Fixed Income Currencies and Commodities (FICC) Quantitative Trading Group
The Fixed Income Currencies and Commodities (FICC) Quantitative Trading group is responsible for systematic trading across FX, Rates, Commodities, and Credit markets. The team covers a broad scope including the design and implementation of cutting‑edge proprietary quantitative models – leveraging advanced AI and machine learning techniques – that drive our automated trading systems (pricing, risk management, and execution), the oversight of day‑to‑day risk and operations, and the optimization of Franchise client liquidity offering in a data‑driven manner.
Responsibilities
- Analyze large and complex datasets to identify patterns and revenue opportunities.
- Conduct back testing and assess pricing, risk management and execution strategies, with a focus on leveraging machine learning models.
- Expand the group’s library of modeling, analytics and automation tools.
- Review trading performance and make data‑driven decisions, utilizing statistical and machine learning methods.
- Maintain and improve trading software systems and tools.
- Resolve day‑to‑day trading issues.
Qualifications
- Advanced Degree in computer science, math, physics, engineering, or other quantitative fields.
- Relevant full‑time experience.
- Ability to demonstrate strong programming skills in C++, Java or other object‑oriented languages.
- Strong knowledge of statistics and machine learning.
- Attention to detail, adaptability, drive and collaboration.
- Demonstrated interest in markets and systematic trading.
Preferred Qualifications
- Ability to understand and map data flows across applications and data sources.
- Prior experience in Rates markets (cash or swaps).
- Knowledge of order types, Level 2 market data and central limit order books.
- Experience with KDB+/q.
Regulatory
This role encompasses the performance of UK regulated activity. The successful candidate will therefore be subject to meeting UK regulatory requirements in the assessment of fitness, propriety, knowledge and competence (as assessed by the Firm) and, where appropriate, approval by the UK Financial Conduct Authority and/or the Prudential Regulation Authority to carry out such activities.
#J-18808-Ljbffr”, “datePosted”: “2026-05-17”, “hiringOrganization”: { “@type”: “Organization”, “name”: “JPMorgan Chase & Co.”, “sameAs”: “https://uk.whatjobs.com/pub_api__cpl__435489860__4861?utm_campaign=publisher&utm_medium=api&utm_source=4861&geoID=33051” }, “jobLocation”: { “@type”: “Place”, “address”: { “@type”: “PostalAddress”, “addressLocality”: “City of Westminster” } } }Fixed Income Currencies and Commodities (FICC) Quantitative Trading Group
The Fixed Income Currencies and Commodities (FICC) Quantitative Trading group is responsible for systematic trading across FX, Rates, Commodities, and Credit markets. The team covers a broad scope including the design and implementation of cutting‑edge proprietary quantitative models – leveraging advanced AI and machine learning techniques – that drive our automated trading systems (pricing, risk management, and execution), the oversight of day‑to‑day risk and operations, and the optimization of Franchise client liquidity offering in a data‑driven manner.
Responsibilities
- Analyze large and complex datasets to identify patterns and revenue opportunities.
- Conduct back testing and assess pricing, risk management and execution strategies, with a focus on leveraging machine learning models.
- Expand the group’s library of modeling, analytics and automation tools.
- Review trading performance and make data‑driven decisions, utilizing statistical and machine learning methods.
- Maintain and improve trading software systems and tools.
- Resolve day‑to‑day trading issues.
Qualifications
- Advanced Degree in computer science, math, physics, engineering, or other quantitative fields.
- Relevant full‑time experience.
- Ability to demonstrate strong programming skills in C++, Java or other object‑oriented languages.
- Strong knowledge of statistics and machine learning.
- Attention to detail, adaptability, drive and collaboration.
- Demonstrated interest in markets and systematic trading.
Preferred Qualifications
- Ability to understand and map data flows across applications and data sources.
- Prior experience in Rates markets (cash or swaps).
- Knowledge of order types, Level 2 market data and central limit order books.
- Experience with KDB+/q.
Regulatory
This role encompasses the performance of UK regulated activity. The successful candidate will therefore be subject to meeting UK regulatory requirements in the assessment of fitness, propriety, knowledge and competence (as assessed by the Firm) and, where appropriate, approval by the UK Financial Conduct Authority and/or the Prudential Regulation Authority to carry out such activities.
#J-18808-Ljbffr…