AI-Driven Quantitative Research Associate

JPMorgan Chase & Co.; Greater London; On-site; GBP 90,000 - 150,000; Full time

Job summary

JPMorgan Chase & Co. in London is seeking an Associate or VP in Quantitative Research for the Credit Portfolio Lending Group (CPG).

You will design, build, and deploy AI-driven tools to support trading workflows, portfolio risk monitoring, and automation, partnering with global teams to drive innovation and impact. The role emphasizes advanced machine learning, LLMs, and agent-based solutions to optimize credit risk strategies and portfolio performance, with responsibilities spanning model

Qualifications

• Advanced degree in mathematics, statistics, physics, financial engineering, computer science, or equivalent.
• Hands-on experience in quantitative research, markets, or analytics supporting fixed income, credit, or lending desks.
• Experience building and deploying AI agents, ML, or LLM-based applications for financial markets or trading workflows.
• Experience in portfolio optimization and familiarity with related software and tools.
• Strong Python programming and data science skills.
• Excellent communication skills to convey quantitative concepts to diverse stakeholders.
• Ability to work in a high-pressure, collaborative team environment with attention to detail.

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

Quantitative research

Portfolio optimization

Communication

Education

Advanced degree in mathematics/statistics/finance or related field

Tools

Trading systems

Model validation

Job description

JPMorgan Chase & Co. in London is seeking an Associate or VP in Quantitative Research for the Credit Portfolio Lending Group (CPG).

You will design, build, and deploy AI-driven tools to support trading workflows, portfolio risk monitoring, and automation, partnering with global teams to drive innovation and impact. The role emphasizes advanced machine learning, LLMs, and agent-based solutions to optimize credit risk strategies and portfolio performance, with responsibilities spanning model