JPMorgan Chase
Quantitative Trading & Research - Market Microstructure & High-Frequency - Associate
$150K–$200K
New York, NY · Full-time · Posted Sep 8, 2026
- Experience
- 2+ years of full-time quantitative research experience.
- Education
- Advanced degree or equivalent practical experience in mathematics, statistics, physics, computer science, engineering, financial engineering, or a related quantitative discipline.
About the job
Researches market microstructure and develops, tests, and deploys systematic high- to medium-frequency trading strategies for electronic markets.
What you'll do
- Analyze order-book and order-event data to identify predictive patterns and trading opportunities.
- Design, backtest, and implement market-making and risk-taking strategies, accounting for execution, latency, and risk.
- Collaborate with traders and technology partners to productionize strategies and evaluate live performance.
What they ask for
- Advanced degree or equivalent practical experience in a quantitative discipline.
- 2+ years of full-time quantitative research experience in high-frequency or medium-frequency trading, electronic market making, or systematic execution.
- Strong understanding of electronic market mechanics and experience contributing to strategies used in live markets.
- Strong Python and data-analysis skills; rigor in experimental design and evaluation.
Nice to have
- Proficiency in C++ or another high-performance language.
- Experience owning a strategy or trading book; expertise across relevant market areas, FICC, or machine learning applied to trading.
Pay
$150,000.00-$200,000.00 USD base salary
Tools
Python, C++
AI focus
AI Market Lab combines quantitative research and artificial intelligence; preferred experience includes machine learning, deep learning, or reinforcement learning applied to limit-order-book modeling, execution, or control.
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