AI-Driven Credit Portfolio Quant - Associate/VP

Aumni

Paris

Hybrid

EUR 140,000 - 210,000

Full time

6 days ago

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Job summary

J.P. Morgan is seeking an Associate/VP in Quantitative Research within the Credit Portfolio Lending Group (CPG) in Paris to design, build, and deploy AI, LLM, and agent-based tools for trading workflows and portfolio risk monitoring.

You will explore ML techniques to enhance trading signals, portfolio optimization, and automate daily risk reporting, collaborating with model control teams and global QR sub-teams to drive automation and digital transformation in credit markets.

Qualifications

Advanced degree in mathematics, statistics, physics, financial engineering, computer science, or equivalent.
Experience in quantitative research, markets, or analytics supporting fixed income, credit, or lending desks.
Hands-on experience building and deploying AI agents, ML, or LLM-based apps for financial markets.

Responsibilities

Design, build, and deploy AI, LLM, and agent-based tools for trading workflows.
Improve trading-signal generation and portfolio optimization using ML.
Identify practical AI applications for daily desk operations.
Leverage credit portfolio data to identify opportunities and hedging strategies.
Collaborate with model control teams for timely model reviews and approvals.
Automate daily risk and position reports to speed up automation and transformation.
Support portfolio hedging and credit curve reconciliation with automation infrastructure.
Coordinate with Markets QR sub-teams to share best practices.