Lead Quantitative Researcher: Derivatives & Risk Analytics

JPMorgan Chase & Co.; New York (NY); On-site; USD 200,000 - 285,000; Full time

Job summary

JPMorgan Chase & Co. in New York, NY seeks a quantitative professional to develop analytics and risk tools for counterparty credit risk and margin. You will collaborate with end users and the XVA modeling team to design and implement advanced methods across the model lifecycle.

You will backtest margin models, explain models to traders and risk managers, and implement models in C++ and Python. Location: 270 Park Avenue, New York, NY 10017. Salary: $200,000 to $285,000 per year.

Qualifications

• Advanced degree with 2+ years in quantitative roles or PhD with no required experience.
• Experience in derivative pricing and margin calculations.
• Ability to explain quantitative models to non-technical stakeholders.

Responsibilities

• Develop analytics and risk tools for counterparty credit risk and margin.

Skills

Quantitative finance modeling

Backtesting

Model deployment

C++

Python

Data analysis

Excel

Education

Master's degree in Computational Finance or related field

PhD in Computational Finance or related field (alternative)

Tools

C++

Python

Job description

JPMorgan Chase & Co. in New York, NY seeks a quantitative professional to develop analytics and risk tools for counterparty credit risk and margin. You will collaborate with end users and the XVA modeling team to design and implement advanced methods across the model lifecycle.

You will backtest margin models, explain models to traders and risk managers, and implement models in C++ and Python. Location: 270 Park Avenue, New York, NY 10017. Salary: $200,000 to $285,000 per year.