Bulge Bracket Investment Banks

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**Vice President, Quantitative Trading & Research - Valuation Models** At JPMorganChase, develop advanced models for credit markets valuation. Collaborate cross-functionally to define methodology, manage risk, and drive innovation. Key responsibilities include model development, calibration, monitoring, and software framework creation. Thrives in data-driven, strategic roles, using Python, C++, and other relevant tools. Extensive financial domain knowledge and superior communication required. Vice President level, 6+ years' experience preferred. Join a global team in New York, NY.

Compensation: Not specified USD
City: New York City
Country: United States

Full Job Description

Location: New York, NY, United States

At JPMorganChase, youll be part of a world-class quantitative modeling group that drives innovation in financial engineering, data analytics, and portfolio management.

As a Vice President in the Quantitative Trading & Research team, youll collaborate with traders, risk managers, and controllers to develop and maintain sophisticated models for fair value measurement across multiple business lines. You should be passionate, curious, and ready to make an impact.

Job responsibilities

Develop mathematical models for the valuation of credit derivatives, structured lending facilities, and illiquid collateral

Implement methodologies for model calibration and build analytics to manage model risk appetite

Leverage machine learning, AI, and data analytics to enhance valuation methodologies and drive innovation

Define methodology for pricing adjustments, model limitations, parameter uncertainty, and liquidity reserves

Monitor model performance metrics to ensure models behave as expected over time

Design and develop software frameworks for analytics delivery to systems and applications

Collaborate with front office trading desks, controllers, and model risk teams to safeguard the firms balance sheet

Required qualifications, capabilities, and skills

Demonstrated quantitative and problem-solving skills, including research abilities

Strong understanding of advanced mathematics in financial modeling (probability theory, stochastic calculus, statistics)

Hands-on experience with data analytics, large data sets, and tools for analysis and visualization

Proficiency in code design and programming, primarily Python and C++

Practical experience with code performance optimization, debugging, and reverse engineering

Excellent verbal and written communication and team skills in a multi-location environment

Deep understanding of financial products, their valuations, and associated risks

Preferred qualifications, capabilities, and skills

Advanced degree (PhD, MSc or equivalent) in Engineering, Mathematics, Physics, Computer Science, etc.

6 years of quantitative model development or model validation experience

Markets experience and familiarity with trading concepts and terminology

Knowledge of options pricing theory, trading algorithms, financial regulations, stochastic processes, partial differential equations, and numerical analysis

Join a global team developing advanced quantitative models for credit markets at JPMorganChase.

Full Job Description

Location: New York, NY, United States

At JPMorganChase, youll be part of a world-class quantitative modeling group that drives innovation in financial engineering, data analytics, and portfolio management.

Job responsibilities

Develop mathematical models for the valuation of credit derivatives, structured lending facilities, and illiquid collateral

Implement methodologies for model calibration and build analytics to manage model risk appetite

Leverage machine learning, AI, and data analytics to enhance valuation methodologies and drive innovation

Define methodology for pricing adjustments, model limitations, parameter uncertainty, and liquidity reserves

Monitor model performance metrics to ensure models behave as expected over time

Design and develop software frameworks for analytics delivery to systems and applications

Collaborate with front office trading desks, controllers, and model risk teams to safeguard the firms balance sheet

Required qualifications, capabilities, and skills

Demonstrated quantitative and problem-solving skills, including research abilities

Strong understanding of advanced mathematics in financial modeling (probability theory, stochastic calculus, statistics)

Hands-on experience with data analytics, large data sets, and tools for analysis and visualization

Proficiency in code design and programming, primarily Python and C++

Practical experience with code performance optimization, debugging, and reverse engineering

Excellent verbal and written communication and team skills in a multi-location environment

Deep understanding of financial products, their valuations, and associated risks

Preferred qualifications, capabilities, and skills

Advanced degree (PhD, MSc or equivalent) in Engineering, Mathematics, Physics, Computer Science, etc.

6 years of quantitative model development or model validation experience

Markets experience and familiarity with trading concepts and terminology

Knowledge of options pricing theory, trading algorithms, financial regulations, stochastic processes, partial differential equations, and numerical analysis

Join a global team developing advanced quantitative models for credit markets at JPMorganChase.

Quantitative Trading & Research - Valuation Models - Vice President

Full Job Description

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Full Job Description

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