHeader"><b>
Preferred qualifications:</b></h3><ul>
<li>2 years of work experience using analytics to solve product or business problems, coding (e.g., Python, R, SQL), querying databases or statistical analysis.<br>
</li>
</ul><div><h2 class="jobSectionHeader"><b>About the job</b></h2>
You will be in a team that applies statistical and data science to understand Artificial Intelligence (AI) opportunities and the developer productivity at a scale as large as that of Google. As a Data Scientist on the Developer AI team, you will be at the vanguard of using advanced data science and machine learning to comprehend and address the most significant hurdles our software engineers face. You will have the rare chance to work with a vast and intricate dataset of developer activities. Your insights will directly influence the next wave of AI-enhanced tools for every developer at Google.The US base salary range for this full-time position is $147,000-$211,000 + bonus + equity + benefits. Our salary ranges are determined by role, level, and location. Within the range, individual pay is determined by work location and additional factors, including job-related skills, experience, and relevant education or training. Your recruiter can share more about the specific salary range for your preferred location during the hiring process.<div></div><div><br>
Please note that the compensation details listed in US role postings reflect the base salary only, and do not include bonus, equity, or benefits. Learn more about benefits at Google.</div></div><p></p><div><h2 class="jobSectionHeader"><b>
Responsibilities</b></h2><ul>
<li>Collaborate with engineering teams to instrument and gather data, laying the groundwork for enhancing artificial intelligence (AI) products and developer productivity.</li>
<li>Perform analysis of developer processes and issues to pinpoint where AI-driven solutions can deliver impact.</li>
<li>Create and monitor performance indicators to measure the value and influence of our products on Google's developers.</li>
<li>Discover latent trends, forecast future requirements, and demonstrate the return on investment of our projects.</li>
<li>Present insights to leadership, guiding data-centric decisions that will define the future of developer tools at Google.</li>
</ul></div>Google is proud to be an equal opportunity workplace and is an affirmative action employer. We are committed to equal employment opportunity regardless of race, color, ancestry, religion, sex, national origin, sexual orientation, age, citizenship, marital status, disability, gender identity or Veteran status. We also consider qualified applicants regardless of criminal histories, consistent with legal requirements. See also Google's EEO Policy and EEO is the Law. If you have a disability or special need that requires accommodation, please let us know by completing our Accommodations for Applicants form.</div>

