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Systematic Quantitative Researcher - Associate/Vice President

JP Morgan Chase

Finance Jobs

Systematic Quantitative Researcher - Associate/Vice President

full-timePosted: Nov 20, 2025

Job Description

Systematic Quantitative Researcher - Associate/Vice President

Location: Central and Western, Hong Kong Island, Hong Kong

Job Family: Algo Trading

About the Role

At JP Morgan Chase, we are at the forefront of financial innovation, and our Systematic Quantitative Researcher - Associate/Vice President role within the Central Risk Book team offers an exciting opportunity to drive trading advancements in Hong Kong's vibrant financial district. As a key contributor to our Algo Trading category, you will leverage cutting-edge quantitative techniques to develop analytics and automated strategies that enhance our global trading operations. Based in Central and Western Hong Kong Island, this position involves working closely with elite teams to model complex market dynamics, optimize risk-adjusted returns, and pioneer systematic approaches that align with JP Morgan's commitment to technological excellence and client-centric solutions in the financial services industry. In this role, you will dive deep into data-driven research, building sophisticated models using statistical methods, machine learning, and simulation tools to inform trading decisions across diverse asset classes. You will collaborate with traders and engineers to deploy these strategies into production environments, ensuring they are scalable, efficient, and resilient to market volatility. Responsibilities extend to rigorous backtesting, performance monitoring, and iterative improvements, all while adhering to stringent regulatory standards in Asia's premier financial hub. This is an ideal position for quantitative experts passionate about transforming raw market data into actionable trading intelligence at one of the world's leading investment banks. JP Morgan Chase values innovation and intellectual rigor, providing a supportive ecosystem where your contributions can shape the future of algorithmic trading. Join our dynamic team to tackle real-world challenges in quantitative finance, from hedging strategies in the Central Risk Book to exploring emerging technologies like AI-driven predictions. With opportunities for career growth, global exposure, and a collaborative culture, this role not only advances your expertise but also plays a pivotal part in delivering superior outcomes for our institutional clients worldwide.

Key Responsibilities

  • Develop and implement quantitative models and automated trading strategies for the Central Risk Book team to optimize trading performance
  • Conduct advanced statistical analysis and machine learning techniques to identify trading opportunities and manage risks across global markets
  • Collaborate with traders, risk managers, and technology teams to integrate analytics into real-time trading systems
  • Backtest and validate systematic strategies using historical and simulated market data to ensure robustness
  • Monitor and refine trading algorithms to adapt to evolving market conditions and regulatory requirements
  • Analyze large datasets from multiple asset classes, including equities, fixed income, and derivatives
  • Contribute to innovation in algorithmic trading by exploring new data sources and predictive models
  • Prepare detailed reports and presentations on strategy performance for senior stakeholders at JP Morgan Chase
  • Ensure compliance with internal risk policies and external regulations in the Hong Kong financial market

Required Qualifications

  • Bachelor's or Master's degree in Quantitative Finance, Mathematics, Computer Science, Physics, or a related quantitative field
  • 3-7 years of experience in quantitative research, algorithmic trading, or systematic trading strategies within financial services
  • Strong proficiency in programming languages such as Python, C++, or Java for developing trading algorithms
  • Demonstrated experience with statistical modeling, machine learning, and data analysis in a trading or risk management context
  • Knowledge of financial markets, derivatives, and risk management principles
  • Ability to work in a fast-paced, collaborative environment in Hong Kong's financial hub

Preferred Qualifications

  • PhD in a quantitative discipline with a focus on finance or applied mathematics
  • Experience with high-frequency trading systems or automated execution platforms at a major investment bank
  • Familiarity with JP Morgan's proprietary trading tools or similar enterprise-level financial software
  • Publications or contributions to quantitative finance research in academic or industry journals
  • Certifications such as CFA, FRM, or CQF

Required Skills

  • Proficiency in Python for quantitative modeling and data analysis
  • Expertise in C++ for high-performance trading system development
  • Strong statistical and probabilistic modeling skills
  • Machine learning frameworks such as TensorFlow or scikit-learn
  • Financial market knowledge, including options pricing and volatility modeling
  • Data visualization tools like Tableau or Matplotlib
  • SQL for querying large financial databases
  • Risk management techniques, including VaR and stress testing
  • Analytical problem-solving in dynamic trading environments
  • Effective communication for cross-functional collaboration
  • Attention to detail in algorithm validation and error handling
  • Adaptability to fast-paced financial markets
  • Teamwork in multidisciplinary quant teams
  • Time management for handling multiple research projects
  • Ethical judgment in compliance with trading regulations

Benefits

  • Competitive base salary and performance-based bonuses aligned with JP Morgan's global compensation structure
  • Comprehensive health, dental, and vision insurance coverage for employees and dependents
  • Generous retirement savings plan with employer matching contributions
  • Paid time off including vacation, sick leave, and parental leave policies
  • Professional development opportunities through JP Morgan's internal training programs and tuition reimbursement
  • Employee wellness programs, including gym memberships and mental health support
  • Relocation assistance for international hires to Hong Kong
  • Access to JP Morgan's global mobility programs for career advancement across regions

JP Morgan Chase is an equal opportunity employer.

