Asset Management - Fixed Income Quantitative Research Developer - Vice President
On-site · New York City, New York, United States
Job Summary
Asset Management - Fixed Income Quantitative Research Developer at Vice President level in JPMorgan's GFICC Quantitative Research group. Responsible for rapid code development and data infrastructure to accelerate research projects, collaborating with quant researchers in New York and Mumbai to transform data transformations and code into production-ready pipelines. Emphasizes Python coding expertise, production-quality code, SDLC governance, and integration with technology teams to deliver alpha-generation insights and scalable solutions for fixed income mandates. Required skills include Python with pandas/polars, SQL databases, Git/Bitbucket, IDEs (IntelliJ IDEA or VSCode), and AWS (S3, Airflow), with familiarity in fixed income markets and data analysis.
Required Qualifications
- Strong coding skills in Python including data libraries such as pandas, polars
- Familiarity with fixed income markets, interest in fixed income data and analysis
- Ability to adapt to rapidly changing market conditions and interface directly with GFICC investors
- Familiarity with SQL databases and working with data api’s
- Proficiency with software repository tools such as git and bitbucket
- Good understanding of a professional IDE such as IDEA or vscode
- Familiarity with AWS technologies such as S3 and airflow
Apply with one swipe on Sorce. We auto-fill applications and apply on your behalf — no cover letters, no 40-minute forms.
Hiring someone like this?
Get your role in front of qualified candidates on Sorce.