Research Data Scientist, Developer AI

Alpaca

<div><div><p><b>Who We Are:</b></p>
<p>
Alpaca is a US-headquartered self-clearing broker-dealer and brokerage infrastructure for stocks, ETFs, options, crypto, fixed income, 24/5 trading, and more. Our recent Series D funding round brought our total investment to over $320 million, fueling our ambitious vision.</p>
<p>
Amongst our subsidiaries, Alpaca is a licensed financial services company, serving hundreds of financial institutions across 40 countries with our institutional-grade APIs. This includes broker-dealers, investment advisors, wealth managers, hedge funds, and crypto exchanges, totalling over 9 million brokerage accounts.</p>
<p>
Our global team is a diverse group of experienced engineers, traders, and brokerage professionals who are working to achieve our mission of <b>opening financial services to everyone on the planet</b>. We're deeply committed to open-source contributions and fostering a vibrant community, continuously enhancing our award-winning, developer-friendly API and the robust infrastructure behind it.</p>
<p>
Alpaca is proudly backed by top-tier global investors, including Portage Ventures, Spark Capital, Tribe Capital, Social Leverage, Horizons Ventures, Unbound, SBI Group, Derayah Financial, Elefund, and Y Combinator.</p><br>
<p></p>
<p><b>
Our Team Members:</b></p>
<p>
We're a dynamic team of 230+ globally distributed members who thrive working from our favorite places around the world, with teammates spanning the USA, Canada, Japan, Hungary, Nigeria, Brazil, the UK, and beyond!<br>
<br>
We're searching for passionate individuals eager to contribute to Alpaca's rapid growth. If you align with our core values&mdash;Stay Curious, Have Empathy, and Be Accountable&mdash;and are ready to make a significant impact, we encourage you to apply.</p></div><h3 class="jobSectionHeader"><b>
About the Role</b></h3>
<p>
We are looking for a highly analytical and driven <b>Market Risk Analyst</b> to join our growing Risk team. As we expand our product suite into high-leverage and complex instruments we need a specialist who can ensure our growth is sustainable and our exposures are rigorously managed.</p>
<p>
In this role, you won't just be &quot;watching the screens.&quot; While your primary focus is Market Risk, you will be a member of a team building a world-class Enterprise Risk Management (ERM) function. You will bridge the gap between deep quantitative trading risks and the broader strategic risk landscape, providing generalist support across operational, liquidity, and credit risk domains.</p>
<h3 class="jobSectionHeader"><b>
What You'll Be Doing</b></h3>
<ul><li><b>Market Risk Management:</b> Design, implement, and monitor risk limits for new products. Perform daily monitoring of Value-at-Risk (VaR), stress testing, and sensitivity analysis.</li>
<li><b>Margin Architecture:</b> Collaborate with Engineering and Product teams to refine and stress-test our Margin engine, ensuring margin requirements accurately reflect cross-product offsets and tail risks.</li>
<li><b>ERM Framework Development:</b> Assist in the design and roll-out of the Enterprise Risk Management framework. This includes defining Risk Appetite Statements (RAS), maintaining the Risk Register, and developing Key Risk Indicators (KRIs) that span across the organization.</li>
<li><b>New Product Approval (NPA):</b> Act as the risk lead for the launch of new products, identifying unique risks associated with event-based binary outcomes and liquidity fragmentation.</li>
<li><b>Stress Testing &amp; Scenario Analysis:</b> Develop forward-looking scenarios (including &quot;black swan&quot; events) to assess the impact of market volatility on the firm's capital and liquidity positions.</li>
<li><b>Cross-Functional Support:</b> Support the wider Risk team in Operational Risk assessments, internal audits, and regulatory reporting requirements.</li>
<li><b>Automation &amp; Reporting:</b> Build automated risk dashboards and reporting tools using SQL/Python to provide real-time insights to the Chief Risk Officer and Senior Management.</li>
</ul><h3 class="jobSectionHeader"><b>What You'll Need</b></h3>
<ul><li><b>Experience:</b> 2&ndash;5 years of experience in Market Risk, Middle Office, or Quantitative Analysis within a fintech, hedge fund, or high-frequency trading environment.</li>
<li><b>Product Knowledge:</b> Deep understanding of derivatives (Futures/Options) and margin mechanics. Experience with Prediction Markets or event-driven trading is a significant plus.</li>
<li><b>ERM Familiarity:</b> A solid understanding of the &quot;Three Lines of Defense&quot; model and a desire to contribute to broader risk governance beyond just market data.</li>
<li><b>Quantitative Skills:</b> Proficiency in SQL and Python (or R) for data analysis. You should be comfortable handling large datasets and building your own risk models.</li>
<li><b>Problem Solving:</b> The ability to operate in a &quot;gray area&quot; defining risk parameters for novel products that may not have established industry benchmarks.</li>
<li><b>Communication:</b> Ability to distill complex quantitative risks into actionable insights for non-technical stakeholders and executive leadership.</li>
<li><b>Education:</b> A degree in a quantitative field (Finance, Mathematics, Physics, Economics, or Engineering). Financial Risk Manager (FRM) or CFA designation is a plus.</li>
</ul><h3 class="jobSectionHeader"><b>Nice to Have</b></h3>
<ul><li>Experience in a high-growth startup environment.</li>
<li>Direct experience with SPAN or TIMS margin methodologies.</li>
<li>Familiarity with regulatory frameworks (e.g., SEC/FINRA, CFTC, or international equivalents) regarding margin and capital requirements.</li>
</ul><div><h3 class="jobSectionHeader"><b>How We Take Care of You:</b></h3>
<ul><li>Competitive Salary &amp; Stock Options</li>
<li>Health Benefits</li>
<li>New Hire Home-Office Setup: One-time USD $500</li>
<li>Monthly Stipend: USD $150 per month via a Brex Card</li>
</ul>
<p><i>Alpaca is proud to be an equal opportunity workplace dedicated to pursuing and hiring a diverse workforce.</i></p><br>
<p><i>
Recruitment Privacy Policy</i></p></div></div>

