Lead Quantitative Researcher – Risk, XVA & HPC Analytics

JPMorganChase; New York (NY); On-site; USD 200,000 - 285,000; Full time

Benefits offered by this job

Comprehensive health care coverage

On-site health and wellness centers

Retirement savings plan

Backup childcare

Tuition reimbursement

Mental health support

Financial coaching

More

Job summary

JPMorganChase is seeking a quantitative professional to develop analytics and risk tools for counterparty credit risk and margin. You will collaborate with business users and the XVA modeling team, designing cutting-edge quantitative methods and supporting the model lifecycle from implementation to deployment.

The role requires a Master’s degree (or PhD with related field) and 2 years of experience, with strong C++ and Python skills for data-driven analysis. Located at 270 Park Avenue, New York.

Qualifications

• Master's degree plus 2 years of experience in quantitative finance or related field, or PhD with no required experience.
• Proficiency in implementing quantitative models and analytical tools.
• Strong programming skills in C++ and Python for modeling and analysis.

Responsibilities

• Develop analytics and risk tools for counterparty credit risk and margin.
• Collaborate with business end users and XVA modeling team.
• Support end users with modeling and lifecycle deployment of tools.

Skills

Quantitative finance models

Margin/backtesting models

Explain and troubleshoot models

C++

Python

Data retrieval & analysis

Education

Master's degree in Computational/Mathematical/Statistical Finance or related field

PhD in related field accepting without experience

Tools

Excel

Job description

JPMorganChase is seeking a quantitative professional to develop analytics and risk tools for counterparty credit risk and margin. You will collaborate with business users and the XVA modeling team, designing cutting-edge quantitative methods and supporting the model lifecycle from implementation to deployment.

The role requires a Master’s degree (or PhD with related field) and 2 years of experience, with strong C++ and Python skills for data-driven analysis. Located at 270 Park Avenue, New York.