JP Morgan Chase in London is seeking a Vice President Quantitative Researcher to build and support interest rate risk and pricing models for the ALM portfolio. You will work with risk managers, Treasury, and tech teams to deliver production-quality analytics that inform decision-making.
The role focuses on deposits, callable instruments, municipal securities, swaptions, and linear rates, with emphasis on behavioral features, model calibration, and risk governance.
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VP Quantitative Researcher, ALM — Interest Rate Risk Analytics 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.