Locations

  • Central and Western, HK

Salary

Estimated Salary Rangehigh confidence

250,000 - 500,000 USD / yearly

Source: ai estimated

* This is an estimated range based on market data and may vary based on experience and qualifications.

Skills Required

  • Proficiency in Python for quantitative modeling and data analysisintermediate
  • Expertise in C++ for high-performance trading system developmentintermediate
  • Strong statistical and probabilistic modeling skillsintermediate
  • Machine learning frameworks such as TensorFlow or scikit-learnintermediate
  • Financial market knowledge, including options pricing and volatility modelingintermediate
  • Data visualization tools like Tableau or Matplotlibintermediate
  • SQL for querying large financial databasesintermediate
  • Risk management techniques, including VaR and stress testingintermediate
  • Analytical problem-solving in dynamic trading environmentsintermediate
  • Effective communication for cross-functional collaborationintermediate
  • Attention to detail in algorithm validation and error handlingintermediate
  • Adaptability to fast-paced financial marketsintermediate
  • Teamwork in multidisciplinary quant teamsintermediate
  • Time management for handling multiple research projectsintermediate
  • Ethical judgment in compliance with trading regulationsintermediate

Required Qualifications

  • Bachelor's or Master's degree in Quantitative Finance, Mathematics, Computer Science, Physics, or a related quantitative field (experience)
  • 3-7 years of experience in quantitative research, algorithmic trading, or systematic trading strategies within financial services (experience)
  • Strong proficiency in programming languages such as Python, C++, or Java for developing trading algorithms (experience)
  • Demonstrated experience with statistical modeling, machine learning, and data analysis in a trading or risk management context (experience)
  • Knowledge of financial markets, derivatives, and risk management principles (experience)
  • Ability to work in a fast-paced, collaborative environment in Hong Kong's financial hub (experience)

Preferred Qualifications

  • PhD in a quantitative discipline with a focus on finance or applied mathematics (experience)
  • Experience with high-frequency trading systems or automated execution platforms at a major investment bank (experience)
  • Familiarity with JP Morgan's proprietary trading tools or similar enterprise-level financial software (experience)
  • Publications or contributions to quantitative finance research in academic or industry journals (experience)
  • Certifications such as CFA, FRM, or CQF (experience)

Responsibilities

  • Develop and implement quantitative models and automated trading strategies for the Central Risk Book team to optimize trading performance
  • Conduct advanced statistical analysis and machine learning techniques to identify trading opportunities and manage risks across global markets
  • Collaborate with traders, risk managers, and technology teams to integrate analytics into real-time trading systems
  • Backtest and validate systematic strategies using historical and simulated market data to ensure robustness
  • Monitor and refine trading algorithms to adapt to evolving market conditions and regulatory requirements
  • Analyze large datasets from multiple asset classes, including equities, fixed income, and derivatives
  • Contribute to innovation in algorithmic trading by exploring new data sources and predictive models
  • Prepare detailed reports and presentations on strategy performance for senior stakeholders at JP Morgan Chase
  • Ensure compliance with internal risk policies and external regulations in the Hong Kong financial market

Benefits

  • general: Competitive base salary and performance-based bonuses aligned with JP Morgan's global compensation structure
  • general: Comprehensive health, dental, and vision insurance coverage for employees and dependents
  • general: Generous retirement savings plan with employer matching contributions
  • general: Paid time off including vacation, sick leave, and parental leave policies
  • general: Professional development opportunities through JP Morgan's internal training programs and tuition reimbursement
  • general: Employee wellness programs, including gym memberships and mental health support
  • general: Relocation assistance for international hires to Hong Kong
  • general: Access to JP Morgan's global mobility programs for career advancement across regions

