Quantitative Research - Strategic Indices Modelling - Associate/ Vice President

About the role

Quantitative Research - Strategic Indices Modelling team at JPMorgan Chase builds and maintains sophisticated mathematical pricing models and algorithmic trading strategies for tradable indices. The role designs, develops, and optimizes algorithmic strategies, supports valuation and risk management, and automates trading workflows while collaborating with traders and structurers across Asia‑Pacific, London, and New York. Mumbai office, on-site work model.

What you’ll do

• Develop and maintain new and existing algorithmic trading strategies
• Understand valuation and risk management of production trading strategies
• Contribute to SDLC infrastructure and build analytical tools for risk analysis
• Support OTC and electronic trading activities by explaining model behavior and PnL sources
• Assess model risk and monitor limitations of quantitative models
• Deliver end‑to‑end automation and optimization of trading execution workflows
• Collaborate closely with traders and structurers globally to design and risk‑manage tradable indices

What you’ll bring

• PhD or MSc in Engineering, Mathematics, Physics, Computer Science or equivalent
• Strong programming in Python or C++
• Advanced mathematics including calculus, numerical analysis, optimization, statistics
• Understanding of financial product valuation and trading strategies
• Object‑oriented programming experience
• Exceptional analytical and quantitative problem‑solving skills
• Excellent verbal and written communication

Skills