Credit Quantitative Analyst - Treasury CIO

J.P. Morgan; New York (NY); On-site; USD 100,000 - 150,000; Full time

Job summary

JPMorgan Chase & Co. is seeking an entry level to junior quant to join the Credit Quantitative Research team within the Treasury CIO business, focusing on credit analytics and valuation models.

The role will contribute to developing and maintaining models used for valuation, risk, and P/L calculations, and to analytics for the Credit and Public Finance business. The analyst/associate will cover credit products, delivering analytics and ensuring QR provides quantitative support required.

Qualifications

• Advanced degree in math, statistics, physics, financial engineering, computer science or equivalent subject.
• Exceptional analytical, quantitative and problem solving skills.
• Strong software design and data science skills, preferably with Python knowledge and experience.

Responsibilities

• Provide best-in-class analytics to support risk management of Treasury CIO holdings.
• Document ideas and implement or coordinate with the team to implement solutions.
• Identify areas to improve analytics and analytical quality supporting decision making.
• Collaborate with model control teams to facilitate timely and thorough model reviews and approvals.

Skills

Python knowledge

Analytical skills

Problem solving

Software design

Data science

Education

Advanced degree in math or related field

Job description

JPMorgan Chase & Co. is seeking an entry level to junior quant to join the Credit Quantitative Research team within the Treasury CIO business, focusing on credit analytics and valuation models.

The role will contribute to developing and maintaining models used for valuation, risk, and P/L calculations, and to analytics for the Credit and Public Finance business. The analyst/associate will cover credit products, delivering analytics and ensuring QR provides quantitative support required.