Credit Quantitative Research Associate — Treasury CIO

JPMorgan Chase & Co.; City of Rochester (NY); On-site; USD 90,000 - 120,000; Full time

Job summary

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

The role supports the Credit QR team in developing analytics, ensuring compliance, and integrating models into risk systems, with strong emphasis on collaboration across trading, technology and controls.

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.
• Pro-active attitude: should have a natural interest to learn about our business, models, and infrastructure.
• Ability to work in a high-pressure environment.

Responsibilities

• Ensure that the team has the best-in-class analytics in order to effectively risk manage the substantial holdings within their business unit.
• Ensure that all the ideas are documented, and either directly implement the solutions we propose or liaise with the broader team in order to achieve this.
• Identifying areas where we can positively contribute by streamlining and increase the quality of the analytics that support their decision-making process.
• Working with model control teams to facilitate timely and efficient review and approval of models
• Excellent written communication skills are also required for meeting the high standards of the model documentation.
• A strong interest in good software design principles is a requirement as well.

Skills

Python

Quantitative analysis

Data science

Software design

High-pressure work

Communication skills

Education

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

Job description

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

The role supports the Credit QR team in developing analytics, ensuring compliance, and integrating models into risk systems, with strong emphasis on collaboration across trading, technology and controls.