VP, RMBS Quantitative Trading & Research

J.P. Morgan; New York (NY); On-site; USD 250,000 - 380,000; Full time

Benefits offered by this job

Health coverage

On-site clinic

Retirement plan

Backup childcare

Tuition reimbursement

Mental health support

Financial coaching

Job summary

JPMorganChase in New York invites a VP to join the SPG Quantitative Trading & Research team, focusing on non-agency RMBS modeling. You will advance credit modeling with ML across the development lifecycle, contribute to data processing, calibration, and delivery of analytics and reporting tools.

You will partner with trading desks and risk groups, ensure robust model infrastructure, provide training, and help translate complex model outputs into actionable trading insights.

Qualifications

• Master's or PhD in a quantitative field.
• Advanced ML/econometric modeling skills for finance.
• Strong Python (NumPy/Pandas) and stats packages.
• Experience with large-scale databases (PostgreSQL/Redshift).
• Experience analyzing mortgage/loan performance data.

Responsibilities

• Develop and support advanced RMBS models for portfolio management, trading, hedging.
• Back-test models, track performance, provide insights for trading strategies.
• Perform large-scale data queries and ML analysis on RMBS datasets.
• Build robust data analysis platforms for modeling initiatives.
• Develop new models and analytic tools within pricing and analytics framework.
• Design tools to monitor model performance and market conditions.
• Maintain and enhance infrastructure for valuation and hedging.
• Provide client support and training on model usage.
• Collaborate with risk and model-review teams to ensure proper usage and controls.

Skills

Master's or PhD in quantitative field

ML/econometric modeling

Python programming

NumPy/Pandas/StatsModels

PostgreSQL/Redshift

Mortgage RMBS data analysis

Education

Master’s or PhD in quantitative field

Tools

Python

NumPy

Pandas

StatsModels

scikit-learn

PostgreSQL

Redshift

Job description

JPMorganChase in New York invites a VP to join the SPG Quantitative Trading & Research team, focusing on non-agency RMBS modeling. You will advance credit modeling with ML across the development lifecycle, contribute to data processing, calibration, and delivery of analytics and reporting tools.

You will partner with trading desks and risk groups, ensure robust model infrastructure, provide training, and help translate complex model outputs into actionable trading insights.