Associate/VP, AI-Driven Credit Portfolio Research

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

Job summary

JPMorgan Chase & Co. seeks an Associate or Vice President in Quantitative Research for the Credit Portfolio Lending Group (CPG). You will design, build, and deploy AI-driven tools to support trading workflows, risk monitoring, and portfolio optimization.

You will collaborate with global teams, leverage machine learning and LLM methodologies, and contribute to automation across CPG. A strong foundation in quantitative methods and Python is essential for success.

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

Quantitative research

Python

Machine learning

Portfolio optimization

Financial engineering

Communication skills

Education

Advanced degree in mathematics or related field

Tools

Python libraries (NumPy/Pandas)

Modeling frameworks

Job description

JPMorgan Chase & Co. seeks an Associate or Vice President in Quantitative Research for the Credit Portfolio Lending Group (CPG). You will design, build, and deploy AI-driven tools to support trading workflows, risk monitoring, and portfolio optimization.

You will collaborate with global teams, leverage machine learning and LLM methodologies, and contribute to automation across CPG. A strong foundation in quantitative methods and Python is essential for success.