Quantitative Trading & Research - Valuation Models - Vice President

Job description

At JPMorganChase, you’ll 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, you’ll 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 t...