JPMorgan Chase & Co. is seeking a Vice President Quantitative Researcher to shape how a global bank manages interest rate risk.
You will build and support models quantifying balance sheet sensitivity to rate moves and volatility, partnering with risk managers, Treasury, and technology teams to deliver production-quality analytics. The role focuses on deposits, callable instruments, municipal securities, swaptions, and linear rates within the ALM framework, with ownership of behavioral and
VP Quantitative Researcher, ALM: Rate Risk Modeling in City of London employer: JP Morgan Chase
Morgan is an exceptional employer, offering a dynamic work culture that prioritises diversity and inclusion while fostering employee growth through comprehensive coaching and development opportunities. As a global leader in financial services, we empower our teams to drive impactful product management and AI enablement, ensuring that every employee can contribute meaningfully to our clients' success in a collaborative environment located at the heart of the financial sector.
