[Skip to main content](#main-content) [OpenNash Jobs](https://jobs.opennash.com/) [Hiring report](/reports/hiring/) · [All JPMorganChase jobs](https://jobs.opennash.com/companies/jpmorganchase/) · [Search jobs](/search/) JPMorganChase # Quantitative Trading & Research - Market Microstructure & High-Frequency Quantitative Researcher - Associate/ Vice President Central and Western, Hong Kong Island, Hong Kong Executive Research & Science Listed on JPMorganChase’s official careers site. Posted September 9, 2026. Check that it is still open and apply there. [Apply on JPMorganChase’s careers site →](https://jpmc.fa.oraclecloud.com/hcmUI/CandidateExperience/en/sites/CX_1001/job/210789213) [OpenNash Jobs](https://jobs.opennash.com/) / [JPMorganChase](https://jobs.opennash.com/companies/jpmorganchase/) / Quantitative Trading & Research - Market Microstructure & High-Frequency Quantitative Researcher - Associate/ Vice President ## Job description The Quantitative Trading & Research (QTR) group is responsible for systematic trading across FX, Rates, Commodities, Credit, Equity and a wide range of markets. Within QTR, AI Market Lab brings together quantitative research, modern artificial intelligence, market microstructure, and high-performance engineering to develop the next generation of electronic trading capabilities. Our work spans signal research, pricing, market making, execution, portfolio construction, risk management, and the production systems that support them. We are seeking a quantitative researcher with deep expertise in market microstructure and high- to medium-to-high-frequency trading to drive research on how electronic markets behave at fine time scales—and how that structure can be converted into robust, deployable systematic strategies. This is a research-forward role. You will frame problems, build measurement and simulation machinery, run careful ablation studies, and develop models/strategies that hold up across venues, regimes, and operational constraints. The ideal candidate has worked close to live trading systems and can translate research insights into execution- and latency-aware designs. ### Job Responsibilities Analyze high-frequency market data, including Level 2 and, where available, Level 3 or Level 4 order-book and order-event data, to identify predictive structure and trading opportunities. Develop alpha signals and trading features based on order flow, liquidity, queue dynamics, price formation, cross-venue behavior, and short-horizon market response. Design, backtest, and implement market-making and risk-taking strategies, including pricing, order placement, cancellation, queue-position management, fill-probability estimation, and inventory control. Develop realistic research and simulation methodologies incorporating latency, fees, rebates, market impact, adverse selection, and operational constraints. Optimize strategy performance across signal generation, portfolio or position sizing, execution, and intraday risk management. Work closely with traders, quantitative developers, technology partners, exchanges, and ECNs to move strategies into production and improve them using live performance and markout analysis ### Required Qualifications Advanced degree or equivalent practical experience in mathematics, statistics, physics, computer science, engineering, financial engineering, or a related quantitative discipline. 2+ years of full-time quantitative research experience in high-frequency / medium-frequency trading, electronic market making, or systematic execution. ### Strong understanding of electronic market mechanics order types, matching engines, queue priority, microstructure invariants, liquidity formation, and market impact/adverse selection. Evidence of contributing to strategies used in live markets, including a clear understanding of the research-to-production workflow and the sources of performance degradation in deployment. Strong programming and data-analysis skills in Python; proficiency in C++ or another high-performance language is highly desirable. Demonstrated rigor in experimental design and evaluation—ability to separate economically meaningful effects from overfitting, leakage, optimistic fills, and regime-specific artifacts. ### Preferred Qualifications Experience independently owning a strategy, managing a trading book, or leading a quantitative research workstream. ### Deep expertise in one or more areas high-frequency market making, short-horizon alpha, execution research, multi-venue routing/optimization, or microstructure modeling. Experience across FICC markets or multiple asset classes; outstanding equities specialists interested in transitioning to FICC are encouraged. Familiarity with machine learning, deep learning, or reinforcement learning applied to limit-order-book modeling, execution, or control problems. Research publications, open-source contributions, or substantial internal research artifacts demonstrating a sustained, hypothesis-driven approach. ## At a glance - Posted by the employer: Sep 9, 2026 - First seen by OpenNash: Oct 13, 2026 - Last checked: Oct 20, 2026 - Listed for: 41 days - Location: Central and Western, Hong Kong Island, Hong Kong[Apply on JPMorganChase’s careers site →](https://jpmc.fa.oraclecloud.com/hcmUI/CandidateExperience/en/sites/CX_1001/job/210789213) ## More jobs at JPMorganChase ### [Equity Research Analyst, Industrials — Vice President or Executive Director](https://jobs.opennash.com/companies/jpmorganchase/jobs/fb542f3f92091453df99/) Central and Western, Hong Kong Island, Hong Kong ### [Quantitative Trading & Research - AI Scientist, Quantitative Research - Associate/ Vice President](https://jobs.opennash.com/companies/jpmorganchase/jobs/83d85ecf7b590eb62b45/) Central and Western, Hong Kong Island, Hong Kong ### [Asset Management - Investment Platform - Trading Analytics and Strategy – Vice President/ Associate](https://jobs.opennash.com/companies/jpmorganchase/jobs/c7a95d613424d3e6bf55/) Central and Western, Hong Kong Island, Hong Kong ### [Asset Management – Fixed Income Investment Specialist – Vice President](https://jobs.opennash.com/companies/jpmorganchase/jobs/f3d11d05ceee08f1d0c4/) Central and Western, Hong Kong Island, Hong Kong ### [Credit Risk – Analyst](https://jobs.opennash.com/companies/jpmorganchase/jobs/3a1fc08495fccaadea1e/) Central and Western, Hong Kong Island, Hong Kong ## Similar jobs at other companies ### [Quantitative Market Risk Analyst](https://jobs.opennash.com/companies/banca-mediolanum/jobs/e9cbeb808d4b33e38d97/) Banca Mediolanum · Banca Mediolanum Sede ### [Stage Assistant Trading Global Debt Market - Cash Financing Solution Repo (f/m/d)](https://jobs.opennash.com/companies/hsbc-holdings/jobs/0997d902fb418988ae8d/) HSBC Holdings · PARIS, France ### [Strategy consultant with Market research](https://jobs.opennash.com/companies/citigroup/jobs/6f7118c54e16764c9431/) Citigroup · Bangalore Karnataka India ### [Quantitative Researcher | Asia Pacific Systematic Trading](https://jobs.opennash.com/companies/macquarie-group/jobs/2b01f5e9e0bd4938d6b8/) Macquarie Group Limited · Sydney ### [Quantitative Analyst -Cash Equity Algorithmic Trading - Director](https://jobs.opennash.com/companies/citigroup/jobs/280471b2dfeb8a9b993d/) Citigroup · London United Kingdom OpenNash lists jobs from employers’ own careers sites and does not handle applications. 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