quantitative developer

AKUNA CAPITAL

<div><p>Akuna Capital is an innovative trading firm with a strong focus on collaboration, cutting-edge technology, data driven solutions, and automation. We specialize in providing liquidity as an options market-maker &ndash; meaning we are committed to providing competitive quotes that we are willing to both buy and sell. To do this successfully, we design and implement our own low latency technologies, trading strategies, and mathematical models.</p>
<p>
Our Founding Partners<i> </i>first conceptualized Akuna in their hometown of Sydney. They opened the firm's first office in 2011 in the heart of the derivatives industry and the options capital of the world &ndash; Chicago. Today, Akuna is proud to operate from additional offices in Sydney, Shanghai, London, and Singapore.</p>
<p><b>
What you'll do as a Quantitative Researcher at Akuna:</b></p>
<p>
Akuna's Prediction Markets team is looking to add a Quantitative Researcher focused on sports related contracts. The successful candidate will play a crucial role in developing Akuna's sports pricing capabilities, working closely with development and trading teams to refine and deploy these models alongside our strategies. This position offers the opportunity to make a direct impact on an exciting new desk at Akuna. The ideal candidate will possess strong programming and analytical skills, a creative mindset, and a passion for sports. In this role you will:</p>
<ul>
<li>Design and develop data capture pipelines to enable the pricing of a variety of sports contracts (match outcomes, player props, in-game events)</li>
<li>Develop and calibrate pricing models using historical data in service of in-play quoting of sports contracts.</li>
<li>Build and maintain internal tooling to facilitate all aspects of the research pipeline</li>
<li>Work closely with trading and development to deploy models into production trading strategies, bridging the gap from research to production with an ownership mentality</li>
</ul>
<p><b>Qualities that make great candidates:</b></p>
<ul>
<li>Bachelor's, Master's, or PhD degree in a technical field, such as Engineering, Computer Science, Mathematics, or Physics (or a related subject)</li>
<li>Proficient programming skills in Python (C++ is a plus)</li>
<li>2+ years of experience in a quantitative or programming role, preferably within the trading sector.</li>
<li>Deep understanding of fields such as Linear Algebra, Numerical Methods, Statistics, Optimization, and Machine Learning</li>
<li>Strong interest in sports and quantitative modeling.</li>
</ul>
<p>We are especially interested in high agency individuals who have practical experience in financial markets and see the recent rise in prediction markets as an opportunity to ply their trade to a new domain they find more dynamic and exciting: sports. If you are a working quant and a sports data nerd, we want to hear from you!</p>
<p><b><i>
In addition to technical skillsets, Akuna values the unique perspectives people can bring to the table to collaboratively solve complex problems and drive Akuna forward. We want everyone to feel empowered to apply. We welcome your application and encourage you to take the first steps toward your future with us!</i></b></p>
<p><i>
In accordance with Illinois Equal Pay Act, the minimum base salary starts at $145,000. Exact compensation offered may vary based on many factors including, but not limited to, the candidate's experience, qualifications, and skill set. This role is also eligible for a discretionary performance bonus as part of the total compensation package and includes a comprehensive benefits package that may encompass employer-paid medical, dental, vision, retirement contributions, paid time off, and other benefits. The minimum base salary herein was determined in good faith by Akuna Capital LLC.</i></p></div>

