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quantitative associate

JPMorganChase

<div><b>JOB DESCRIPTION</b><p><br>
The Credit Portfolio Lending Group (CPG) is a public-side global function with approximately 25 Portfolio Management and Trading professionals across New York, London, and Singapore, and is part of the Markets function within the Commercial &amp; Investment Bank (CIB). CPG has two primary functions: Portfolio Management &amp; Research (PM&amp;R), which is aligned by industry and geography, and Trading &amp; Distribution (T&amp;D), which uses both liquid and illiquid channels to risk manage the book. The priority of the group is to manage the retained credit portfolio, focusing on concentrated exposures (company-specific, industry, or geographical concentrations) while balancing the competing priorities of minimizing cost, P&amp;L volatility, and capital usage. Portfolio Managers and Researchers work with Traders to determine appropriate strategies to manage the portfolio, achieved primarily via the secondary loan market, the CDS market, and through structured solutions.</p><p>
</p><p>The Quantitative Research (QR) function supporting CPG is responsible for developing and maintaining models for valuation, risk, and P&amp;L calculations, as well as building analytics, portfolio monitoring tools and algorithms that support CPG&rsquo;s activities. Responsibilities span the full lifecycle from new model specification and approval through to implementation in libraries and integration into risk and P&amp;L systems.</p><p>
</p><p><b>Job Summary</b></p><p>
We are seeking a diligent, quantitative, self-motivated, and outgoing individual to join the Credit Portfolio Group in New York in a Quantitative Research capacity. In this role, you will serve as the primary quant for CPG delivering cutting-edge tools and models that enhance the group's portfolio management, trading, and distribution capabilities. There will be a particular emphasis on leveraging AI, large language models (LLMs), and generative AI agents to design and implement market-based tools that provide the desk with a quantitative edge, accelerate automation, and improve decision-making across the credit portfolio.</p><p>
</p><p><b>Job Responsibilities</b></p><ul><li>
Design, build, and deploy AI, LLM, and generative AI agent-based tools to support CPG trading workflows, including automated market analysis, credit curve maintenance, trade idea generation, and portfolio risk monitoring</li><li>
Explore and implement machine learning techniques to enhance market-making algorithms, quoting tools, and portfolio optimization strategies</li><li>
Stay at the forefront of emerging AI capabilities and identify practical applications that can be embedded into the desk's daily operations</li><li>
Leverage the vast amount of data available across the credit portfolio to proactively identify opportunities, concentrated exposures, and optimal hedging strategies for the desk</li><li>
Collaborate with model control teams to facilitate timely and efficient review and approval of all models, ensuring compliance with internal policies and industry regulations</li><li>
Automate trading desk daily risk and position reports, streamlining workflows to accelerate the broader automation &amp; digital transformation agenda across CPG</li><li>
Build and enhance trade support and automation infrastructure for portfolio hedging strategies, credit curve reconciliation, and loan sale execution</li><li>
Interact with other sub-teams within Markets QR to explore synergies and share best practices</li></ul><p>
</p><p><b>Required Qualifications, Capabilities, and Skills</b></p><ul><li>
An advanced degree in mathematics, statistics, physics, financial engineering, computer science, or an equivalent subject</li><li>
At least 4 years of experience in a quantitative research, markets, or analytics-focused role supporting a fixed income, credit, or lending desk</li><li>
Hands-on experience building and deploying AI agents, machine learning or LLM based applications, with demonstrated ability to apply these technologies to financial markets or trading desk workflows.</li><li>
Hands-on experience in portfolio optimization, familiar with related software and tools</li><li>
Strong software design and data science skills, with Python experience</li><li>
Exceptional analytical, quantitative, and problem-solving skills with an intellectual curiosity and passion for credit markets and investing.</li><li>
Excellent written and verbal communication skills, with the ability to convey complex quantitative concepts to both technical and non-technical stakeholders.</li><li>
Ability to work in a high-pressure, collaborative team environment with strong attention to detail and a focus on quality of deliverables</li></ul>
<b>ABOUT US</b><br>
<div>
<div>JPMorganChase, one of the oldest financial institutions, offers innovative financial solutions to millions of consumers, small businesses and many of the world&rsquo;s most prominent corporate, institutional and government clients under the J.P. Morgan and Chase brands. Our history spans over 200 years and today we are a leader in investment banking, consumer and small business banking, commercial banking, financial transaction processing and asset management.
</div><p></p><div><p>We offer a competitive total rewards package including base salary determined based on the role, experience, skill set and location. Those in eligible roles may receive commission-based pay and/or discretionary incentive compensation, paid in the form of cash and/or forfeitable equity, awarded in recognition of individual achievements and contributions. We also offer a range of benefits and programs to meet employee needs, based on eligibility. These benefits include comprehensive health care coverage, on-site health and wellness centers, a retirement savings plan, backup childcare, tuition reimbursement, mental health support, financial coaching and more. Additional details about total compensation and benefits will be provided during the hiring process.
</p><div><p>We recognize that our people are our strength and the diverse talents they bring to our global workforce are directly linked to our success. We are an equal opportunity employer and place a high value on diversity and inclusion at our company. We do not discriminate on the basis of any protected attribute, including race, religion, color, national origin, gender, sexual orientation, gender identity, gender expression, age, marital or veteran status, pregnancy or disability, or any other basis protected under applicable law. We also make reasonable accommodations for applicants&rsquo; and employees&rsquo; religious practices and beliefs, as well as mental health or physical disability needs. Visit our FAQs for more information about requesting an accommodation.</p>
<p>JPMorgan Chase &amp; Co. is an Equal Opportunity Employer, including Disability/Veterans</p><br>
</div></div></div><br>
<br>
<b>ABOUT THE TEAM</b><br>
<br>
J.P. Morgan&rsquo;s Commercial &amp; Investment Bank is a global leader across banking, markets, securities services and payments. Corporations, governments and institutions throughout the world entrust us with their business in more than 100 countries. The Commercial &amp; Investment Bank provides strategic advice, raises capital, manages risk and extends liquidity in markets around the world.</div>

