VP Quantitative Researcher - Lending & Collateral Risk

JP Morgan Chase; New York (NY); On-site; USD 180,000 - 320,000; Full time

Benefits offered by this job

Competitive total rewards package

Health and retirement benefits

Job summary

JPMorgan Chase is seeking a Vice President Quantitative Researcher within the Investment & Research Team in New York. The role focuses on designing and delivering risk analytics and models for collateral risk and lending value, collaborating across Investment Solutions, Credit operations, Risk, Lending, and Technology.

You will develop deep domain knowledge of the lending business, collateral processes, and regulatory considerations, while communicating complex results to senior management and

Qualifications

• PhD or MSc in Mathematics, Physics, Statistics, CS or related quantitative field.
• 7+ years of quant experience with probability theory, risk/VaR, and model assumptions.
• Strong knowledge of margin, lending, and financial products.

Responsibilities

• Design, develop, and enhance quantitative models for lending value and risk.
• Identify key risk drivers and incorporate them into models.
• Establish model performance benchmarks and accuracy measures.
• Build domain expertise in collateral operations and valuation impact on P&L.
• Support product strategy by evaluating risk vs. client competitiveness.

Skills

Quantitative modeling

Risk analysis

Communication

Multi-tasking

Education

PhD or MSc in a quantitative field

Tools

Python

Job description

JPMorgan Chase is seeking a Vice President Quantitative Researcher within the Investment & Research Team in New York. The role focuses on designing and delivering risk analytics and models for collateral risk and lending value, collaborating across Investment Solutions, Credit operations, Risk, Lending, and Technology.

You will develop deep domain knowledge of the lending business, collateral processes, and regulatory considerations, while communicating complex results to senior management and