Market Risk Analyst

Hudson River Trading

<div>
 <p>
  As a Software Engineer at Hudson River Trading (HRT), the code you write
  <em>
   is
  </em>
  our business. Our engineers create and maintain critical technology and infrastructure that is integral to the success of our trading. In this role, you will work closely with other engineers across the firm who design trading algorithms and monitor trading in an extremely fast-paced, real-time environment! We are looking for smart programmers who love to code, enjoy being challenged, and can thrive in an open and collaborative company culture.
 </p>
 <p>
  <strong>
   Profile
  </strong>
 </p>
 <ul>
  <li>
   In your spare time you: code, tinker, read, explore, break things, and have an insatiable curiosity for all things computer-related &mdash; you'll find like-minded people here
  </li>
  <li>
   You are capable of working both independently, as well as part of a team and can analyze and fix problems quickly
  </li>
  <li>
   You can look at code, figure out how it works, and identify how to make it better
  </li>
  <li>
   You can describe software designs at a high level (the abstract interface), low level (step-by-step algorithm), and anywhere in between
  </li>
  <li>
   You really like to work with people who push you to be better at what you do
  </li>
 </ul>
 <p>
  <strong>
   Qualifications
  </strong>
 </p>
 <p>
  <strong>
   You are a full-time undergraduate student studying computer science or a related field who is eligible for full-time roles in 2026.
  </strong>
 </p>
 <ul>
  <li>
   Excellent design, debugging, and problem solving skills
  </li>
  <li>
   Working experience with C/C++ or Python is required, as are good CS fundamentals&nbsp;
  </li>
  <li>
   Knowledge of UNIX operating systems (we use Linux), system/processor performance, and network communication
  </li>
  <li>
   Interest in low-level architecture, logic design, and/or verification is a plus
  </li>
 </ul>
 <p>
  The estimated base salary for this position is 300,000 USD per year (or local equivalent). The base pay offered may vary depending on multiple individualized factors, including location, job-related knowledge, skills, and experience. This role will also be eligible for discretionary performance-based bonuses and a competitive benefits package.
 </p>
 <p>
  <strong>
   Culture
  </strong>
 </p>
 <p>
  <span>
   Hudson River Trading (HRT) brings a scientific approach to trading financial products. We have built one of the world's most sophisticated computing environments for research and development. Our researchers are at the forefront of innovation in the world of algorithmic trading.
   <br/>
   <br/>
   <span>
    At HRT we welcome a variety of expertise: mathematics and computer science, physics and engineering, media and tech. We&rsquo;re a community of self-starters who are motivated by the excitement of being at the cutting edge of automation in every part of our organization&mdash;from trading, to business operations, to recruiting and beyond. We value openness and transparency, and celebrate great ideas from HRT veterans and new hires alike. At HRT we&rsquo;re friends and colleagues &ndash; whether we are sharing a meal, playing the latest board game, or writing elegant code. We embrace a culture of togetherness that extends far beyond the walls of our office.
    <br/>
    <br/>
   </span>
   Feel like you belong at HRT? Our goal is to find the best people and bring them together to do great work in a place where everyone is valued. HRT is proud of our diverse staff; we have offices all over the globe and benefit from our varied and unique perspectives. HRT is an equal opportunity employer; so whoever you are we&rsquo;d love to get to know you.
  </span>
 </p>
</div>


Software Engineer (C++ or Python) – 2026 Grads

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