Senior Quant Lead — Wholesale Credit Risk Modeling

Aumni; Jersey City (NJ); Vor Ort; USD 150.000 - 230.000; Vollzeit

Benefits dieser Stelle

Health insurance

On-site health and wellness centers

Retirement savings plan

Backup childcare

Tuition reimbursement

Mental health support

Financial coaching

Zusammenfassung

JPMorganChase in Jersey City seeks a Quantitative Researcher for Wholesale Credit Risk Modeling to develop and enhance models supporting risk controls and regulatory processes. You will work with credit risk, finance, and technology to translate business needs into scalable model solutions.

You will present model approaches and results to governance forums and regulators, while improving methodology, documentation, and model governance. Strong Python, ML, and HPC experience are essential.

Qualifikationen

• Master’s degree or PhD in a quantitative discipline (e.g., economics, finance, physics, mathematics, or computer science).
• 5+ years of experience developing statistical/economic models in financial services or risk contexts, including Python for data analysis and modeling.
• 3+ years of experience with machine learning in model development or analytics workflows.
• Experience with modern AI tools to accelerate model development, testing, or documentation workflows.

Aufgaben

• Develop wholesale credit risk measurement models for portfolios (Commercial & Industrial loans, structured products).
• Create rating and credit officer-facing modeling approaches for commercial and corporate clients.
• Assess model performance, limitations, and use; design efficient numerical methods for estimation, calibration, and validation.
• Implement HPC solutions to improve runtime and scalability.
• Build reusable analytics software frameworks and integrate model outputs into downstream systems.
• Analyze large datasets to derive insights that improve accuracy and stability.
• Partner with stakeholders to communicate methodology, results, and limitations to governance forums.

Kenntnisse

Pandas/NumPy

Python programming

Machine learning

Model governance

Communication to stakeholders

Quantitative finance

Dimensionality reduction

Ausbildung

Master’s or PhD in quantitative field

Doctorate (preferred)

Tools

Linux/Unix

AWS/Azure

MLflow/Kubeflow/SageMaker

Jobbeschreibung

JPMorganChase in Jersey City seeks a Quantitative Researcher for Wholesale Credit Risk Modeling to develop and enhance models supporting risk controls and regulatory processes. You will work with credit risk, finance, and technology to translate business needs into scalable model solutions.

You will present model approaches and results to governance forums and regulators, while improving methodology, documentation, and model governance. Strong Python, ML, and HPC experience are essential.