Location: New York, NY, United States

The GFICC (Global Fixed Income, Currencies, and Commodities) Quantitative Research  group is focused on quantitative approaches to alpha generation for both systematic and discretionary fixed income mandates. This spans alpha signal generation, portfolio construction, large scale data analysis, liquidity analysis and execution analytics.  The team works closely with investors across JPMorgan Asset Management, as well as partnering with Technology teams to deliver solutions at scale. The quantitative research team is based in New York and Mumbai.

As an Executive Director in the GFICC Quantitative Research team you will be responsible for designing and implementing research projects into fixed income liquidity and execution analytics to improve the implementation of fixed income.  You will be focused on fixed income liquidity and execution analytics in and will report into the Global Head of GFICC Quantitative Research.

Job responsibilities:

• Liquidity Research: Design and implement research projects to analyze liquidity in fixed income markets
• Execution Analytics: Collaborate with teams across the investment platform to improve analytics for execution quality; design and implement research projects to draw conclusions for improving the implementation of fixed income strategies
• Data Infrastructure: Guide and collaborate with teams across Technology and the Investment Platform to improve the data infrastructure for liquidity and execution
• Provide Execution Consultancy: Serve as a subject matter expert working with traders, portfolio managers, and researchers to develop optimal execution strategies based on quantitative analysis of market conditions, liquidity profiles, and venue performance

 

Required qualifications, skills and capabilities: 

• Market Microstructure: In-depth knowledge of fixed income trade execution protocols and venues
• Trading Knowledge:  Experience in fixed income market-making, statistical arbitrage, or systematic trading roles with understanding of execution algorithms and trading signals
• Advanced Python Programming: Strong proficiency in Python with experience in data analysis libraries (pandas, NumPy), visualization tools (matplotlib, seaborn).
• Financial Database Expertise: Experience with databases and high-performance queries for analyzing tick/market data and trading records.
• Technical Communication: Ability to translate complex quantitative findings into actionable trading insights for portfolio managers and trading desk leadership.

Great opportunity to join the Fixed Income Quantitative Research team!