Vice President, Wealth Lending Portfolio Analytics & Risk

JP Morgan Chase; Columbus (OH); On-site; USD 180,000 - 280,000; Full time

Job summary

JPMorgan Chase Wealth Management is seeking a Quantitative Analytics Vice President to help build a first-line function for managing systematic risk across banking and broker-dealer credit products. You will work with 1LOD, 2LOD, Product, Tech, and support teams to deliver disciplined growth and governance across SDI, CWM, and JPMA channels.

The role combines deep capital markets expertise with quantitative thinking and partnership skills in a fast-paced environment, shaping how the firm handles

Qualifications

• Undergraduate degree in a quantitative field.
• 7+ years in analytical, technical, trading, or research roles in capital markets.
• Strong knowledge of financial products and risk management.
• Proficiency with Python and data analytics packages.
• Experience with Tableau or BI tools.
• Strong communication and stakeholder management skills.
• Ability to translate technical concepts to non-technical audiences.

Responsibilities

• Manage risk-taking across lending portfolios using MDF.
• Maintain margin adequacy framework and drive factor changes.
• Coordinate market coverage with 1LOD and 2LOD partners.
• Interpret market/portfolio dynamics into risk-reducing actions or lending opportunities.
• Design models and quantitative frameworks with governance.
• Ensure analytics quality and credibility of frameworks.
• Partner with front line teams to structure innovative credit solutions.
• Publish market-facing commentary and research.
• Produce policies, procedures, and model documentation.
• Manage governance, escalations, and report materials for Credit Decisioning Forums and committees.

Skills

Python

Tableau

Excel

Communication

Stakeholder management

Quantitative analytics

Risk management

Education

Undergraduate degree

Graduate degree preferred

Job description

JPMorgan Chase Wealth Management is seeking a Quantitative Analytics Vice President to help build a first-line function for managing systematic risk across banking and broker-dealer credit products. You will work with 1LOD, 2LOD, Product, Tech, and support teams to deliver disciplined growth and governance across SDI, CWM, and JPMA channels.

The role combines deep capital markets expertise with quantitative thinking and partnership skills in a fast-paced environment, shaping how the firm handles