AI-Driven Credit Quant Research Associate

JPMorgan Chase & Co.; City of Rochester (NY); Sur place; USD 130 000 - 180 000; Plein temps

Résumé du poste

JPMorgan Chase & Co.’s Credit Portfolio Group in New York seeks a quantitative researcher to deliver cutting-edge AI, LLM, and agent-based tools for portfolio management, trading, and distribution. You will drive market analysis, automated credit-curve maintenance, and hedging strategy development.

The role emphasizes leveraging AI to enhance decision-making, automate risk reporting, and accelerate digital transformation across the desk. Strong Python and data science skills are essential.

Qualifications

• Advanced degree in mathematics, statistics, physics, financial engineering, computer science, or an equivalent subject.
• At least 4 years of experience in a quantitative research, markets, or analytics-focused role supporting a fixed income, credit, or lending desk.
• Hands-on experience building and deploying AI agents, machine learning or LLM based applications, with demonstrated ability to apply these technologies to financial markets or trading desk workflows.
• Hands-on experience in portfolio optimization, familiar with related software and tools.
• Strong software design and data science skills, with Python experience.
• Exceptional analytical, quantitative, and problem-solving skills with an intellectual curiosity and passion for credit markets and investing.
• Excellent written and verbal communication skills, with the ability to convey complex quantitative concepts to both technical and non-technical stakeholders.
• Ability to work in a high-pressure, collaborative team environment with strong attention to detail and a focus on quality of deliverables

Responsabilités

• Design, build, and deploy AI, LLM, and generative AI agent-based tools to support CPG trading workflows, including automated market analysis, credit curve maintenance, trade idea generation, and portfolio risk monitoring
• Explore and implement machine learning techniques to enhance market-making algorithms, quoting tools, and portfolio optimization strategies
• Stay at the forefront of emerging AI capabilities and identify practical applications that can be embedded into the desk's daily operations
• Leverage the vast amount of data available across the credit portfolio to proactively identify opportunities, concentrated exposures, and optimal hedging strategies for the desk
• Collaborate with model control teams to facilitate timely and efficient review and approval of all models, ensuring compliance with internal policies and industry regulations
• Automate trading desk daily risk and position reports, streamlining workflows to accelerate the broader automation & digital transformation agenda across CPG
• Build and enhance trade support and automation infrastructure for portfolio hedging strategies, credit curve reconciliation, and loan sale execution
• Interact with other sub-teams within Markets QR to explore synergies and share best practices

Connaissances

Python

ML/LLM

Quantitative analysis

Communication

Problem-solving

Team collaboration

Formation

Advanced degree in mathematics/statistics/physics/financial engineering/computer science

Description du poste

JPMorgan Chase & Co.’s Credit Portfolio Group in New York seeks a quantitative researcher to deliver cutting-edge AI, LLM, and agent-based tools for portfolio management, trading, and distribution. You will drive market analysis, automated credit-curve maintenance, and hedging strategy development.

The role emphasizes leveraging AI to enhance decision-making, automate risk reporting, and accelerate digital transformation across the desk. Strong Python and data science skills are essential.