RMBS Quant & Research Associate — ML-Driven Modeling

JPMorganChase; New York (NY); On-site; USD 150,000 - 210,000; Full time

Job summary

JPMorganChase is seeking an Associate in the SPG QTR team to advance RMBS modeling, valuation, and risk management. You will collaborate with trading desks to modernize credit modeling using ML, data processing, and analytics delivery across our ecosystem.

You will work with stakeholders across business and technology, contribute to model infrastructure, and provide training and guidance for internal users and external clients.

Qualifications

• Master's or PhD in a quantitative field.
• Strong ML/statistical modeling skills with financial applications a plus.
• Proficiency in Python and SQL.
• Experience with large-scale data analysis.
• Knowledge of RMBS or fixed income is a plus.

Responsibilities

• Develop and support advanced financial models for RMBS, enabling portfolio management, trading, hedging, and risk assessment.
• Conduct back‑testing, performance tracking, and provide insights for portfolio management and trading strategies.
• Perform large‑scale data queries, processing, and ML analysis for RMBS prepayment and credit modeling.

Skills

Python

C++

Machine Learning

Statistics

SQL

Education

Master's or PhD in quantitative field

Tools

PostgreSQL

Redshift

Pandas

NumPy

SciPy

Job description

JPMorganChase is seeking an Associate in the SPG QTR team to advance RMBS modeling, valuation, and risk management. You will collaborate with trading desks to modernize credit modeling using ML, data processing, and analytics delivery across our ecosystem.

You will work with stakeholders across business and technology, contribute to model infrastructure, and provide training and guidance for internal users and external clients.