VP Quantitative Research - RMBS Modeling & Markets

Testing Site - JPMC; New York (NY); On-site; USD 180,000 - 280,000; Full time

Job summary

Testing Site - JPMC in New York seeks a VP in Quantitative Research SPG to lead the development of advanced models for RMBS valuation, risk, and market making within the Global SPG.

You will collaborate with risk, model review, and client teams to ensure proper model usage, documentation, and training. The role emphasizes building scalable data analysis infrastructure and a new model library, with a focus on computational efficiency.

Qualifications

• PhD holder with strong math background and Python/C++ experience.
• 3+ years at VP level in quantitative research and modeling.
• Experience with RMBS/structured products data analysis.

Responsibilities

• Lead development and maintenance of advanced models for valuation and risk.
• Document models to comply with policy and risk controls.
• Design tools to monitor RMBS market conditions.
• Conduct data queries and prepayment/credit modeling.
• Build platform for large-scale data analysis.
• Oversee model usage and risk controls.

Skills

Python

C++

Monte Carlo

Logistic regression

PCA

Hazard rate models

Econometric modeling

Data analysis

Model risk awareness

Education

PhD in advanced maths

Tools

NumPy

Pandas

StatsModels

Shell scripting

Job description

Testing Site - JPMC in New York seeks a VP in Quantitative Research SPG to lead the development of advanced models for RMBS valuation, risk, and market making within the Global SPG.

You will collaborate with risk, model review, and client teams to ensure proper model usage, documentation, and training. The role emphasizes building scalable data analysis infrastructure and a new model library, with a focus on computational efficiency.