[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 · LONDON, United Kingdom # Quantitative Trading & Research - AI/ML Quantitative Researcher - Associate or Vice President LONDON, United Kingdom Executive Research & Science Listed on JPMorganChase’s official careers site. Posted September 11, 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/210790334) [OpenNash Jobs](https://jobs.opennash.com/) / [JPMorganChase](https://jobs.opennash.com/companies/jpmorganchase/) / Quantitative Trading & Research - AI/ML Quantitative Researcher - Associate or Vice President ## Job description Join a pioneering team at the forefront of systematic trading innovation. 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. ### Job Summary As a Quantitative Trading & Research – AI/ML Quantitative Researcher, you will lead research on building Transformer-based and time-series foundation models over large-scale market datasets, and develop the methods needed to make them robust, transferable, and measurable across instruments and regimes. We are seeking an AI/ML quantitative researcher with hands-on experience pre-training large foundation models from scratch. This role is designed for someone who wants to do deep research with real constraints - where questions like scaling laws, data efficiency, and robustness are not academic footnotes, but the core of the agenda. ### Job Responsibilities Pre-train Transformer-based and time-series foundation models from scratch using large-scale market, order-book, transaction, and cross-asset datasets. Develop data representations, tokenization schemes, self-supervised objectives, model architectures, and distributed training recipes for financial time series. Fine-tune and post-train foundation models for alpha generation, pricing, market making, execution, and risk-management tasks. Study scaling laws, transfer across instruments and asset classes, regime robustness, data efficiency, and the trade-offs among model quality, inference cost, and latency. Design evaluation protocols that connect pre-training metrics to economically meaningful outcomes, including out-of-sample prediction, simulated trading, transaction costs, capacity, and live markouts. Build reusable training, checkpointing, evaluation, and model-serving components with ML infrastructure engineers. Required Qualifications, Capabilities, and Skills Advanced degree (Master’s, PhD, or equivalent experience) in machine learning, computer science, statistics, mathematics, operations research, engineering, or a related quantitative field. Demonstrated experience pre-training a large model from scratch (Transformer/LLM/multimodal/time-series). Experience limited to API usage or prompt engineering is not sufficient. Experience building large-scale data pipelines and distributed training systems using PyTorch, JAX, or equivalent frameworks. ### Deep knowledge of large-model training and evaluation optimization, parallelism, mixed precision, checkpointing, experiment design, ablations, and benchmarking. Evidence of research/technical quality through successful large-model training, high-impact research, open-source systems, or production deployment. Preferred Qualifications, Capabilities, and Skills Experience with fine-tuning/post-training for forecasting, ranking, decision-making, or structured prediction. Prior work on time-series foundation models, limit-order-book modeling, multimodal market data, or cross-asset transfer learning. Experience in quantitative trading, HFT, electronic market making, or systematic investing - especially with models deployed to live trading. Publications at leading ML venues and/or substantial contributions to large-scale model-training systems. ## At a glance - Posted by the employer: Sep 11, 2026 - First seen by OpenNash: Oct 13, 2026 - Last checked: Oct 20, 2026 - Listed for: 39 days - Location: LONDON, United Kingdom[Apply on JPMorganChase’s careers site →](https://jpmc.fa.oraclecloud.com/hcmUI/CandidateExperience/en/sites/CX_1001/job/210790334) ## More jobs at JPMorganChase ### [2027 Quantitative Research - Risk - Off-Cycle - Analyst– London](https://jobs.opennash.com/companies/jpmorganchase/jobs/c22fffac86f4195a0a71/) LONDON, United Kingdom ### [2027 Quantitative Research - Risk - Off-Cycle - Associate – London](https://jobs.opennash.com/companies/jpmorganchase/jobs/574b3eefe7ef03b848cb/) LONDON, United Kingdom ### [2027 Quantitative Research Markets Analyst Program – Off-Cycle Internship – London](https://jobs.opennash.com/companies/jpmorganchase/jobs/90656bd6026bec554608/) LONDON, United Kingdom ### [2027 Quantitative Research Markets Associate Program – Off-Cycle Internship – London](https://jobs.opennash.com/companies/jpmorganchase/jobs/1ca42977c3d5cf580b7a/) LONDON, United Kingdom ### [2027 Quantitative Research – Asset Management - Summer Analyst Internship - London](https://jobs.opennash.com/companies/jpmorganchase/jobs/37536995e376227c60b0/) LONDON, United Kingdom ## Similar jobs at other companies ### [Markets - Quantitative Analyst](https://jobs.opennash.com/companies/citigroup/jobs/1e6a179ef7f685e9edc9/) Citigroup · Singapore Singapore ### [Advisor, Quantitative Trader](https://jobs.opennash.com/companies/cargill/jobs/5f039e37edc07f2995a5/) Cargill · Geneva, Switzerland ### [Quantitative Equities Trader - VP- SINGAPORE](https://jobs.opennash.com/companies/citigroup/jobs/6cda686fb0f06b96f4c0/) Citigroup · Singapore Singapore ### [Power Performance Quantitative Intern](https://jobs.opennash.com/companies/totalenergies/jobs/efe0465af7ac3ee1771f/) TotalEnergies ### [Senior Quantitative Analyst (Contract)](https://jobs.opennash.com/companies/totalenergies/jobs/a5dcd184a5c513d7d1ef/) TotalEnergies OpenNash lists jobs from employers’ own careers sites and does not handle applications. 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