full-time
Executive Director - Quantitative Research Principal Software Engineer
JPMorgan Chase & Co.
- Employer
- JPMorgan Chase & Co.
- Location
- New York
- Working pattern
- on-site
- Salary
- $204,250–$285,000 / year
About the role
Develop and implement pricing models, risk analytics, and quantitative tools for derivatives on the Athena platform. Collaborate with portfolio managers and traders to translate investment workflows into robust, production-quality quantitative solutions. Requires an advanced degree in a quantitative discipline and over 10 years of applied software engineering experience. Candidates must possess deep expertise in derivatives pricing, stochastic calculus, and Python development.