Quantitative Trading & Research - Portfolio - Associate

JPMorgan Chase & Co.; New York (NY); On-site; USD 130,000 - 210,000; Full time

Job summary

JPMorgan Chase & Co. in New York seeks an Associate or Vice President to join the Quantitative Trading & Research (QTR) team.

The role blends quantitative development with engagement with Trading and Risk to deliver impactful solutions. As an Associate or Vice President, you will help develop quantitative models to enhance pricing and risk management, partnering with XVA trading and counterparty credit risk.

Qualifications

• Advanced degree in a quantitative field or Bachelor's with 2+ years of relevant experience.
• Strong probability/statistics and derivatives pricing knowledge.
• Proficient programming in Python and/or C++.
• Clear communicator with strong ownership and problem-solving in a fast-paced, collaborative environment.

Responsibilities

• Design and develop models/analytics for pricing and management of XVA, Margin and Counterparty Credit Risk, from research to product deployment.
• Partner with Trading and Risk to translate business needs into quantitative solutions, provide ongoing production support including incident triage and root-cause analysis.
• Own end-to-end delivery with Technology on implementation, testing and deployment.
• Drive model governance and continuous improvement in partnership with Model Validation, including documentation, controls, and ongoing performance monitoring.

Skills

Quantitative modeling

Python

C++

Statistics

Communication

Education

Advanced degree in a quantitative field

Bachelor’s degree with 2+ years relevant experience

Tools

SQL

Job description

We’re seeking a highly motivated Associate or Vice President to join our Quantitative Trading & Research (QTR) team in New York. The role blends quantitative development with close engagement with Trading and Risk to deliver impactful solutions.

Position Summary:

As an Associate or Vice President on the Quantitative Trading & Research team, you will partner closely with both XVA trading and Counterparty Credit risk. You will help in developing of quantitative models to enhance pricing and risk management.

Job responsibilities

• Design and develop models/analytics for pricing and management of XVA, Margin and Counterparty Credit Risk, from research to product deployment.
• Partner with Trading and Risk to translate business needs into quantitative solutions, provide ongoing production support including incident triage and root-cause analysis.
• Own end-to-end delivery with Technology on implementation, testing and deployment.
• Drive model governance and continuous improvement in partnership with Model Validation, including documentation, controls, and ongoing performance monitoring.

Required qualification, capabilities, and skills

• Advanced degree in a quantitative field (or Bachelor’s with 2+ years relevant experience).
• Strong understanding of probability/statistics and derivatives pricing; demonstrated ability to develop new quantitative approaches.
• Strong programming in Python and/or C++;
• Clear communicator with strong ownership, problem-solving skills, and ability to thrive in a fast-paced, collaborative environment.

Preferred qualification, capabilities, and skills

• Agentic AI and data pipeline/processing experience a plus.
• Product development lifecycle experience a plus.