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Quantitative Trading & Research - RMBS Underwriting - Analyst

ExperiencedNo visa sponsorship
J.P. Morgan logo

at J.P. Morgan

Bulge Bracket Investment Banks

Posted 3 days ago

No clicks

**Quantitative Trading & Research Analyst - RMBS: Drive Decisions with Python Skills** As our Quantitative Trading & Research Analyst, you'll strategically support our top-ranked RMBS underwriting desk. In this role, you'll leverage strong Python skills to build and maintain tools, driving data-driven decisions across underwriting, structuring, banking, trading, and risk teams. **Key Responsibilities:** - **- Data Analysis:** Manipulate large datasets to create systematic, repeatable outputs. - **- Tool Development:** Build and enhance analytics tools to support RMBS deal execution. - **- Collaborate:** Work with stakeholders to integrate tools and ensure robust, maintainable solutions. **Required Skills & Experience:** - **Education:** Bachelor's/master's degree in a quantitative discipline. - **Programming:** Proficient Python skills (required). - **Quantitative Foundation:** Strong numerical skills and interest in financial markets. - **Communication:** Excellent communication skills, collaborating effectively with diverse teams. ** Preferred Qualifications:** - **SQL knowledge, financial markets experience, and RMBS familiarity** for faster onboarding.

Compensation
Not specified USD

Currency: $ (USD)

City
New York City
Country
United States

Full Job Description

Location: New York, NY, United States

Position Summary

Join our dynamic team as a Desk Strategist supporting a market-leading RMBS underwriting business. As an Analyst within Quantitative Trading and Research (QTR), you will work closely with underwriting, structuring, financing, banking, trading, risk, and technology to build cutting-edge analytics and tooling that shape how the business evaluates collateral, prices risk, sources clients, and executes transactions.

As an Analyst on the Quantitative Trading & Research Team, you will sits at the intersection of quantitative research, modern engineering, and front-office Residential Mortgage-Backed Securities (RMBS) deal execution, offering direct exposure to senior underwriting, structuring, banking and trading partners on complex transactions. You are a hands-on builder with strong Python skills and a genuine interest in financial markets and will be a primary asset in shaping the team's future analytics and workflows by delivering scalable, production-quality tools and analytical/pricing solutions that improve decision-making, drive profitability, and support optimal deal execution.

Job Responsibilities

  • Manipulate large datasets to produce systematic analyses and repeatable outputs delivered directly to the desk. 

  • Develop tools and quantitative analyses to drive decision making related to RMBS underwriting, pricing, structuring, and securitization deal execution

  • Build and enhance scalable desk tooling that improves the efficiency, reliability, and usability of analytics and models in a live deal environment.

  • Assist in the development and maintenance of internal valuation, scenario analysis, and risk frameworks as applicable.

  • Collaborate with technology and internal teams to integrate tools with desk systems and data platforms; ensure solutions are robust and maintainable.

  • Apply strong engineering discipline (testing, documentation, version control) and leverage firm-approved AI-assisted development where appropriate to accelerate delivery.

Required Qualifications, Capabilities, and Skills

  • Bachelor's or master's degree in a quantitative discipline (computer science, mathematics, statistics, engineering, physics, economics/finance, or related).

  • Excellent programming skills (Python required).

  • Strong quantitative foundation and interest in financial markets.

  • Excellent communication skills and ability to partner effectively with technical and non-technical stakeholders.

  • Self-motivated with strong critical thinking, ownership, and attention to detail.

Preferred Qualifications, Capabilities, and Skills

  • SQL knowledge is a plus.

  • Prior financial markets experience is helpful.

  • Prior mortgage / structured products knowledge is helpful.

  • Experience building reusable tools used by others (not just one-off analysis).

 

Quantitative Trading & Research - RMBS Underwriting - Analyst

Compensation

Not specified USD

City: New York City

Country: United States

J.P. Morgan logo
Bulge Bracket Investment Banks

3 days ago

No clicks

at J.P. Morgan

ExperiencedNo visa sponsorship

**Quantitative Trading & Research Analyst - RMBS: Drive Decisions with Python Skills** As our Quantitative Trading & Research Analyst, you'll strategically support our top-ranked RMBS underwriting desk. In this role, you'll leverage strong Python skills to build and maintain tools, driving data-driven decisions across underwriting, structuring, banking, trading, and risk teams. **Key Responsibilities:** - **- Data Analysis:** Manipulate large datasets to create systematic, repeatable outputs. - **- Tool Development:** Build and enhance analytics tools to support RMBS deal execution. - **- Collaborate:** Work with stakeholders to integrate tools and ensure robust, maintainable solutions. **Required Skills & Experience:** - **Education:** Bachelor's/master's degree in a quantitative discipline. - **Programming:** Proficient Python skills (required). - **Quantitative Foundation:** Strong numerical skills and interest in financial markets. - **Communication:** Excellent communication skills, collaborating effectively with diverse teams. ** Preferred Qualifications:** - **SQL knowledge, financial markets experience, and RMBS familiarity** for faster onboarding.

Full Job Description

Location: New York, NY, United States

Position Summary

Join our dynamic team as a Desk Strategist supporting a market-leading RMBS underwriting business. As an Analyst within Quantitative Trading and Research (QTR), you will work closely with underwriting, structuring, financing, banking, trading, risk, and technology to build cutting-edge analytics and tooling that shape how the business evaluates collateral, prices risk, sources clients, and executes transactions.

As an Analyst on the Quantitative Trading & Research Team, you will sits at the intersection of quantitative research, modern engineering, and front-office Residential Mortgage-Backed Securities (RMBS) deal execution, offering direct exposure to senior underwriting, structuring, banking and trading partners on complex transactions. You are a hands-on builder with strong Python skills and a genuine interest in financial markets and will be a primary asset in shaping the team's future analytics and workflows by delivering scalable, production-quality tools and analytical/pricing solutions that improve decision-making, drive profitability, and support optimal deal execution.

Job Responsibilities

  • Manipulate large datasets to produce systematic analyses and repeatable outputs delivered directly to the desk. 

  • Develop tools and quantitative analyses to drive decision making related to RMBS underwriting, pricing, structuring, and securitization deal execution

  • Build and enhance scalable desk tooling that improves the efficiency, reliability, and usability of analytics and models in a live deal environment.

  • Assist in the development and maintenance of internal valuation, scenario analysis, and risk frameworks as applicable.

  • Collaborate with technology and internal teams to integrate tools with desk systems and data platforms; ensure solutions are robust and maintainable.

  • Apply strong engineering discipline (testing, documentation, version control) and leverage firm-approved AI-assisted development where appropriate to accelerate delivery.

Required Qualifications, Capabilities, and Skills

  • Bachelor's or master's degree in a quantitative discipline (computer science, mathematics, statistics, engineering, physics, economics/finance, or related).

  • Excellent programming skills (Python required).

  • Strong quantitative foundation and interest in financial markets.

  • Excellent communication skills and ability to partner effectively with technical and non-technical stakeholders.

  • Self-motivated with strong critical thinking, ownership, and attention to detail.

Preferred Qualifications, Capabilities, and Skills

  • SQL knowledge is a plus.

  • Prior financial markets experience is helpful.

  • Prior mortgage / structured products knowledge is helpful.

  • Experience building reusable tools used by others (not just one-off analysis).