VP, Quantitative Researcher - Lending Risk & Valuation

Socket.dev; New York (NY); On-site; USD 180,000 - 240,000; Full time

Job summary

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

You will partner across Investment Solutions, Credit operations, Risk, Lending, and Technology to produce executive-quality insights. The role requires a PhD/MSc or equivalent and 7+ years of quantitative experience, with strong Python coding and communication skills.

Qualifications

• PhD, MSc, or equivalent in Mathematics, Physics, Statistics, Computer Science, or related quantitative field.
• 7+ years of quantitative research experience with probability theory, risk VaR, and model assumptions/limitations.
• Knowledge of margin, lending, and financial products including equity, fixed income, commodities, currencies, derivatives.
• Experience in wealth management risk controls and regulatory considerations.
• Proficient in Python coding and communicating complex models clearly to regulators and senior management.
• Ability to multitask and adapt to a dynamic business environment.

Responsibilities

• Design, develop, and enhance quantitative models for lending value estimations and collateral risk.
• Perform empirical research to identify key risk drivers and incorporate them into models.
• Establish model performance benchmarks and accuracy measures.
• Develop domain expertise in lending operations, margining workflows, and collateral valuation impact on P&L.
• Support product strategy by quantifying impacts of methodology changes and resource trade-offs.
• Collaborate with Technology and data teams to source, reconcile, and curate data.

Skills

Quant experience

Python

Communication skills

Multitasking

Education

PhD/MSc or equivalent in quantitative field

Job description

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

You will partner across Investment Solutions, Credit operations, Risk, Lending, and Technology to produce executive-quality insights. The role requires a PhD/MSc or equivalent and 7+ years of quantitative experience, with strong Python coding and communication skills.