Credit Portfolio Group – Quantitative Research - Associate

<div><b>JOB DESCRIPTION</b><p><br>
Quantitative Research (QR) is an expert quantitative modelling group in J.P. Morgan, as well as a leader in financial engineering, data analytics, statistical modelling and portfolio management. As a global team, QR partners with traders, marketers and risk managers across all products and regions.</p><p><b>
Job summary:</b></p><p>
As an Associate in the Quantitative Research (QR) team, you will deliver on data-driven solutions and complex challenges related to the management and reporting of liquidity, funding, and capital. You will lead the team in designing and implementing advanced models to assess risk, as well as developing tools to predict and explain P&amp;L. You will work closely with the Markets Treasury team as well as our technology partners.</p><p>
This position offers exposure to large-scale data analytics, the application of AI, automation of reporting processes, and the creation of actionable insights for senior management and cross-functional teams. You will collaborate with stakeholders across markets and technology to drive innovative solutions. This role provides a unique opportunity to enhance treasury management practices and support strategic objectives in a fast-paced, evolving market environment.</p><p><b>
Job Responsibilities:
</b></p><ul><li>Architect and oversee the design of advanced frameworks for complex data analytics ensuring scalability, security, and maintainability.</li><li>
Lead sophisticated data analysis initiatives, deriving insights from large and diverse financial datasets to inform strategic decision-making and drive business outcomes.</li><li>
Design, implement, and manage end-to-end analytics solutions and user tools, setting standards for best practices and maximizing value delivered to stakeholders</li><li>
Engage with leadership and business teams to proactively identify opportunities for optimizing financial resource allocation and quantify the impact of proposed initiatives.</li><li>
Establish and nurture partnerships with technology teams to drive the development and scaling of innovative analytical frameworks and optimization strategies, influencing the firm&rsquo;s technology roadmap.</li><li>
Lead the automation strategy by identifying and transforming complex manual processes into efficient, scalable digital platforms, fostering a culture of continuous improvement.</li><li>
Build and maintain strong relationships with global Quantitative Research (QR) teams, driving global collaboration.</li></ul><p><b>
Required qualifications, capabilities, and skills:
</b></p><ul><li>Experience within a quantitative role in finance</li><li>
Hold an advanced degree (Master&rsquo;s) or equivalent in a quantitative discipline such as Mathematics, Computer Science, Physics, or Engineering</li><li>
Demonstrate expert-level programming skills, particularly in Python, with experience leading development of large-scale, production-grade systems and mentoring others in best coding practices.</li><li>
Exhibit exceptional quantitative and analytical problem-solving abilities</li><li>
Markets experience and a comprehensive understanding of trading concepts, strategies, and terminology</li><li>
Possess outstanding communication skills, adept at engaging and influencing senior stakeholders on complex technical topics and translating technical concepts into actionable business insights.</li><li>
Demonstrate ability to master new business domains and adapting to evolving business priorities, proactively identifying areas for strategic growth and improvement.</li><li>
Apply strategic and creative thinking to both challenges and opportunities, driving continuous innovation and fostering a culture of forward-thinking problem solving.</li><li>
Champion robust system and solution architecture, ensuring rigorous testing, verification, and adherence to best practices in design and implementation across teams.</li></ul><p><b>
Preferred qualifications, capabilities, and skills:</b></p><ul><li>
Demonstrate deep expertise in derivatives pricing theory and financial regulations, with a history of applying this knowledge to drive strategic initiatives and influence firm-wide practices.</li><li>
Possess a comprehensive understanding of bank balance sheet management and extensive experience solving complex financial optimization problems, contributing to strategic decision-making and resource allocation.</li><li>
Champion rigorous testing and verification methodologies, ensuring the reliability, accuracy, and resilience of analytical solutions and systems across the organization.</li><li>
Demonstrate programming skills in java.</li></ul>
<b>ABOUT US</b><br>
<div>
<div>JPMorganChase, one of the oldest financial institutions, offers innovative financial solutions to millions of consumers, small businesses and many of the world&rsquo;s most prominent corporate, institutional and government clients under the J.P. Morgan and Chase brands. Our history spans over 200 years and today we are a leader in investment banking, consumer and small business banking, commercial banking, financial transaction processing and asset management.
</div><p></p><div><p>We offer a competitive total rewards package including base salary determined based on the role, experience, skill set and location. Those in eligible roles may receive commission-based pay and/or discretionary incentive compensation, paid in the form of cash and/or forfeitable equity, awarded in recognition of individual achievements and contributions. We also offer a range of benefits and programs to meet employee needs, based on eligibility. These benefits include comprehensive health care coverage, on-site health and wellness centers, a retirement savings plan, backup childcare, tuition reimbursement, mental health support, financial coaching and more. Additional details about total compensation and benefits will be provided during the hiring process.
</p><div><p>We recognize that our people are our strength and the diverse talents they bring to our global workforce are directly linked to our success. We are an equal opportunity employer and place a high value on diversity and inclusion at our company. We do not discriminate on the basis of any protected attribute, including race, religion, color, national origin, gender, sexual orientation, gender identity, gender expression, age, marital or veteran status, pregnancy or disability, or any other basis protected under applicable law. We also make reasonable accommodations for applicants&rsquo; and employees&rsquo; religious practices and beliefs, as well as mental health or physical disability needs. Visit our FAQs for more information about requesting an accommodation.</p>
<p>JPMorgan Chase &amp; Co. is an Equal Opportunity Employer, including Disability/Veterans</p><br>
</div></div></div><br>
<br>
<b>ABOUT THE TEAM</b><br>
<br>
J.P. Morgan&rsquo;s Commercial &amp; Investment Bank is a global leader across banking, markets, securities services and payments. Corporations, governments and institutions throughout the world entrust us with their business in more than 100 countries. The Commercial &amp; Investment Bank provides strategic advice, raises capital, manages risk and extends liquidity in markets around the world.</div>

