VP, Quantitative Researcher: Lending Value & Collateral Risk

JPMorgan Chase & Co.; City of Rochester (NY); On-site; USD 180,000 - 290,000; Full time

Job summary

JPMorgan Chase & Co. is seeking a Vice President Quantitative Researcher to design and deliver risk analytics and lending-value models. You will work with teams across Investment Solutions, Credit operations, Risk, Lending, Technology, and model risk management in New York, London, and India.

You will develop deep lending domain expertise, translate collateral characteristics into risk measures, and present concise narratives to regulators and senior management.

Qualifications

• Advanced degree in a quantitative field (PhD or MSc).
• 7+ years of quantitative research experience.
• Strong Python coding skills and ability to explain complex concepts clearly.

Responsibilities

• Design, develop, and enhance quantitative models for lending value and risk.
• Identify key risk drivers and integrate them into model design.
• Establish performance benchmarks and accuracy measures.
• Build domain expertise in collateral operations and lending impact on P&L.
• Evaluate trade-offs between risk, client competitiveness and feasibility.
• Collaborate with Tech and data teams to source and curate data.

Skills

Quant experience

Python

Communication skills

Multi-tasking

Education

PhD or MSc in a quantitative field

Tools

Python

Job description

JPMorgan Chase & Co. is seeking a Vice President Quantitative Researcher to design and deliver risk analytics and lending-value models. You will work with teams across Investment Solutions, Credit operations, Risk, Lending, Technology, and model risk management in New York, London, and India.

You will develop deep lending domain expertise, translate collateral characteristics into risk measures, and present concise narratives to regulators and senior management.