VP, Quantitative Lending Risk Analytics

JPMorganChase; New York (NY); On-site; USD 250,000 - 420,000; Full time

Benefits offered by this job

Health care coverage

On-site wellness centers

Retirement savings plan

Backup childcare

Tuition reimbursement

Mental health support

Financial coaching

Job summary

JPMorgan Chase & Co. in New York, NY, seeks a Vice President Quantitative Researcher to design and deliver risk analytics and models focused on collateral risk and lending value.

You will partner across Investment Solutions, Credit operations, Risk, Lending, and Technology to inform product strategy and governance. The role requires deep quantitative expertise, knowledge of risk VaR, and the ability to communicate complex results to regulators and senior management, while building domain

Qualifications

• Advanced degree in Mathematics, Physics, Statistics, Computer Science, or related field.
• 7+ years of quantitative experience in risk and model development.
• Experience in margin, lending, and financial products (equities, fixed income, derivatives).
• Knowledge of wealth management risk controls and regulatory expectations.
• Proficient in Python and communicating complex concepts clearly.

Responsibilities

• Design, develop, and enhance quantitative models for lending value estimations.
• Identify key risk drivers and incorporate them into model design.
• Establish model performance benchmarks and accuracy measures.
• Develop domain expertise in lending operations and collateral valuation.
• Evaluate trade-offs between risk appetite, client competitiveness, and feasibility.
• Collaborate with Technology and data teams to source and curate data.

Skills

Python

Communication

Cross-functional

Multi-tasking

Quant modeling

Education

PhD in Mathematics/Physics/Statistics/CS

MSc in a quantitative field

Tools

NumPy/SciPy

Job description

JPMorgan Chase & Co. in New York, NY, seeks a Vice President Quantitative Researcher to design and deliver risk analytics and models focused on collateral risk and lending value.

You will partner across Investment Solutions, Credit operations, Risk, Lending, and Technology to inform product strategy and governance. The role requires deep quantitative expertise, knowledge of risk VaR, and the ability to communicate complex results to regulators and senior management, while building domain