Quantitative Trading & Research – Markets Treasury – Associate

<div><b>JOB DESCRIPTION</b><p><br>
The Quantitative Trading &amp; Research Portfolio team specializes in building data-driven, AI-powered tools that empower traders to act quickly and manage risk more effectively. Operating at the intersection of machine learning, real-time data analysis, and quantitative finance, the team transforms complex data into actionable insights with immediate impact on trading and risk management.</p><p><b>
Job Summary:</b></p><p>
As an Associate in the Quantitative Trading &amp; Research Portfolio team Data Strategist, you will build data driven, AI-powered tools to help our traders act faster and manage risk smarter. You'll work at the intersection of machine learning, real-time data analysis and quantitative finance to turn complex data into clear, actionable insights. Your work will have immediate, visible impact on how we trade and manage risk.</p><p><b>
Job responsibilities:</b></p><ul><li>
Design, build, and deploy AI agentic workflows to enhance risk monitoring, signal generation, and control processes for the trading desk.</li><li>
Develop real-time data pipelines integrating market and reference data to power intraday risk analytics and scenario analysis.</li><li>
Implement machine learning models for risk forecasting, anomaly detection, market pattern identification and liquidity estimation.</li><li>
Create intuitive applications and dashboards that deliver actionable risk insights to traders and risk partners.</li><li>
Collaborate with traders, quantitative researchers, risk teams, and technologists to translate business needs into resilient, well-documented solutions.</li></ul><p>
</p><p><b>Required qualifications, capabilities, and skills:</b></p><ul><li><p>
Advanced degree in a quantitative field (Computer Science, Engineering, Mathematics, Physics, Statistics, or Financial Engineering), or 3 years of experience in quantitative research, data analytics, or a related technical role.</p></li><li>
Hands-on experience in data analytics and machine learning; exposure to multi-agent AI workflow is a plus.</li><li>
Strong programming skills with proficiency in numerical and machine learning libraries.</li><li>
Strong analytical and problem-solving skills, with the ability to communicate complex ideas clearly to business partners.</li></ul><p>
</p><p><b>Preferred qualifications, capabilities, and skills:</b></p><ul><li>
Familiarity with trading concepts, hedging, and risk measures.</li><li>
Experience with real-time systems, event streaming, or time-series data.</li><li>
Experience with UI design and visualization tools.</li></ul>
<b>ABOUT US</b><br>
<div>
<div>JPMorganChase, one of the oldest financial institutions, offers innovative financial solutions to millions of consumers, small businesses and many of the world&rsquo;s most prominent corporate, institutional and government clients under the J.P. Morgan and Chase brands. Our history spans over 200 years and today we are a leader in investment banking, consumer and small business banking, commercial banking, financial transaction processing and asset management.
</div><p></p><div><p>We offer a competitive total rewards package including base salary determined based on the role, experience, skill set and location. Those in eligible roles may receive commission-based pay and/or discretionary incentive compensation, paid in the form of cash and/or forfeitable equity, awarded in recognition of individual achievements and contributions. We also offer a range of benefits and programs to meet employee needs, based on eligibility. These benefits include comprehensive health care coverage, on-site health and wellness centers, a retirement savings plan, backup childcare, tuition reimbursement, mental health support, financial coaching and more. Additional details about total compensation and benefits will be provided during the hiring process.
</p><div><p>We recognize that our people are our strength and the diverse talents they bring to our global workforce are directly linked to our success. We are an equal opportunity employer and place a high value on diversity and inclusion at our company. We do not discriminate on the basis of any protected attribute, including race, religion, color, national origin, gender, sexual orientation, gender identity, gender expression, age, marital or veteran status, pregnancy or disability, or any other basis protected under applicable law. We also make reasonable accommodations for applicants&rsquo; and employees&rsquo; religious practices and beliefs, as well as mental health or physical disability needs. Visit our FAQs for more information about requesting an accommodation.</p>
<p>JPMorgan Chase &amp; Co. is an Equal Opportunity Employer, including Disability/Veterans</p><br>
</div></div></div><br>
<br>
<b>ABOUT THE TEAM</b><br>
<br>
J.P. Morgan&rsquo;s Commercial &amp; Investment Bank is a global leader across banking, markets, securities services and payments. Corporations, governments and institutions throughout the world entrust us with their business in more than 100 countries. The Commercial &amp; Investment Bank provides strategic advice, raises capital, manages risk and extends liquidity in markets around the world.</div>