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JP Morgan Chase logo

Systematic Quantitative Researcher - Associate/Vice President

JP Morgan Chase

Finance Jobs

Systematic Quantitative Researcher - Associate/Vice President

full-timePosted: Nov 20, 2025

Job Description

Systematic Quantitative Researcher - Associate/Vice President

Location: Central and Western, Hong Kong Island, Hong Kong

Job Family: Algo Trading

About the Role

At JP Morgan Chase, we are at the forefront of financial innovation, and our Systematic Quantitative Researcher - Associate/Vice President role within the Central Risk Book team offers an exciting opportunity to drive trading advancements in Hong Kong's vibrant financial district. As a key contributor to our Algo Trading category, you will leverage cutting-edge quantitative techniques to develop analytics and automated strategies that enhance our global trading operations. Based in Central and Western Hong Kong Island, this position involves working closely with elite teams to model complex market dynamics, optimize risk-adjusted returns, and pioneer systematic approaches that align with JP Morgan's commitment to technological excellence and client-centric solutions in the financial services industry. In this role, you will dive deep into data-driven research, building sophisticated models using statistical methods, machine learning, and simulation tools to inform trading decisions across diverse asset classes. You will collaborate with traders and engineers to deploy these strategies into production environments, ensuring they are scalable, efficient, and resilient to market volatility. Responsibilities extend to rigorous backtesting, performance monitoring, and iterative improvements, all while adhering to stringent regulatory standards in Asia's premier financial hub. This is an ideal position for quantitative experts passionate about transforming raw market data into actionable trading intelligence at one of the world's leading investment banks. JP Morgan Chase values innovation and intellectual rigor, providing a supportive ecosystem where your contributions can shape the future of algorithmic trading. Join our dynamic team to tackle real-world challenges in quantitative finance, from hedging strategies in the Central Risk Book to exploring emerging technologies like AI-driven predictions. With opportunities for career growth, global exposure, and a collaborative culture, this role not only advances your expertise but also plays a pivotal part in delivering superior outcomes for our institutional clients worldwide.

Key Responsibilities

  • Develop and implement quantitative models and automated trading strategies for the Central Risk Book team to optimize trading performance
  • Conduct advanced statistical analysis and machine learning techniques to identify trading opportunities and manage risks across global markets
  • Collaborate with traders, risk managers, and technology teams to integrate analytics into real-time trading systems
  • Backtest and validate systematic strategies using historical and simulated market data to ensure robustness
  • Monitor and refine trading algorithms to adapt to evolving market conditions and regulatory requirements
  • Analyze large datasets from multiple asset classes, including equities, fixed income, and derivatives
  • Contribute to innovation in algorithmic trading by exploring new data sources and predictive models
  • Prepare detailed reports and presentations on strategy performance for senior stakeholders at JP Morgan Chase
  • Ensure compliance with internal risk policies and external regulations in the Hong Kong financial market

Required Qualifications

  • Bachelor's or Master's degree in Quantitative Finance, Mathematics, Computer Science, Physics, or a related quantitative field
  • 3-7 years of experience in quantitative research, algorithmic trading, or systematic trading strategies within financial services
  • Strong proficiency in programming languages such as Python, C++, or Java for developing trading algorithms
  • Demonstrated experience with statistical modeling, machine learning, and data analysis in a trading or risk management context
  • Knowledge of financial markets, derivatives, and risk management principles
  • Ability to work in a fast-paced, collaborative environment in Hong Kong's financial hub

Preferred Qualifications

  • PhD in a quantitative discipline with a focus on finance or applied mathematics
  • Experience with high-frequency trading systems or automated execution platforms at a major investment bank
  • Familiarity with JP Morgan's proprietary trading tools or similar enterprise-level financial software
  • Publications or contributions to quantitative finance research in academic or industry journals
  • Certifications such as CFA, FRM, or CQF

Required Skills

  • Proficiency in Python for quantitative modeling and data analysis
  • Expertise in C++ for high-performance trading system development
  • Strong statistical and probabilistic modeling skills
  • Machine learning frameworks such as TensorFlow or scikit-learn
  • Financial market knowledge, including options pricing and volatility modeling
  • Data visualization tools like Tableau or Matplotlib
  • SQL for querying large financial databases
  • Risk management techniques, including VaR and stress testing
  • Analytical problem-solving in dynamic trading environments
  • Effective communication for cross-functional collaboration
  • Attention to detail in algorithm validation and error handling
  • Adaptability to fast-paced financial markets
  • Teamwork in multidisciplinary quant teams
  • Time management for handling multiple research projects
  • Ethical judgment in compliance with trading regulations

Benefits

  • Competitive base salary and performance-based bonuses aligned with JP Morgan's global compensation structure
  • Comprehensive health, dental, and vision insurance coverage for employees and dependents
  • Generous retirement savings plan with employer matching contributions
  • Paid time off including vacation, sick leave, and parental leave policies
  • Professional development opportunities through JP Morgan's internal training programs and tuition reimbursement
  • Employee wellness programs, including gym memberships and mental health support
  • Relocation assistance for international hires to Hong Kong
  • Access to JP Morgan's global mobility programs for career advancement across regions

JP Morgan Chase is an equal opportunity employer.

