full-time
Quantitative Trading & Research - Market Microstructure & High-Frequency Quantitative Researcher - Associate
JPMorgan Chase & Co.
- Employer
- JPMorgan Chase & Co.
- Location
- Singapore
- Working pattern
- on-site
About the role
The researcher will analyze high-frequency market data to develop alpha signals and systematic trading strategies. They will also design simulation methodologies and work with technology partners to deploy these strategies into live production environments. Candidates must hold an advanced degree in a quantitative discipline and possess at least two years of experience in high-frequency trading or market making. Strong programming skills in Python and a deep understanding of electronic market mechanics are essential.