Quantitative Trading & Research – Credit Portfolio – Associate

<div><b>JOB DESCRIPTION</b><div><br>
</div><div>Join our global Quantitative Trading &amp; Research (QTR) team, where you'll apply your expertise in Derivatives Modelling, Financial Engineering, Data Science, and Quantitative Development. As part of JP Morgan's leading QR Group, you'll innovate with unique analytics and mathematical models, enhancing business practices through automation. We develop advanced models and methodologies to support the Clearing business, utilizing the Athena quant platform for comprehensive trade and risk management across all asset classes.</div><div>
</div><div><b>Job summary:</b></div><div>
</div><div>As an Associate Quantitative Researcher in the Quantitative Trading &amp; Research (QTR) Global Clearing team, you will lead the design, delivery, and governance of risk and pricing analytics and models across F&amp;O and OTC derivatives, with a primary focus on risk analytics, Initial Margin (IM) methodology, and production execution. You will set technical direction and partner closely with the Margin Trading desk, Technology, and Product Development to ship high-impact solutions. You will also shape our data-led strategy by applying state-of-the-art machine learning to transform risk management and automation across the investment bank.</div><div>
</div><div><b>Job responsibilities</b></div><ul><li>
Own delivery of front-office risk/pricing analytics and margin solutions using internal derivatives libraries, ensuring robust, performant outcomes across D1, F&amp;O, and OTC products; define multi-quarter roadmaps and drive continuous improvement.</li><li>
Lead end-to-end initiatives&mdash;from problem framing and hypothesis design through prototyping, backtesting, and scalable production deployment&mdash;partnering with Trading, QR peers, Technology, and Product to deliver measurable business impact.</li><li>
Design and enhance margin and derivative models, including methodology selection, calibration, numerical schemes, benchmarking/backtesting, documentation, and alignment with model risk governance.</li><li>
Serve as model owner: manage roadmaps, controls, monitoring/alerts, change management, and responses to Model Risk, Audit, and regulatory reviews; ensure explainability and transparency of assumptions, limitations, and model performance.</li><li>
Build and productionize analytics that advance intraday/EoD automation (services, APIs, pipelines) with clear SLOs/SLA, observability, reliability engineering practices, and tight integration into trading/risk platforms.</li><li>
Provide technical leadership and mentorship; conduct code/method reviews, establish research engineering best practices (testing, CI/CD, reproducibility), and develop team capability.</li><li>
Communicate complex quantitative concepts to non-technical audiences; influence product roadmaps, prioritization, and resourcing via data-driven analysis, scenario studies, and clear articulation of trade-offs.</li><li>
Lead development of ML/AI solutions end-to-end (feature engineering, model training/validation, MLOps, monitoring and drift management) with rigorous controls, documented governance, and demonstrable business value.</li><li>
Uphold standards for documentation, reproducibility, traceability, and SDLC; ensure compliance with internal policies for model risk management and data governance.</li></ul><div>
</div><div><b>Required qualifications, capabilities, and skills</b></div><ul><li>
Advanced degree (PhD, MSc, or equivalent) in Mathematics, Physics, Statistics, Computer Science, or a related quantitative field.</li><li>
5+ years of front-office quant experience supporting trading/risk in F&amp;O and/or OTC derivatives, with a track record of production delivery and close trader partnership.</li><li>
Deep knowledge of listed and OTC derivatives; strong understanding of risk/P&amp;L attribution, sensitivities/Greeks, model assumptions/limitations, and market microstructure.</li><li>
Experience with front-office platforms such as SecDB, Athena, Quartz, or equivalent.</li><li>
Strong programming in Python and/or C++; experience architecting maintainable, testable, high-performance codebases and extending large-scale libraries; proficiency in numerical methods and performance tuning.</li><li>
Proven experience designing, calibrating, and maintaining IM/pricing models (e.g., curve construction, volatility surfaces, credit/rates models, margin frameworks), including performance monitoring and backtesting.</li><li>
Experience delivering production services with Technology partners (APIs, packaging, CI/CD, containerization, logging/monitoring); familiarity with data engineering and compute frameworks.</li><li>
Excellent quantitative problem-solving; able to decompose ambiguous problems, select appropriate methods, and communicate uncertainty and trade-offs clearly.</li><li>
Outstanding communication and stakeholder management; ability to influence across QR, Trading, Technology, and Product.</li><li>
Demonstrated mentorship or team leadership experience, including setting technical direction, conducting reviews, and managing priorities under pressure.</li></ul><div>
</div><div><b>Preferred qualifications, capabilities, and skills</b></div><ul><li>
Expertise in curve building (multi-curve frameworks), volatility surface modeling/calibration (e.g., SABR, Heston, local/stochastic volatility), and numerical methods (PDE/FDM, Monte Carlo, adjoint/automatic differentiation).</li><li>
Experience with market risk, time-series/stress analytics, model risk governance, and regulatory expectations for pricing/risk models.</li><li>
Hands-on ML/AI for quant finance (signal extraction, surrogate modeling, anomaly detection), including MLOps, drift monitoring, and explainability.</li><li>
Knowledge of portfolio optimization, hedging algorithms, execution analytics, and transaction cost modeling.</li><li>
Familiarity with distributed computing and market data tooling (e.g., kdb+/q, SQL), and performance engineering for large-scale simulations.</li><li>
Contributions to research (internal notes, publications, patents, conference talks) and engagement with the open-source scientific computing ecosystem.</li></ul><p>
</p><b>ABOUT US</b><br>
<div>
<div>JPMorganChase, one of the oldest financial institutions, offers innovative financial solutions to millions of consumers, small businesses and many of the world&rsquo;s most prominent corporate, institutional and government clients under the J.P. Morgan and Chase brands. Our history spans over 200 years and today we are a leader in investment banking, consumer and small business banking, commercial banking, financial transaction processing and asset management.
</div><p></p><div><p>We offer a competitive total rewards package including base salary determined based on the role, experience, skill set and location. Those in eligible roles may receive commission-based pay and/or discretionary incentive compensation, paid in the form of cash and/or forfeitable equity, awarded in recognition of individual achievements and contributions. We also offer a range of benefits and programs to meet employee needs, based on eligibility. These benefits include comprehensive health care coverage, on-site health and wellness centers, a retirement savings plan, backup childcare, tuition reimbursement, mental health support, financial coaching and more. Additional details about total compensation and benefits will be provided during the hiring process.
</p><div><p>We recognize that our people are our strength and the diverse talents they bring to our global workforce are directly linked to our success. We are an equal opportunity employer and place a high value on diversity and inclusion at our company. We do not discriminate on the basis of any protected attribute, including race, religion, color, national origin, gender, sexual orientation, gender identity, gender expression, age, marital or veteran status, pregnancy or disability, or any other basis protected under applicable law. We also make reasonable accommodations for applicants&rsquo; and employees&rsquo; religious practices and beliefs, as well as mental health or physical disability needs. Visit our FAQs for more information about requesting an accommodation.</p>
<p>JPMorgan Chase &amp; Co. is an Equal Opportunity Employer, including Disability/Veterans</p><br>
</div></div></div><br>
<br>
<b>ABOUT THE TEAM</b><br>
<br>
J.P. Morgan&rsquo;s Commercial &amp; Investment Bank is a global leader across banking, markets, securities services and payments. Corporations, governments and institutions throughout the world entrust us with their business in more than 100 countries. The Commercial &amp; Investment Bank provides strategic advice, raises capital, manages risk and extends liquidity in markets around the world.</div>

