Quantitative Trading & Research - SPG - Vice President

Job description

The Securitized Products Group (SPG) Quantitative Trading & Research (QTR) team is a high-performing quantitative modeling organization focused on Residential Mortgage-Backed Securities (RMBS) and related structured products. The group develops and maintains agency and non-agency RMBS models and analytical tools used to support CIB trading and research. These prepayment and credit/default models also support RMBS and mortgage loan valuation and risk management across JPMorganChase, including the Mortgage Bank, Chief Investment Office, and Asset & Wealth Management. Selected analytics are delivered to external clients via OASis and BondStudio. Job Summary: As a Vice President in the Securitized Products Group (SPG) Quantitative Trading & Research Team (QTR), you will sit within the non-agency RMBS modeling team and partners closely with SPG trading desks to support modeling, valuation, market-making, and risk assessment. You will help drive the modernization of credit modeling by applying machine learning and generative AI across the model development lifecycle, including data processing and exploration, model calibration, performance monitoring, and delivery of analytics and report...