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JP Morgan Chase

Runs a consumer bank and an investment bank

Quantitative Analytics Vice President - Wealth Management Lending Portfolio Solutions

Quantitative RiskConfirmed live in the last 24 hours
Full-time$118.8k - $205kIn-person

About the Job

Requirements

  • An undergraduate degree is required.
  • At least 7 years of experience in an analytical, technical, trading, or research-oriented role in capital markets.
  • Broad knowledge of financial products.
  • Practical knowledge of Python and associated data analytics packages in a professional environment.
  • Practical knowledge of Tableau or other business intelligence and data visualization tools.
  • Proficiency in Microsoft Office, including Excel, PowerPoint, and Word.
  • Ability to translate technical capital markets concepts to non-technical audiences.
  • Ability to manage and influence senior executive stakeholders and diverse partner teams.
  • A strong sense of ownership and a collaborative team orientation.
  • Ability to work at the fast pace of markets and adapt to changing priorities.

Responsibilities

  • Manage risk-taking through the Marginal Decisioning Framework across lending portfolios.
  • Maintain the margin adequacy framework and drive margin factor changes as market and portfolio dynamics evolve.
  • Coordinate market coverage and market-driven actions with first- and second-line-of-defense partner functions.
  • Interpret evolving market and portfolio dynamics into actionable risk-reducing actions or lending opportunities.
  • Design new models and quantitative frameworks and extend existing metrics with appropriate governance.
  • Ensure the quality and credibility of analytics and quantitative frameworks.
  • Partner with front-line teams and Independent Risk to structure innovative credit solutions and advise partners on complex portfolio queries.
  • Publish market-facing commentary and research.
  • Produce policies, procedures, and model documentation aligned with documentation guidelines.
  • Manage governance, escalations, forum materials, and report production for Credit Decisioning Forums and related committees.

Desired Qualifications

  • An academic concentration in a technical discipline.
  • A graduate degree or professional designation.
  • Academic background or professional experience in financial mathematics, financial engineering, quantitative risk methodologies, or data science.
  • Professional experience in credit risk management, market risk management, derivatives, or hedging strategies.
  • Professional experience in a credit portfolio management function or lending business.
  • Experience with JPMorganChase proprietary risk methodologies, models, and frameworks.
  • Experience building or scaling new processes and frameworks during a foundational build-out phase.

About the Company

JP Morgan Chase

Runs a consumer bank and an investment bank

JPMorgan Chase runs the largest bank in the United States, which serves households and small businesses as Chase and large companies, governments, and investors as J.P. Morgan. During the 2008 financial crisis it bought the failing investment bank Bear Stearns and lender Washington Mutual, and in 2023 it took over First Republic Bank after regulators seized it. Chase takes deposits and earns interest on credit cards, mortgages, and car loans, while the investment side earns fees for advising on mergers, raising money for companies, trading stocks and bonds, and managing wealth. Formed in a 2000 merger, JPMorgan Chase traces its roots to 1799 and is based in New York City.

Company size
10,001+
Company stage
IPO
Headquarters
New York City, New York
Founded
1799

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