Quantitative Research - Credit - Associate/Vice President at JPMC Candidate Experience page

New York, New York, United States -

Full Time

Start Date

Immediate

Expiry Date

31 Jan, 26

Salary

0.0

Posted On

02 Nov, 25

Experience

2 year(s) or above

Remote Job

Yes

Telecommute

Yes

Sponsor Visa

Skills

Quantitative Research, Analytical Skills, Problem-Solving Skills, CLO Market Knowledge, Machine Learning, AI, Software Design, Data Science, Python, Attention to Detail, Communication Skills, Model Documentation, Fixed Income Market, Process Automation, Data Analysis, Collaboration

Industry

Financial Services

Description

The Credit QR team is responsible for developing and maintaining models for valuation, risk, PL calculations, as well as quoting and market making algorithms and analysis tools for the Global Spread business. The responsibilities of the team span the full range from new model specification, going through model approval, ensuring compliance with internal policies and industry regulations, implementation of model in library, to integration into risk and PL systems. Job Summary: As a Vice President on the Quantitative Research (QR) Credit Team, you will focus on the Collateralized Loan Obligation (CLO) business, delivering analytics and ensuring that the QR team is providing analytical support to the primary CLO issuance desk. You will span all aspects of QR coverage, but there will be particular emphasis on the delivery of process automation tools, as well as analytics which can provide an edge and increase the amount of deals that the desk arranges. Job Responsibilities: Streamline structuring and syndicate workflows to accelerate the automation agenda on the CLO primary desk. Leverage the vast amount of data available to proactively identify opportunities for the desk. Explore synergies with the secondary CLO trading desk. Document all ideas, and either directly implement proposed solutions or liaise with the broader team to achieve results. Collaborate with model control teams to facilitate timely and efficient review and approval of models. Demonstrate knowledge of the CLO market and the issuance/origination process. Execute effectively during developing market conditions. Interact with other sub-teams within Credit QR, as well as the broader CLO and Loan Financing team. Required qualifications, capabilities, and skills: An advanced degree in math, statistics, physics, financial engineering, computer science or equivalent subject At least 3 years of experience supporting a fixed income market making desk or the same amount of time partially spent on sell-side and buy-side firm Exceptional analytical, quantitative and problem-solving skills Domain Knowledge and experience of the CLO or other structured products Hands on experience in Machine Learning and AI. Strong software design and data science skills with Python knowledge and experience Pro-active attitude: should have a natural interest to learn about our business, models, and infrastructure Ability to work in a high-pressure environment Attention to detail and focus on quality of deliverable Excellent written communication skills are also required for meeting the high standards of the model documentation Preferred qualifications, capabilities, and skills: Experience with Rating Agency model and Intex deal maker is a strong plus

Responsibilities

As a Vice President on the Quantitative Research Credit Team, you will focus on the Collateralized Loan Obligation (CLO) business, delivering analytics and ensuring that the QR team is providing analytical support to the primary CLO issuance desk. You will streamline structuring and syndicate workflows to accelerate the automation agenda on the CLO primary desk and leverage data to identify opportunities.