Quantitative Trading & Research - Global Clearing - Associate

<div><b>JOB DESCRIPTION</b><p><br>
Job Responsibilities</p><ul><li>
Design and develop digital analytics requirements for UX/UI products and clickstream data, collaborating with product managers, designers, and developers to deploy A/B tests and evaluate performance KPIs.</li><li>
Develop and maintain dynamic dashboards using Tableau or Streamlit, automate ETL processes, and perform data manipulation and query optimization using SQL and Python.</li><li>
Conduct statistical analysis and predictive modeling using machine learning methods, and develop measurement frameworks for new strategies.</li><li>
Identify personalization opportunities by analyzing transaction and interaction data, and design telemetry and usage tracking solutions for BI tools.</li><li>
Ensure data integrity, accuracy, and consistency through robust data governance practices, and present findings and recommendations to stakeholders.</li><li>
Partner with internal stakeholders to understand business needs and translate them into analytical solutions.</li></ul><p>
Required qualifications, capabilities, and skills</p><ul><li>
Master&rsquo;s Degree in statistics, business analytics, finance, economics, mathematics, or any engineering field involving significant quantitative research and data analysis.</li><li>
3+ years (with Master&rsquo;s) analytics experience.</li><li>
Proficiency writing code to query data (Snowflake SQL/Python) including experience with machine learning libraries (pandas, NumPy, scikit-learn) and experience with digital analytics tools (Adobe Analytics, Google Analytics, Segment).</li><li>
Advanced skills in Excel to analyze complex data, paired with the ability to translate findings into high-impact PowerPoint presentations for executive-level decision making.</li><li>
Strong statistical understanding in A/B testing, attribution methodology, and experimental design.</li><li>
Excellent written and verbal communication skills with the ability to present complex data insights to stakeholders.</li><li>
Experience with experimentation tools like Split, Optimizely, Adobe Target, and designing analytics implementation to improve data collection and test design.</li></ul><p>
Preferred qualifications, capabilities, and skills</p><ul><li>
Experience with experimentation tools like Split, Optimizely, Adobe Target, and designing analytics implementation to improve data collection and test design.</li></ul>
<b>ABOUT US</b><p><br>
Chase is a leading financial services firm, helping nearly half of America&rsquo;s households and small businesses achieve their financial goals through a broad range of financial products. Our mission is to create engaged, lifelong relationships and put our customers at the heart of everything we do. We also help small businesses, nonprofits and cities grow, delivering solutions to solve all their financial needs.
</p><p></p><p>We offer a competitive total rewards package including base salary determined based on the role, experience, skill set and location. Those in eligible roles may receive commission-based pay and/or discretionary incentive compensation, paid in the form of cash and/or forfeitable equity, awarded in recognition of individual achievements and contributions. We also offer a range of benefits and programs to meet employee needs, based on eligibility. These benefits include comprehensive health care coverage, on-site health and wellness centers, a retirement savings plan, backup childcare, tuition reimbursement, mental health support, financial coaching and more. Additional details about total compensation and benefits will be provided during the hiring process.
</p><p></p><p>We recognize that our people are our strength and the diverse talents they bring to our global workforce are directly linked to our success. We are an equal opportunity employer and place a high value on diversity and inclusion at our company. We do not discriminate on the basis of any protected attribute, including race, religion, color, national origin, gender, sexual orientation, gender identity, gender expression, age, marital or veteran status, pregnancy or disability, or any other basis protected under applicable law. We also make reasonable accommodations for applicants&rsquo; and employees&rsquo; religious practices and beliefs, as well as mental health or physical disability needs. Visit our FAQs for more information about requesting an accommodation.</p><p></p><p>
Equal Opportunity Employer/Disability/Veterans</p><br>
<br>
<br>
<b>ABOUT THE TEAM</b><br>
<div>
Our Consumer &amp; Community Banking division serves our Chase customers through a range of financial services, including personal banking, credit cards, mortgages, auto financing, investment advice, small business loans and payment processing. We&rsquo;re proud to lead the U.S. in credit card sales and deposit growth and have the most-used digital solutions &ndash; all while ranking first in customer satisfaction.</div><div><br>
<br>
</div><div>The CCB Data &amp; Analytics team responsibly leverages data across Chase to build competitive advantages for the businesses while providing value and protection for customers. The team encompasses a variety of disciplines from data governance and strategy to reporting, data science and machine learning. We have a strong partnership with Technology, which provides cutting edge data and analytics infrastructure. The team powers Chase with insights to create the best customer and business outcomes.</div></div>

Offers & Shopping Quant Analytics Sr Associate

