Quantitative Research – Athena Analytics Developer – Vice President

Last updated an hour ago
Location:Greater London
Job Type:Full Time


Quantitative Researchers (QR) are key part of JP Morgan’s markets business, developing and maintaining sophisticated mathematical models, cutting-edge methodologies and infrastructure to value and risk manage financial transactions. We develop these in Athena, which is a next generation risk, pricing, and trade management platform built in-house at JP Morgan.

Athena is designed to enable rapid innovation on the desk by offering Quantitative Analysts, Risk Managers and Technologists a consistent, cross-asset portfolio of models, frameworks and tools to use in building financial applications.

The power of the Athena platform derives from several key technical innovations: a powerful Dependency Graph implementation, a ubiquitous data store called Hydra, a Real-Time Risk Reporting framework, a robust Deal Model, and a forward propagating, event-driven graph called Reactive.

We are looking for a new member to join the Quantitative Research Athena and Analytics team focusing on cross asset topics ranging from pricing library and market model design, risk frameworks, UI design to high performance computing.


  • Developing Athena (Python) analytics software that is used to price and risk manage financial products;
  • Designing efficient, scalable and usable cross asset frameworks with the aim of establishing golden standards across all QR streams;
  • Optimizing code and business processes, providing expert guidance to desk-aligned quant teams in using frameworks;
  • Support of end users of the frameworks, communicating with desk-aligned quant teams and technology groups.

Essential skills and qualifications

  • Degree in a quantitative field, e.g. computer science, mathematics, engineering, physics;
  • Outstanding problem solving skills;
  • Excellent software and algorithm design and development skills. Must be passionate about software design and writing high quality code;
  • Experience writing high quality Python is preferable;
  • Experience working in pricing libraries and risk management systems. Good understanding of trade life cycle, MTM, PnL and other processes that govern day to day business operations;
  • Knowledge of finance or quantitative finance is desirable;
  • Excellent oral and written communication skills.