Locations

  • Central and Western, HK

Salary

Estimated Salary Rangehigh confidence

250,000 - 500,000 USD / yearly

Source: ai estimated

* This is an estimated range based on market data and may vary based on experience and qualifications.

Skills Required

  • Proficiency in Python for quantitative modeling and data analysisintermediate
  • Expertise in C++ for high-performance trading system developmentintermediate
  • Strong statistical and probabilistic modeling skillsintermediate
  • Machine learning frameworks such as TensorFlow or scikit-learnintermediate
  • Financial market knowledge, including options pricing and volatility modelingintermediate
  • Data visualization tools like Tableau or Matplotlibintermediate
  • SQL for querying large financial databasesintermediate
  • Risk management techniques, including VaR and stress testingintermediate
  • Analytical problem-solving in dynamic trading environmentsintermediate
  • Effective communication for cross-functional collaborationintermediate
  • Attention to detail in algorithm validation and error handlingintermediate
  • Adaptability to fast-paced financial marketsintermediate
  • Teamwork in multidisciplinary quant teamsintermediate
  • Time management for handling multiple research projectsintermediate
  • Ethical judgment in compliance with trading regulationsintermediate

Required Qualifications

  • Bachelor's or Master's degree in Quantitative Finance, Mathematics, Computer Science, Physics, or a related quantitative field (experience)
  • 3-7 years of experience in quantitative research, algorithmic trading, or systematic trading strategies within financial services (experience)
  • Strong proficiency in programming languages such as Python, C++, or Java for developing trading algorithms (experience)
  • Demonstrated experience with statistical modeling, machine learning, and data analysis in a trading or risk management context (experience)
  • Knowledge of financial markets, derivatives, and risk management principles (experience)
  • Ability to work in a fast-paced, collaborative environment in Hong Kong's financial hub (experience)

Preferred Qualifications

  • PhD in a quantitative discipline with a focus on finance or applied mathematics (experience)
  • Experience with high-frequency trading systems or automated execution platforms at a major investment bank (experience)
  • Familiarity with JP Morgan's proprietary trading tools or similar enterprise-level financial software (experience)
  • Publications or contributions to quantitative finance research in academic or industry journals (experience)
  • Certifications such as CFA, FRM, or CQF (experience)

Responsibilities

  • Develop and implement quantitative models and automated trading strategies for the Central Risk Book team to optimize trading performance
  • Conduct advanced statistical analysis and machine learning techniques to identify trading opportunities and manage risks across global markets
  • Collaborate with traders, risk managers, and technology teams to integrate analytics into real-time trading systems
  • Backtest and validate systematic strategies using historical and simulated market data to ensure robustness
  • Monitor and refine trading algorithms to adapt to evolving market conditions and regulatory requirements
  • Analyze large datasets from multiple asset classes, including equities, fixed income, and derivatives
  • Contribute to innovation in algorithmic trading by exploring new data sources and predictive models
  • Prepare detailed reports and presentations on strategy performance for senior stakeholders at JP Morgan Chase
  • Ensure compliance with internal risk policies and external regulations in the Hong Kong financial market

Benefits

  • general: Competitive base salary and performance-based bonuses aligned with JP Morgan's global compensation structure
  • general: Comprehensive health, dental, and vision insurance coverage for employees and dependents
  • general: Generous retirement savings plan with employer matching contributions
  • general: Paid time off including vacation, sick leave, and parental leave policies
  • general: Professional development opportunities through JP Morgan's internal training programs and tuition reimbursement
  • general: Employee wellness programs, including gym memberships and mental health support
  • general: Relocation assistance for international hires to Hong Kong
  • general: Access to JP Morgan's global mobility programs for career advancement across regions

Target Your Resume for "Systematic Quantitative Researcher - Associate/Vice President" , JP Morgan Chase

Get personalized recommendations to optimize your resume specifically for Systematic Quantitative Researcher - Associate/Vice President. Takes only 15 seconds!

AI-powered keyword optimization
Skills matching & gap analysis
Experience alignment suggestions

Check Your ATS Score for "Systematic Quantitative Researcher - Associate/Vice President" , JP Morgan Chase

Find out how well your resume matches this job's requirements. Get comprehensive analysis including ATS compatibility, keyword matching, skill gaps, and personalized recommendations.

ATS compatibility check
Keyword optimization analysis
Skill matching & gap identification
Format & readability score

Tags & Categories

Algo TradingFinancial ServicesBankingJP MorganAlgo Trading

Answer 10 quick questions to check your fit for Systematic Quantitative Researcher - Associate/Vice President @ JP Morgan Chase.

Quiz Challenge
10 Questions
~2 Minutes
Instant Score

Related Books and Jobs

No related jobs found at the moment.