Credit Portfolio Analytics VP — AI-Driven Trading & Research

Aumni; Greater London; On-site; GBP 120,000 - 180,000; Full time

Job summary

J.P. Morgan in London is seeking an Associate or Vice President to join the Quantitative Trading & Research team focused on Credit Portfolio analytics. You will design and implement scalable Monte Carlo solutions for CVA/FVA, collaborating with traders and risk managers to deliver production-grade analytical tools.

The role emphasizes robust testing, system architecture, and practical problem-solving over purely theoretical modeling, with opportunities to influence across regions and products.

Qualifications

• Hands-on experience building and shipping software in an engineering or quantitative role.
• Degree in a quantitative or engineering field such as Computer Science, Engineering, Mathematics, or Physics.
• Demonstrate strong, practical programming skills, particularly in Python, with hands-on experience developing large-scale, production-grade systems and a willingness to learn and apply best coding practices.
• A genuine problem solver who has personally designed and implemented working solutions to real problems in their role.
• Ability to contribute to technical projects from conception through delivery, including architecture decisions and stakeholder management.
• Support robust system and solution architecture, contributing to rigorous testing, verification, and adherence to best practices in design and implementation.
• Solid software engineering, algorithm design, and development skills with a commitment to robust testing, verification, and code quality standards.
• Strong communication and influencing skills, both verbal and written, with the ability to engage partners and stakeholders on complex and technical topics with clarity.

Responsibilities

• Design, develop, and enhance our large-scale Monte Carlo simulation engine used for computing CVA and FVA across the firm's derivatives portfolio.
• Implement advanced numerical techniques to further improve computational efficiency and accuracy of risk sensitivities.
• Contribute to the firm's strategic agenda of transforming the investment bank into a data-driven business through scalable, high-performance analytical tools and infrastructure.
• Collaborate with technology teams, ensuring robustness, performance, and maintainability of code in a large-scale production environment.
• Partner closely with traders, marketers, and risk managers across all products and regions to deliver analytical solutions that meet business needs.
• Drive best practices in quantitative research, software development, and analytical rigor across the team.

Skills

Python

Production-grade software

Strong communication

Problem solving

Architecture decisions

Stakeholder management

Software testing

Education

Degree in Computer Science / Engineering / Mathematics / Physics

Job description

J.P. Morgan in London is seeking an Associate or Vice President to join the Quantitative Trading & Research team focused on Credit Portfolio analytics. You will design and implement scalable Monte Carlo solutions for CVA/FVA, collaborating with traders and risk managers to deliver production-grade analytical tools.

The role emphasizes robust testing, system architecture, and practical problem-solving over purely theoretical modeling, with opportunities to influence across regions and products.