J.P. Morgan Wealth Management - Vice President, Wealth Management Lending Portfolio Solutions

JP Morgan Chase; Columbus (OH); Presencial; USD 180.000 - 280.000; Jornada completa

Descripción de la vacante

JPMorgan Chase Wealth Management is seeking a Quantitative Analytics Vice President to help build a first-line function for managing systematic risk across banking and broker-dealer credit products. You will work with 1LOD, 2LOD, Product, Tech, and support teams to deliver disciplined growth and governance across SDI, CWM, and JPMA channels.

The role combines deep capital markets expertise with quantitative thinking and partnership skills in a fast-paced environment, shaping how the firm handles

Formación

• Undergraduate degree in a quantitative field.
• 7+ years in analytical, technical, trading, or research roles in capital markets.
• Strong knowledge of financial products and risk management.
• Proficiency with Python and data analytics packages.
• Experience with Tableau or BI tools.
• Strong communication and stakeholder management skills.
• Ability to translate technical concepts to non-technical audiences.

Responsabilidades

• Manage risk-taking across lending portfolios using MDF.
• Maintain margin adequacy framework and drive factor changes.
• Coordinate market coverage with 1LOD and 2LOD partners.
• Interpret market/portfolio dynamics into risk-reducing actions or lending opportunities.
• Design models and quantitative frameworks with governance.
• Ensure analytics quality and credibility of frameworks.
• Partner with front line teams to structure innovative credit solutions.
• Publish market-facing commentary and research.
• Produce policies, procedures, and model documentation.
• Manage governance, escalations, and report materials for Credit Decisioning Forums and committees.

Conocimientos

Python

Tableau

Excel

Communication

Stakeholder management

Quantitative analytics

Risk management

Educación

Undergraduate degree

Graduate degree preferred

Descripción del empleo

Help build a new, high-impact Lending Portfolio Solutions team that will shape how JPMorganChase takes systematic risk across wealth credit products using industry-leading market, credit, and ai analytics capabilities. You will apply deep capital markets expertise, quantitative thinking, and strong partnership skills while gaining meaningful career growth and mobility across a broad stakeholder ecosystem and product suite.

As a Quantitative AnalyticsVice President in JPMorgan Wealth Management Lending Portfolio Solutions you will help build a new first line function formed as part of a Consumer & Community Bank (CCB) wide initiative to manage systematic risk-taking across the full suite of bank and broker-dealer credit products. This individual contributor role will manage lending portfolios comprised of securities-based lending, margin trading, and other credit exposures originated through Self-Directed Investing (SDI), Chase Wealth Management (CWM), and JPMorgan Advisors (JPMA) channels. You will coordinate a comprehensive first line of defense (1LOD) capability and partner closely with Independent Risk (2LOD), Product, Technology, and support functions to deliver disciplined growth objectives. You will bring an entrepreneurial mindset, operate at the pace of markets, adapt to changing priorities, and turn ambiguity into practical solutions.

Job responsibilities

• Manage risk-taking through the Marginal Decisioning Framework (MDF) across lending portfolios
• Maintain the margin adequacy framework and drive margin factor changes as market and portfolio dynamics evolve
• Coordinate market coverage and market-driven actions with first line of defense (1LOD) and second line of defense (2LOD) partner functions
• Interpret evolving market and portfolio dynamics into actionable risk-reducing actions or lending opportunities
• Design new models and quantitative frameworks and extend existing metrics with appropriate governance
• Ensure analytics quality and credibility of quantitative frameworks
• Partner with front line teams and Independent Risk to structure innovative credit solutions and advise partners on complex portfolio queries
• Publish market-facing commentary and research
• Produce policies, procedures, and model documentation aligned with documentation guidelines
• Manage governance, escalations, forum materials, and report production for Credit Decisioning Forums and related committees

Required qualifications, capabilities, and skills

• Undergraduate degree
• 7+ years in an analytical, technical, trading, or research-oriented role in capital markets
• Broad financial product knowledge
• Practical knowledge of Python and associated data analytics packages in a professional environment
• Practical knowledge of Tableau or other business intelligence and data visualization tools
• Proficiency in Microsoft Office including Excel, PowerPoint, and Word
• Excellent communication and interpersonal skills with ability to translate technical capital markets concepts to non-technical audiences
• Demonstrated ability to manage and influence senior executive stakeholders and diverse partner teams
• Strong sense of ownership and collaborative team orientation
• Comfort working at the fast pace of markets and adapting to changing priorities

Preferred qualifications, capabilities, and skills

• Academic concentration in a technical discipline
• Graduate degree or professional designation
• Academic background or professional experience in financial mathematics, financial engineering, quantitative risk methodologies, or data science
• Professional experience in credit risk management, market risk management, derivatives, or hedging strategies
• Professional experience in a credit portfolio management function or lending business
• Experience with JPMorganChase proprietary risk methodologies, models, and frameworks
• Experience building or scaling new processes and frameworks during a foundational build-out phase