VP of Quantitative Credit Research & Pricing

J.P. Morgan; Greater London; On-site; GBP 90,000 - 120,000; Full time

Job summary

A leading global financial services firm seeks a Vice President for their Quantitative Research team to drive and accelerate pricing model development and analytics in Macro Credit. This role requires engagement with sales and trading teams, focusing on pre-trade tools and model outputs. Candidates should have 3-7 years of quantitative research experience, an advanced degree, and proficiency in Python or C++. A collaborative mindset and strong analytical skills are essential.

Qualifications

• 3-7 years of experience as quantitative researcher in credit and fixed income.
• Strong knowledge in financial mathematics and stochastic calculus.
• Experience with Neutral Networks or machine learning models is preferred.

Responsibilities

• Prototype and deliver pre-trade quantitative analytics.
• Modernize trading & risk systems with technology partners.
• Enhance pricing models for scenario pricing and default analysis.
• Drive the automation agenda by transforming manual processes.

Skills

Analytical skills

Structured problem-solving

Teamwork

Strong communication skills

Financial mathematics knowledge

Education

Advanced degree in math, statistics, physics, financial engineering, or computer science

Tools

Python

C++

Job description

A leading global financial services firm seeks a Vice President for their Quantitative Research team to drive and accelerate pricing model development and analytics in Macro Credit. This role requires engagement with sales and trading teams, focusing on pre-trade tools and model outputs. Candidates should have 3-7 years of quantitative research experience, an advanced degree, and proficiency in Python or C++. A collaborative mindset and strong analytical skills are essential.