<div><b>JOB DESCRIPTION</b><p><br>
The Credit Portfolio Group (CPG) is a fully integrated public-side function with a global presence in London, Paris, New York, and Singapore. CPG manages both counterparty credit and funding risks around client transactions and works with key stakeholders to facilitate the efficient use of capital, particularly those components of total capital most related to CPG activities.</p><p>
XPCS is part of CPG and acts as a general center of expertise around derivatives. The group has a broad solutions and advisory mandate, working closely with Sales, Structuring, XVA Trading (XVAT), LOB Trading, Credit Risk, Market Risk, Quantitative Research (QR), Legal, and Regulatory Policy. XPCS assists with exposure and capital models and pricing the appropriate XVA.</p><p><b>
Job Summary:</b></p><p>
As an Associate for the XVA Pricing &amp; Capital Solutions (XPCS) Credit Portfolio Group (CPG) team, you will be part of a fully integrated public-side function with a global presence. You will work closely with Sales, Trading, and key stakeholders to analyze, model, and price complex derivatives, supporting efficient capital use and risk management. If you are intellectually curious and passionate about shaping risk solutions in a dynamic environment, this role is for you.</p><p><b>
Job Responsibilities</b></p><ul><li>
Analyze, model, and price material derivatives as part of trade execution</li><li>
Determine XVA (credit, funding, and capital implications/pricing) for credit-intensive or complex bilateral derivative transactions, ensuring proper handoff to trading desks</li><li>
Execute XVA hedges for onboarded client activity</li><li>
Support structuring of transactions to enable sensible risk/reward evaluation</li><li>
Develop new risk measurement tools in partnership with Quantitative Research</li><li>
Improve the bank&rsquo;s derivatives infrastructure</li><li>
Build strong relationships with Sales, Trading, and relevant stakeholders across NA and LatAm regions</li></ul><p>
</p><p><b>Required qualifications, capabilities, and skills</b></p><ul><li>
Strong understanding of derivative exposure methodology</li><li>
Proficiency in various modelling tools</li><li>
Ability to shape qualitative risk considerations alongside quantitative metrics</li><li>
Excellent communication and relationship-building skills</li><li>
Experience working in a fast-paced, collaborative environment</li><li>
Analytical mindset with attention to detail</li>
Bachelor&rsquo;s degree in a relevant field (Finance, Mathematics, Engineering, or similar)<br>
<li>
</li></ul><p><b>Preferred qualifications, capabilities, and skills</b></p><ul><li>
Familiarity with XVA concepts and derivatives risk management</li><li>
Experience with quantitative research or risk measurement tools</li><li>
Advanced degree (Master&rsquo;s or PhD) in a quantitative discipline</li><li>
Fluency in Spanish or Portuguese</li></ul>
<b>ABOUT US</b><br>
<div>
<div>JPMorganChase, one of the oldest financial institutions, offers innovative financial solutions to millions of consumers, small businesses and many of the world&rsquo;s most prominent corporate, institutional and government clients under the J.P. Morgan and Chase brands. Our history spans over 200 years and today we are a leader in investment banking, consumer and small business banking, commercial banking, financial transaction processing and asset management.
</div><p></p><div><p>We offer a competitive total rewards package including base salary determined based on the role, experience, skill set and location. Those in eligible roles may receive commission-based pay and/or discretionary incentive compensation, paid in the form of cash and/or forfeitable equity, awarded in recognition of individual achievements and contributions. We also offer a range of benefits and programs to meet employee needs, based on eligibility. These benefits include comprehensive health care coverage, on-site health and wellness centers, a retirement savings plan, backup childcare, tuition reimbursement, mental health support, financial coaching and more. Additional details about total compensation and benefits will be provided during the hiring process.
</p><div><p>We recognize that our people are our strength and the diverse talents they bring to our global workforce are directly linked to our success. We are an equal opportunity employer and place a high value on diversity and inclusion at our company. We do not discriminate on the basis of any protected attribute, including race, religion, color, national origin, gender, sexual orientation, gender identity, gender expression, age, marital or veteran status, pregnancy or disability, or any other basis protected under applicable law. We also make reasonable accommodations for applicants&rsquo; and employees&rsquo; religious practices and beliefs, as well as mental health or physical disability needs. Visit our FAQs for more information about requesting an accommodation.</p>
<p>JPMorgan Chase &amp; Co. is an Equal Opportunity Employer, including Disability/Veterans</p><br>
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<b>ABOUT THE TEAM</b><br>
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J.P. Morgan&rsquo;s Commercial &amp; Investment Bank is a global leader across banking, markets, securities services and payments. Corporations, governments and institutions throughout the world entrust us with their business in more than 100 countries. The Commercial &amp; Investment Bank provides strategic advice, raises capital, manages risk and extends liquidity in markets around the world.</div>

