JPMorgan Chase
Quantitative Research [Multiple Positions Available]
$200K–$285K
New York, NY · Full-time · Posted Oct 26, 2026
- Experience
- Three years; experience may be in the offered job, Quantitative Research, Quantitative Analyst, or a related occupation.
- Education
- Master’s degree in Financial Engineering, Mathematical Finance, Statistics, or a related field.
About the job
Develop and validate derivative-pricing and cross-asset diffusion models for commodities and foreign exchange, while supporting trading and credit-risk teams with analytics and exposure assessment.
What you'll do
- Research, develop, test, and document pricing and diffusion models; monitor model performance and support model reviews.
- Provide trading analytics for P&L attribution, risk decomposition, and hedging; improve transparency of model behavior and risk factors.
- Support transaction onboarding and counterparty credit-risk assessment, and work with credit-risk teams on approvals and exposure monitoring.
What they ask for
- Master’s degree in Financial Engineering, Mathematical Finance, Statistics, or a related field.
- Three years of experience in the offered job, Quantitative Research, Quantitative Analyst, or a related occupation.
- Three years applying quantitative modeling methods to commodities and foreign exchange markets, including no-arbitrage pricing, stochastic calculus, and multi-factor model calibration.
- Three years developing computational libraries in C++ and building analytics for credit risk, P&L attribution, risk decomposition, and hedging.
Pay
$200,000 - $285,000 per year (base salary); $200,000.00-$285,000.00 (base salary)
Tools
C++
AI focus
Use statistical learning and machine learning models to support trading and risk-management analytics.
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