JPMorgan Chase & Co. is seeking a Vice President Quantitative Researcher for the Asset and Liability Management Quantitative Research team.
You will build and support interest rate risk and pricing models on the firm's platform, focusing on deposits, callable instruments, municipal securities, swaptions, and linear rates. You will own the modeling of behavioral and optionality features across the banking book, calibrate models, and ensure alignment with risk and accounting requirements while
VP Quant Researcher, ALM: Rate Risk & Pricing in City of Westminster 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.
