JP Morgan Chase

Runs a consumer bank and an investment bank

Executive Director – Quantitative Research Principal Software Engineer

Quantitative DevelopmentConfirmed live in the last 24 hours

Full-timeNew York, NY, USA$204.3k - $285kIn-person

About the Job

Requirements

Formal training or certification in software engineering concepts and 10 or more years of applied experience.
An advanced degree (Master's or Ph.D.) in a quantitative discipline such as Mathematics, Physics, Statistics, Engineering, Quantitative/Financial Engineering, or Computer Science.
A strong quantitative background with proven derivatives experience in one or more asset classes, including rates, credit, or equities.
Deep understanding of derivatives pricing, risk, and analytics for financial products, including option pricing theory.
A strong foundation in stochastic calculus, probability theory, and numerical methods.
Strong Python programming and quantitative development skills, with the ability to deliver production-ready solutions.
A proven track record as a quantitative developer collaborating closely with quants, traders, or portfolio managers, including the ability to work directly with the business.
The ability to engage effectively with front-office stakeholders.

Responsibilities

Develop and implement pricing models, risk analytics, and quantitative tools for derivatives across rates, credit, and equities.
Build and enhance analytics on the Athena (Python) platform, ensuring robust testing, clear documentation, and production-quality delivery.
Partner with portfolio managers and traders to translate investment and risk workflows into quantitative solutions.
Provide analytical support to internal clients by troubleshooting and resolving model- and analytics-related issues.
Contribute to derivatives trade lifecycle capabilities, including pricing, risk aggregation, and hedging analytics.
Architect and govern agentic AI-enabled engineering workflows using enterprise-authorized tools to improve delivery speed, code quality, and operational outcomes at scale, including AI-driven pull request review assistance, test generation and maintenance, release-readiness checks, incident triage, and root-cause acceleration; define guardrails for validation, security, resiliency, and reuse across teams.
Apply knowledge of software development lifecycle toolchain tools, including enterprise-authorized AI-assisted development and automation capabilities, to improve the value realized by automation at scale.
Create durable, reusable software frameworks used across teams and functions.
Influence leaders and senior stakeholders across business, product, and technology teams.

Desired Qualifications

Experience with the JPMorganChase Athena platform; comparable industry platforms such as Quartz or Beacon are also valued for candidates without Athena knowledge.
Working knowledge of Java, C++, or C#.
Prior exposure to a front-office quantitative research or trading environment.
Familiarity with the derivatives trade lifecycle across multiple asset classes.

If you are looking for a game-changing career, working for one of the world's leading financial institutions, you’ve come to the right place.

As a Principal Software Engineer at JPMorganChase within the Asset & Wealth Management, Derivatives Platform Team, you provide expertise and engineering excellence as an integral part of an agile team to enhance, build, and deliver trusted market-leading technology products in a secure, stable, and scalable way. Leverage your advanced technical capabilities and collaborate with colleagues across the organization to drive best-in-class outcomes across various technologies to support one or more of the firm’s portfolios.

As a Principal Quantitative Research / Quant Developer within the derivatives platform team in Asset Management, you will build and enhance pricing, risk, and analytics capabilities for derivatives across asset classes on the firm's Athena (Python) platform. Based in New York, NY, you will partner closely with portfolio managers and traders, developing robust, production-quality models and tools that directly support the investment and risk management needs of the business.

Job responsibilities

Develop and implement pricing models, risk analytics, and quantitative tools for derivatives across rates, credit, and equities
Build and enhance analytics on the Athena (Python) platform, ensuring robust testing, clear documentation, and production-quality delivery
Partner closely with portfolio managers and traders to translate investment and risk workflows into quantitative solutions
Provide analytical support to internal clients by troubleshooting and resolving model- and analytics-related issues
Contribute to the derivatives trade lifecycle capabilities, including pricing, risk aggregation, and hedging analytics

Architects and governs agentic AI-enabled engineering workflows (using enterprise-authorized tools within the work environment) to improve delivery speed, code quality, and operational outcomes at scale (e.g., AI-driven PR review assistance, test generation/maintenance, release readiness checks, incident triage and root-cause acceleration), while defining guardrails for validation, security, resiliency, and reuse across teams.
Applies knowledge of tools within the Software Development Life Cycle toolchain, including enterprise-authorized AI-assisted development and automation capabilities, to improve the value realized by automation at scale.
Creates durable, reusable software frameworks that are leveraged across teams and functions
Influences leaders and senior stakeholders across business, product, and technology teams

Required qualifications, capabilities, and skills

Formal training or certification on software engineering concepts and 10+ years applied experience
Advanced degree (Master's or Ph.D.) in a quantitative discipline such as Mathematics, Physics, Statistics, Engineering, Quantitative/Financial Engineering, or Computer Science
Strong quantitative background with proven experience in derivatives across one or more asset classes — rates, credit, and equities
Deep understanding of derivatives pricing, risk, and analytics of financial products, including option pricing theory
Strong foundation in stochastic calculus, probability theory, and numerical methods
Strong programming and quant development skills in Python, with the ability to deliver production-ready solutions
Proven track record working as a quant developer and collaborating closely with quants, traders, or portfolio managers, with the ability to face off to the business
Excellent communication skills with the ability to engage effectively with front-office stakeholders

Preferred qualifications, capabilities, and skills

Experience with the JPMorganChase Athena platform; experience with comparable industry platforms such as Quartz or Beacon is also highly valued for candidates without Athena knowledge
Working knowledge of Java, C++, or C#
Prior exposure to a front-office quantitative research or trading environment
Familiarity with the derivatives trade lifecycle across multiple asset classes

Base Pay/Salary: New York,NY $204,250.00-$285,000.00

About the Company

JP Morgan Chase

Runs a consumer bank and an investment bank

JPMorgan Chase runs the largest bank in the United States, which serves households and small businesses as Chase and large companies, governments, and investors as J.P. Morgan. During the 2008 financial crisis it bought the failing investment bank Bear Stearns and lender Washington Mutual, and in 2023 it took over First Republic Bank after regulators seized it. Chase takes deposits and earns interest on credit cards, mortgages, and car loans, while the investment side earns fees for advising on mergers, raising money for companies, trading stocks and bonds, and managing wealth. Formed in a 2000 merger, JPMorgan Chase traces its roots to 1799 and is based in New York City.

Company size: 10,001+
Company stage: IPO
Headquarters: New York City, New York
Founded: 1799

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