VP, AI-Driven Credit Portfolio Quant Research

JPMorgan Chase & Co.; Paris; On-site; EUR 90,000 - 130,000; Full time

Job summary

JPMorgan Chase & Co. in Paris seeks an Associate or Vice President in Quantitative Research for the Credit Portfolio Lending Group (CPG). You will design, build, and deploy AI, LLM, and generative AI tools to support trading workflows, portfolio risk monitoring, and automation across global desks.

You will collaborate with model control teams, apply machine learning for portfolio optimization, and automate daily risk and position reports while advancing cross-team digital transformation.

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, machine learning, or LLM-based applications for financial markets or trading workflows.
• Experience in portfolio optimization and familiarity with related software and tools.
• Strong software design and data science skills, with Python experience.
• Exceptional analytical, quantitative, and problem-solving skills, with intellectual curiosity and passion for credit markets.
• Excellent written and verbal communication skills, able to convey complex quantitative concepts to technical and non-technical stakeholders.
• Ability to work in a high-pressure, collaborative team environment with strong attention to detail and quality.

Responsibilities

• Design, build, and deploy AI, LLM, and generative AI agent-based tools for CPG trading workflows.
• Explore and implement machine learning techniques to enhance trading-signal generation and portfolio optimization.
• Stay at the forefront of emerging AI capabilities and identify practical applications for daily desk operations.
• Leverage credit portfolio data to identify opportunities, concentrated exposures, and optimal hedging strategies.
• Collaborate with model control teams for timely review and approval of models, ensuring compliance.
• Automate daily risk and position reports, streamlining workflows for broader automation and digital transformation.
• Build and enhance trade support and automation infrastructure for portfolio hedging, credit curve reconciliation, and loan sale execution.
• Interact with other Markets QR sub-teams to explore synergies and share best practices.

Skills

Python

Data science

Analytical skills

Quantitative research

Communication skills

Team collaboration

Education

Advanced degree in mathematics, statistics, physics, financial engineering, computer science, or equivalent

Job description

JPMorgan Chase & Co. in Paris seeks an Associate or Vice President in Quantitative Research for the Credit Portfolio Lending Group (CPG). You will design, build, and deploy AI, LLM, and generative AI tools to support trading workflows, portfolio risk monitoring, and automation across global desks.

You will collaborate with model control teams, apply machine learning for portfolio optimization, and automate daily risk and position reports while advancing cross-team digital transformation.