Quantitative Research - Credit - Vice President

Location: LONDON, LONDON, United Kingdom

Job Family: Data Management

About the Role

At JP Morgan Chase, we are a leading global financial services firm with a rich history of innovation in investment banking, asset management, and market-making. Join our Quantitative Research, Macro Credit team in London as a Vice President, where you will play a pivotal role in advancing our credit research capabilities. This position offers the chance to leverage cutting-edge quantitative techniques to analyze macroeconomic trends and credit portfolios, contributing to strategies that drive billions in assets under management. As part of our Data Management category, you will work in a collaborative, high-impact environment that values intellectual rigor and real-world application in the fast-evolving financial markets. In this role, you will develop sophisticated models to assess credit risk and uncover opportunities in fixed income and derivatives markets. Your research will directly influence trading decisions and risk management practices across JP Morgan Chase's global operations. Expect to engage with diverse datasets, from economic indicators to proprietary trading data, using advanced statistical and machine learning methods. You will collaborate closely with cross-functional teams, including traders and risk analysts, to translate complex quantitative insights into practical strategies that enhance our competitive edge in credit markets. We seek a talented professional passionate about quantitative finance and macroeconomics, with a proven track record in a similar role at a top-tier institution. This Vice President position in London provides exposure to international markets and the opportunity to grow within one of the world's most respected financial firms. At JP Morgan Chase, your contributions will not only shape our credit research agenda but also support our commitment to sustainable and responsible investing in an increasingly complex global landscape.

Key Responsibilities

• Develop and enhance quantitative models for credit risk assessment and portfolio optimization within JP Morgan Chase's Macro Credit team
• Conduct in-depth research on macroeconomic indicators and their impact on credit markets to inform trading and investment strategies
• Analyze large datasets using statistical and machine learning techniques to identify credit opportunities and risks
• Collaborate with traders, portfolio managers, and risk teams to implement research findings into actionable insights
• Perform backtesting and validation of credit models to ensure robustness and compliance with internal and regulatory standards
• Contribute to the development of proprietary tools and algorithms for credit pricing and valuation
• Monitor global credit market trends and provide timely research reports to senior stakeholders
• Support the integration of quantitative research into JP Morgan Chase's broader fixed income and derivatives platforms
• Mentor junior quantitative researchers and participate in knowledge-sharing initiatives within the team

Required Qualifications

• Advanced degree (Master's or PhD) in Quantitative Finance, Mathematics, Physics, Statistics, or a related field
• Minimum of 5-7 years of experience in quantitative research or modeling within the financial services industry, with a focus on credit markets
• Strong proficiency in programming languages such as Python, C++, or R for developing quantitative models
• In-depth knowledge of credit risk modeling, fixed income securities, and macroeconomic factors influencing credit portfolios
• Experience with large-scale data analysis and statistical techniques in a banking or asset management environment
• Ability to work collaboratively in a fast-paced, global team setting at a leading financial institution like JP Morgan Chase

Preferred Qualifications

• PhD in a quantitative discipline with publications in credit risk or macroeconomics
• Prior experience at a bulge-bracket bank or hedge fund specializing in credit strategies
• Familiarity with regulatory frameworks such as Basel III/IV and stress testing for credit portfolios
• Hands-on experience with machine learning applications in financial modeling

Required Skills

• Quantitative modeling and statistical analysis
• Programming in Python, C++, or MATLAB
• Credit risk assessment and fixed income valuation
• Machine learning and data mining techniques
• Macroeconomic analysis and forecasting
• Financial econometrics and time-series analysis
• Problem-solving and analytical thinking
• Strong communication and presentation skills
• Team collaboration in multicultural environments
• Attention to detail and regulatory compliance awareness
• Proficiency in SQL for database querying
• Experience with big data tools like Hadoop or Spark
• Adaptability to dynamic market conditions
• Project management for research initiatives

Benefits

• Competitive base salary and performance-based bonus structure aligned with JP Morgan Chase's compensation philosophy
• Comprehensive health, dental, and vision insurance coverage for employees and eligible dependents
• Generous retirement savings plan with company matching contributions
• Paid time off including vacation, sick leave, and parental leave policies
• Professional development opportunities through JP Morgan Chase's internal training programs and tuition reimbursement
• Employee wellness programs, including gym memberships and mental health support
• Global mobility options and relocation assistance for international roles
• Access to exclusive employee discounts and perks through the firm's partnership network

JP Morgan Chase is an equal opportunity employer.