Quantitative Credit Vice President – Structured Products at JPMC Candidate Experience page

London, England, United Kingdom -

Full Time

Start Date

Immediate

Expiry Date

19 Aug, 26

Salary

0.0

Posted On

21 May, 26

Experience

5 year(s) or above

Remote Job

Yes

Telecommute

Yes

Sponsor Visa

Skills

Credit Risk, Structured Finance, Python, Quantitative Finance, Credit Loss Modeling, Securitized Products, Scenario Analysis, Stress Testing, Automation, Data Analysis, Portfolio Review, Credit Underwriting, AI-assisted Tools, Model Validation, Solution Architecture, Stakeholder Management

Industry

Financial Services

Description

Turn complex structured credit into clear insights that shape investment decisions. Join a high-impact Credit Risk team where your analysis directly informs senior stakeholders across Treasury and Chief Investment Office. You will combine structured finance expertise with hands-on analytical execution, building scalable solutions that enhance risk and investment decision-making. This role offers the opportunity to bridge credit insight and technology to deliver real business impact. As a Quantitative Credit Vice President – Structured Products in Credit Risk within Corporates, Treasury and Chief Investment Office, you deliver deep structured credit insights while building scalable analytical solutions. You will combine expertise in structured finance with hands-on technical execution, using modern tools such as Python and automation. We work together to translate complex credit risks into clear, actionable insights that support investment and risk decisions. You will partner with technology teams to scale solutions and influence strategic analytics development. Job responsibilities * Conduct in-depth portfolio and deal reviews, assessing collateral, structures, credit drivers, and loss scenarios * Translate credit analysis into clear, actionable insights to inform investment and risk decisions * Support senior management with asset-class-specific analyses and prepare materials for senior risk forums * Prototype and build analytical solutions using Python and automation frameworks * Manage the full analytics lifecycle, including problem definition, prototyping, validation, and scaling * Leverage AI-assisted tools to accelerate delivery while maintaining quality and governance standards * Develop and validate credit loss models including probability of default, loss given default, and exposure at default * Design scenario analysis, stress testing, and sensitivity frameworks to assess tail risks * Collaborate with cross-functional teams across investment, risk, and technology * Drive initiatives end-to-end from problem framing to solution delivery * Communicate insights clearly to ensure alignment across stakeholders Required qualifications, capabilities, and skills * Experience in credit risk, structured finance, or quantitative finance with expertise in securitized products such as CLO, RMBS, CMBS, or ABS * Strong knowledge of deal documentation, deal structures, and credit underwriting * Practical knowledge of credit loss modeling and portfolio risk frameworks * Strong Python programming skills for modeling, data analysis, and automation * Ability to develop analytical solutions to address business challenges * Strong communication and collaboration skills to work with cross-functional teams Preferred qualifications, capabilities, and skills * Experience with solution architecture for analytical or risk platforms and familiarity with governance and control frameworks for model risk * Hands-on experience applying AI or machine learning methods to credit analytics and decision support * Experience working with technology teams to scale models and tools into production * Knowledge of regulatory stress testing and reserve provisioning frameworks such as CCAR and CECL J.P. Morgan is a global leader in financial services, providing strategic advice and products to the world’s most prominent corporations, governments, wealthy individuals and institutional investors. Our first-class business in a first-class way approach to serving clients drives everything we do. We strive to build trusted, long-term partnerships to help our clients achieve their business objectives. 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’ and employees’ religious practices and beliefs, as well as mental health or physical disability needs. Visit our FAQs [https://careers.jpmorgan.com/us/en/how-we-hire/faqs] for more information about requesting an accommodation. Our professionals in our Corporate Functions cover a diverse range of areas from finance and risk to human resources and marketing. Our corporate teams are an essential part of our company, ensuring that we’re setting our businesses, clients, customers and employees up for success. Risk Management helps the firm understand, manage and anticipate risks in a constantly changing environment. The work covers areas such as evaluating country-specific risk, understanding regulatory changes and determining credit worthiness. Risk Management provides independent oversight and maintains an effective control environment.

Responsibilities

The role involves conducting in-depth reviews of structured credit portfolios and translating complex risks into actionable insights for senior stakeholders. Additionally, the candidate will prototype and build scalable analytical solutions using Python and automation frameworks.