Market Microstructure - High Frequency Trading Specialist - Automated Trading Strategies - Vice President

JPMorgan Chase • New York, NY

89d

About The Position

The Automated Trading Strategies (ATS) group is responsible for systematic trading across FX, Rates, Commodities, and Credit markets. We design and implement cutting edge proprietary quantitative models which drive our automated trading systems. As a Vice President in the Automated Trading Strategies group, you will be joining a group of market microstructure experts helping in our efforts on on-exchange trading across products (futures, cash, ETF) and asset classes (FX, Rates, Commodities, Credit). You will be responsible for a broad scope including the design and implementing of cutting edge proprietary quantitative models that drive our automated trading systems (pricing, risk management and execution) and the oversight of day-to-day risk & operations.

Requirements

• Degree in computer science, math, physics, engineering, or other quantitative fields.
• Experience with real time exchange market data and order entry
• Proficiency in data analytics and being comfortable working with large data sets
• Attention to detail, adaptable, driven and collaborative.

Responsibilities

• Analyze high frequency market data to optimize on-exchange trading strategies performance
• Contribute to market microstructure research including signal generation, order entry/queue position/fill ratio optimization
• Design, back test and implement trading strategies in production environment
• Collaborate closely with technology partners; and also engage with ECNs and exchanges.

What This Job Offers

• Job Type: Full-time
• Career Level: Senior
• Education Level: Bachelor's degree