Quantitative Researcher - Prediction Markets

Bank of America

<div><p><b>Job Description:</b></p><p></p><p>
At Bank of America, we are guided by a common purpose to help make financial lives better through the power of every connection. We do this by driving Responsible Growth and delivering for our clients, teammates, communities and shareholders every day.<br>
<br>
Being a Great Place to Work is core to how we drive Responsible Growth. This includes our commitment to being an inclusive workplace, attracting and developing exceptional talent, supporting our teammates&rsquo; physical, emotional, and financial wellness, recognizing and rewarding performance, and how we make an impact in the communities we serve.<br>
<br>
Bank of America is committed to an in-office culture with specific requirements for office-based attendance and which allows for an appropriate level of flexibility for our teammates and businesses based on role-specific considerations.<br>
<br>
At Bank of America, you can build a successful career with opportunities to learn, grow, and make an impact. Join us!</p><p><b><br>
Job Description:</b></p><p></p><p>
This job is responsible for conducting quantitative analytics and complex modeling projects for specific business units or risk types. Key responsibilities include leading the development of new models, analytic processes, or system approaches, creating technical documentation for related activities, and working with Technology staff in the design of systems to run models developed. Job expectations may include the ability to influence strategic direction, as well as develop tactical plans.</p><p></p><p>
Team Overview - Global Risk Analytics (GRA) and Enterprise Independent Testing (EIT) are sub-lines of business within Global Risk Management (GRM). Collectively, they are responsible for developing a consistent and coherent set of models, analytical tools, and tests for effective risk and capital measurement, management and reporting across Bank of America. GRA and EIT partner with the Lines of Business and Enterprise functions to ensure the capabilities it builds address both internal and regulatory requirements, and are responsive to the changing nature of portfolios, economic conditions, and emerging risks. In executing its activities, GRA and EIT drive innovation, process improvement and automation.</p><p></p><p>
The Global Markets Risk Analytics (GMRA) team under GRA is responsible for developing, maintaining, and monitoring Counterparty Credit Risk (CCR), the Internal Model Method (IMM), Central Clearing Counterparties (CCP), and Value at Risk (VaR). GMRA also develops analytical tools to support regulatory, audit, and internal risk management needs for Global Markets.</p><p>
This role sits within Market Risk Quants (MRQ) team under GMRA. MRQ team&rsquo;s remit spans market risk models for internal risk management, market risk capital requirements for Internal Model Approach (IMA) approved Legal Entities within Basel 2.5 regulatory framework, and IMA and Standardized Approach (SA) for upcoming Fundamental Review of the Trading Book (FRTB) regulatory framework, stress testing such as CCAR, EST, ICAAP, Recovery and Resolution Planning, and Climate Risk.</p><p></p><p>
Overview of the Role - The position provides an excellent opportunity for a Market Risk Quant to be at heart of BoFA&rsquo;s model development for global trading activities. In this role the successful candidate will be responsible for critical regulatory deliverables involving complex market risk models. The role will require high degree of motivation and energy as well as high technical/analytical competencies to develop and enhance the firm&rsquo;s critical market risk models.</p><p></p><p>
Position Overview - As a senior quantitative finance analyst in MRQ team, you will be responsible for independently conducting quantitative analytics and complex modeling projects. Leads efforts in development of new models, analytic processes, or system approaches. Creates documentation for all activities and may work with technology staff in design of any system to run models developed. Incumbents possess excellent quantitative/analytic skills and are able to influence strategic direction, as well as develop tactical plans.</p><ul><li>
Develop and enhance quantitative risk models, analytics, and applications in support of market risk assessment and regulatory capital calculation in current Basel 2.5 (e.g., VaR, Stressed VaR, Risks Not in VaR) and/or upcoming FRTB (e.g., Standard Approach, Expected Shortfall, Non-modellable risk factor, Risks Not in Model) regulatory framework</li><li>
Develop and enhance quantitative risk models, analytics and applications for the firm&rsquo;s Stress Testing including CCAR</li><li>
Conduct analysis for implementation of market risk models in strategic model platform.</li><li>
Develop model performance monitoring metrics such as benchmarking, back-testing as part of continuous efforts to identify and remediate potential model weakness</li><li>
Closely work with Global Markets Risk (GMR) and Front-Line Units (FLU) trading desks for internal risk management, Enterprise Capital Management (ECM) for market risk capital requirements, technology partners for model implementation, front-office pricing model quant developers, and Model Risk Management (MRM) for model risk oversight</li><li>
Perform quantitative analysis in preparation of exams, regular dialogues with supervisory regulators across the globe.</li></ul><p></p><p><b>
Skills:</b></p><ul><li>
Critical Thinking</li><li>
Quantitative Development</li><li>
Risk Analytics</li><li>
Risk Modeling</li><li>
Technical Documentation</li><li>
Adaptability</li><li>
Collaboration</li><li>
Problem Solving</li><li>
Risk Management</li><li>
Test Engineering</li><li>
Data Modeling</li><li>
Data and Trend Analysis</li><li>
Process Performance Measurement</li><li>
Research</li><li>
Written Communications</li></ul><p></p><p><b>
Minimum Education and Experience Requirement</b><b>:
</b></p><ul><li>Master&rsquo;s degree in related field or equivalent work experience</li><li>
PhD (preferred) or master&rsquo;s degree in quantitative fields such as financial engineering, mathematics, statistics, physics, computer science, or equivalent</li><li>
Solid 5+ years of work experience in developing FO pricing models or market risk models</li><li>
Advanced programming skills in Python with 5+ years of experience</li><li>
Solid understanding of derivatives pricing</li><li>
In depth understanding of Value at Risk and statistical estimation methods</li><li>
Strong communication (both written and verbal) and collaboration skills (this project involves communicating with various groups within the firm)</li><li>
Effective thinking skill to be able to independently and proactively identify/suggest/resolve issues</li></ul><p></p><p><b>
Desired Skills and Experience</b></p><ul><li>
Work experience in FRTB</li><li>
Experience in large scale model platform implementation in collaboration with other teams</li><li>
Strong Operational Excellence mindset</li><li>
Effective organizational skill.</li></ul><p></p><p><b><br>
Shift:</b></p>
1st shift (United States of America)<p></p><p><b>
Hours Per Week:</b></p>
40</div><p></p>

Senior Quantitative Finance Analyst

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

Hays

<div>
 <p>
  <strong>
   Senior Data Scientist
  </strong>
 </p>
 <p>
  <strong>
   Financial Services
  </strong>
 </p>
 <p>
  <strong>
   Dubai, United Arab Emirates
  </strong>
 </p>
 <p>
  <strong>
   Permanent position
  </strong>
 </p>
 <p>
  <br/>
 </p>
 <p>
  We are looking for a Senior Data Scientist to join an investment team to help advance the next stage of growth for of tech‑driven wealth management firm.
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  This role sits at the intersection of quant finance, AI and engineering. You will work directly quant analysts and researchers, to build models, tools, and insights that enhance investment decisions across multi‑asset portfolios.
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   Asset class
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  Experience working with multi‑asset datasets: equities, FX/currencies, rates, credit, commodities, derivatives.
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   Experience needed
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   Python expertise
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   ML proficiency
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   Develop and maintain quantitative models for asset allocation
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   Design and deploy LLM‑powered tools
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   Familiarity with portfolio construction frameworks and allocation strategies
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   Deep understanding of quantitative finance and financial datasets
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   Implement AI models for quant research and investment workflows
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   Previous QR/QA/SDS industry role within wealth management, managers, funds, or investment banks
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   Education
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   PhD in Com Sci or relevant STEM
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  Salary, bonus, family visa, family medical, flight &amp; relocation assistance available for successful overseas applicants.
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  **Due to the high number of applicants, only applicants with the above skillset will be contacted**
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</div>


Senior Data Scientist

<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

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