Executive Director, Quant Research Software Engineer
Core
Develop and implement derivatives pricing models, risk analytics, and quantitative tools for rates, credit, and equities while building scalable technology for investment and risk management.
Role type
Senior IC quant research software engineer
Builds
Derivatives pricing models, risk analytics, and quantitative tools on the Athena Python platform (via careerplan.io/jobs/g53983e7-executive-director-quant-research-software-engineer-at-j-p-morgan)
Domain
Financial services / Quantitative finance
Deliverable
production ML models
Required skills
Derivatives pricing, stochastic calculus, Python programming, quantitative development, risk analytics, numerical methods, probability theory
Preferred skills
Java, C++, C#, derivatives trade lifecycle knowledge, front-office quantitative research experience, Athena/Quartz/Beacon platform experience
Technologies
Python, Java, C#, C#, Agentic AI
Responsibilities
Develop and implement derivatives pricing models and risk analytics; Build and improve analytics on the Athena Python platform; Collaborate with portfolio managers and traders to turn workflows into quantitative solutions; Troubleshoot model- and analytics-related issues; Design and govern agentic AI-enabled engineering workflows; Create durable, reusable software frameworks; Influence senior leaders across business and technology teams