Quant Developer, Credit Portfolio & CVA/FVA

JPMorgan Chase & Co.; Greater London; On-site; GBP 90,000 - 140,000; Full time

Job summary

JPMorgan Chase & Co. in London is seeking an Associate or Vice President to join the Quantitative Trading & Research team. The role centers on developing analytics for the Credit Portfolio Group and advancing data-driven approaches across trading, risk management, and pricing.

It is a hands-on role emphasizing scalable, production-grade software and collaboration with traders, marketers and risk managers to deliver high-performance analytical tools.

Qualifications

• Hands-on software development in engineering or quantitative roles.
• Degree in a quantitative or engineering field.
• Strong Python programming with production-grade systems.
• Demonstrated ability to translate ideas into working solutions.
• Ability to drive architecture decisions and stakeholder alignment.
• Support robust testing, verification and code quality.

Responsibilities

• Design, develop, and enhance our Monte Carlo engine for CVA and FVA.
• Improve computational efficiency and accuracy of risk sensitivities.
• Develop scalable, high-performance analytical tools and infrastructure.
• Collaborate with technology teams for robust production code.
• Partner with traders, marketers, and risk managers to meet business needs.
• Drive best practices in quantitative research and software development.

Skills

Python

Production-grade software

Quantitative analysis

Problem solving

Communication

Education

Bachelor's degree in Computer Science / Engineering / Mathematics / Physics

Job description

JPMorgan Chase & Co. in London is seeking an Associate or Vice President to join the Quantitative Trading & Research team. The role centers on developing analytics for the Credit Portfolio Group and advancing data-driven approaches across trading, risk management, and pricing.

It is a hands-on role emphasizing scalable, production-grade software and collaboration with traders, marketers and risk managers to deliver high-performance analytical tools.