XVA Pricing & Capital Solutions - Associate

Origin Harbor Capital Solutions

<div><h1 class="jobSectionHeader"><b>Summary</b></h1><div><p>
 The Multi-Asset Solutions Team (MAST) manages a suite of active investment ETFs and delivers standard and customized multi-asset portfolio solutions across approximately $5 billion in AUM. Portfolios span U.S. and international equities, fixed income, and commodities. MAST&rsquo;s investment process combines systematic quantitative models with a qualitative investment overlay. The Quantitative Research function is central to this process, designing, maintaining, and enhancing the models that translate market and macroeconomic information into portfolio allocations. These include:</p></div><div><ul><li>
Market regime and business-cycle detection models</li></ul></div><div><ul><li>
State-space and signal-aggregation frameworks</li></ul></div><div><ul><li>
Bespoke portfolio optimization engines</li></ul></div><div><ul><li>
Scenario analysis and Monte Carlo simulations for outcome evaluation</li></ul><p><br>
</p></div><div><p>The Senior Quantitative Analyst is a hands-on role spanning research, model development, portfolio construction, and production. We are looking for a seasoned quantitative professional who has built trading signals, constructed portfolios, and deployed models that run real money. This person will work closely with portfolio managers and trade operations, and is expected to elevate the team&rsquo;s research capability through deep technical expertise and hard-won market intuition.
</p></div><p></p><h1 class="jobSectionHeader"><b>Key </b><b>Responsibilities</b></h1><div><div><ul><li>
Design, develop, and maintain systematic investment models &mdash; including regime detection, business-cycle indicators, signal aggregation frameworks, and multi-asset portfolio optimization engines &mdash; that directly drive portfolio allocation decisions across approximately $5B in AUM.</li></ul></div><div><ul><li>
Bring deep technical expertise in classical quantitative methods &mdash; mean-variance and robust optimization, state-space models, Kalman filters, factor models, time-series econometrics, and Monte Carlo simulation. You should understand these tools at a foundational level, not just as library calls.</li></ul></div></div><div><div><ul><li>
Complement that classical foundation with practical machine learning and AI experience &mdash; ensemble methods, gradient boosting, reinforcement learning, deep sequence models, LLM-based pipelines, and dimensionality reduction techniques. The team actively integrates AI into its research and production workflows. More importantly, you should know when these approaches add genuine value over simpler methods and when they don&rsquo;t.</li></ul></div><div><ul><li>
Bring a proven track record of taking models from research through to live production. We expect candidates at this level to have done this multiple times &mdash; designed a model, validated it through rigorous backtesting, deployed it into a production investment process, and maintained it through changing market regimes.</li></ul></div><div><ul><li>
Conduct independent, self-directed quantitative research to identify new signals, improve existing models, and advance the team&rsquo;s investment process &mdash; formulating hypotheses, sourcing and validating data, running rigorous backtests, and presenting actionable findings to portfolio managers.</li></ul></div><div><ul><li>
Bridge the gap between quantitative methods and investment judgment. Translate complex model outputs into clear, portfolio-relevant insights for PMs and stakeholders, bringing a cross-asset perspective informed by deep understanding of macro drivers, market regimes, and multi-asset dynamics.</li></ul></div><div><ul><li>
Raise the intellectual bar of the team. Draw on your experience across markets, methodologies, and past failures to challenge assumptions, introduce new frameworks, and sharpen the team&rsquo;s research process. We value people who make everyone around them better by sharing hard-won intuition about what works, what doesn&rsquo;t, and why.</li></ul></div><div><ul><li>
Write production-quality Python code every day. This is a hands-on role: every member of the team builds and owns their own code.</li></ul><p></p><div><p>
Research &amp; Model Development</p></div><div><ul><li>
Research and develop quantitative methods for asset allocation, regime modeling, and portfolio optimization.</li></ul></div><div><ul><li>
Enhance existing models and analytics through data, methodology, or implementation improvements.</li></ul></div><div><ul><li>
