Quantitative Research Asset-Backed Securities – Associate
| Company | JP Morgan Chase |
|---|---|
| Location | New York, NY, USA |
| Salary | $Not Provided – $Not Provided |
| Type | Full-Time |
| Degrees | Master’s, PhD |
| Experience Level | Junior, Mid Level |
Requirements
- MS or PhD in finance, mathematics, computer/data science, physics, or other quantitative field
- Strong financial modeling skills including Machine Learning
- Strong software design skills and ability to code models in Python and C++
- Excellent communication and writing skills
- Ability to work in a high-pressure environment and a good team worker
Responsibilities
- Develop, maintain, and enhance models for the SPG ABS businesses
- Document models to pass strict regulatory and in-house standards
- Develop and model performance tracking and regulatory analysis
- Work closely with technology teams on integration of models in applications
- Support trading activities by explaining model and algorithm behavior
Preferred Qualifications
- Structured product (ABS/CMBS) experience is a plus