VP Quant Lead - Wholesale Credit Risk Modeling

JPMorgan Chase; Jersey City (NJ); Presencial; USD 150.000 - 230.000; Jornada completa

Descripción de la vacante

JPMorganChase in New Jersey seeks a Quantitative Researcher to join the Wholesale Credit Risk Modeling team. You will develop and enhance models for portfolios including Commercial & Industrial loans and structured products, collaborating with credit risk, finance, and technology to deliver scalable solutions.

You will present methodologies and results to model governance forums, strengthen model governance, and implement high-performance computing to boost performance in a fast-paced regulatory

Formación

• Master's degree or PhD in a quantitative discipline.
• 5+ years of experience building statistical/economic models in finance.
• 3+ years of experience with machine learning in modeling workflows.
• Experience with AI tools to accelerate development, testing, or documentation.
• Knowledge of wholesale credit risk and risk measurement context.
• Ability to explain quantitative concepts to non-technical stakeholders.

Responsabilidades

• Develop wholesale credit risk models for portfolios like Commercial & Industrial loans and structured products.
• Create rating and credit-officer facing modeling approaches for credit risk of commercial and corporate clients.
• Assess model performance and limitations; design efficient numerical methods for estimation, calibration, and validation.
• Implement high-performance computing solutions to improve runtime and scalability.
• Build reusable analytics software frameworks and integrate model outputs into downstream systems.
• Analyze large real-world datasets to derive insights for model accuracy and stability.
• Collaborate with risk, finance, and technology teams to communicate methodology and results to governance bodies.

Conocimientos

Python

Pandas/NumPy

ML techniques

Financial modeling

Model governance

Communication

Team collaboration

Problem solving

Educación

Master's or PhD in quantitative field

Herramientas

Linux/Unix

Cloud platforms (AWS/Azure)

MLflow/Kubeflow/SageMaker

Git

Descripción del empleo

JPMorganChase in New Jersey seeks a Quantitative Researcher to join the Wholesale Credit Risk Modeling team. You will develop and enhance models for portfolios including Commercial & Industrial loans and structured products, collaborating with credit risk, finance, and technology to deliver scalable solutions.

You will present methodologies and results to model governance forums, strengthen model governance, and implement high-performance computing to boost performance in a fast-paced regulatory