Perform back-testing, scenario analysis, Monte Carlo simulations and sensitivity studies.</li></ul></div><div><ul><li>
Conduct quantitative analyses to drive investment decisions.</li></ul></div><p></p><div><p><br>
Portfolio Construction &amp; Design</p></div><div><ul><li>
Construct and design optimized portfolios and explain key drivers of allocations and design decisions.</li></ul></div><div><ul><li>
Assess model output, diagnose when a model will/will not work, apply overrides and propose gates/enhancements.</li></ul></div><div><ul><li>
Review and assess consistency, accuracy and robustness of MAST models and processes.</li></ul><p><br>
</p></div></div></div><h1 class="jobSectionHeader"><b>Key Behavioral Expectations</b></h1><p>
Drives for Results</p><ul><li>
Demonstrates ownership, accountability, and urgency.</li><li>
Delivers high-quality output aligned with Harbor&rsquo;s investment objectives.</li></ul><p></p><p>
Unleashes Innovation</p><ul><li>
Actively explores new ideas, techniques, and data sources.</li><li>
Challenges existing approaches while maintaining discipline and rigor.</li></ul><p></p><p>
Communication &amp; Engagement</p><ul><li>
Clearly articulates complex ideas and recommendations.</li><li>
Engages effectively with PMs, peers, and cross-functional partners.</li></ul><p></p><h1 class="jobSectionHeader"><b>
Minimum Qualifications
</b></h1><div><ul><li>Bachelor&rsquo;s degree in a quantitative discipline (e.g., mathematics, statistics, physics, computer science, engineering, economics, finance); advanced degree (Master&rsquo;s or PhD) strongly preferred.</li></ul></div><div><ul><li>
Production-level Python proficiency required. Experience building and maintaining quantitative research systems, optimization engines, and data pipelines in Python is expected, not optional.</li></ul></div><div><ul><li>
The ideal candidate combines deep quantitative expertise with substantive capital markets knowledge. At this seniority, we expect both &mdash; not one with the aspiration to learn the other.</li></ul></div><div><ul><li>
7&ndash;15 years of relevant experience in quantitative investment research, systematic portfolio construction, or a closely related role. Candidates must have a track record of building models that have been deployed in live investment processes managing real capital.</li></ul></div><div>
CFA charterholder or progress toward the designation is a plus, but demonstrated investment judgment through a live track record is valued more highly than credentials.<br>
<ul><li>
</li></ul></div><p></p><h1 class="jobSectionHeader"><b>Knowledge, Skills, &amp; Abilities Required
</b></h1><p>The ideal candidate is intellectually curious, outcome-driven, and brings the judgment that only comes from years of building and running live investment models. They have strong opinions about methodology &mdash; formed through experience, not just reading &mdash; and are comfortable working across multiple initiatives in a fast-paced, small-team investment environment.</p><div><ul><li>
Deep analytical and quantitative reasoning skills with the ability to evaluate model assumptions critically.</li></ul></div><div><ul><li>
Demonstrated experience with advanced statistical methods, machine learning, and AI &mdash; including time-series modeling, state-space methods, reinforcement learning, and ensemble techniques &mdash; applied in a live investment context.</li></ul></div><div><ul><li>
Proven ability to translate quantitative output into investment-relevant insights and defend model-driven recommendations to portfolio managers.</li></ul></div><div><ul><li>
Comfortable leading research workstreams independently while collaborating closely in a small, high-autonomy investment team.</li></ul></div><p></p><h1 class="jobSectionHeader"><b>
Preferred Skills</b><b>
</b></h1><div><ul><li>Extensive experience with large, complex financial and macroeconomic datasets, including Bloomberg, alternative data, and cross-asset market data.</li></ul></div><div><ul><li>
Hands-on experience with portfolio analytics, factor models, optimization under constraints, and back-testing frameworks in a live investment context.</li></ul></div><div><ul><li>
Experience with relational databases (e.g., PostgreSQL, SQL Server) and building production data pipelines.</li></ul></div><div><ul><li>
Track record of building production-quality research tools, APIs, and systematic investment infrastructure.<b>
</b></li></ul></div><p></p><p><b>Compensation Pay Range: </b>This position offers a competitive base salary range of $210,000&ndash;$285,000, commensurate with experience and qualifications.</p></div>

Quantitative Analyst, Portfolio Manager

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