Credit Portfolio Quant Engineer – CVA/FVA & Monte Carlo in London

Credit Portfolio Quant Engineer – CVA/FVA & Monte Carlo in London

London Full-Time 60000 - 80000 Β£ / year (est.) No working from home possible
JPMorganChase

At a Glance

  • Tasks: Develop analytics for CVA/FVA and enhance a Monte-Carlo engine using AI/ML techniques.
  • Company: Join JPMorgan Chase, a leading global financial services firm in London.
  • Benefits: Competitive salary, professional development, and opportunities to work with top talent.
  • Other info: Dynamic team environment with excellent career advancement opportunities.
  • Why this job: Make an impact in finance by creating scalable tools and collaborating with experts.
  • Qualifications: Quantitative degree and strong Python skills; advanced degrees preferred.

The predicted salary is between 60000 - 80000 Β£ per year.

JPMorgan Chase in London seeks an Associate and Vice President to join the Quantitative Trading & Research – Credit Portfolio team.

You will develop analytics for CVA/FVA and contribute to a large Monte-Carlo engine using advanced numerical methods and AI/ML techniques.

The role collaborates with traders, risk managers and tech teams to deliver scalable, production-grade tools and robust testing.

A quantitative degree and strong Python skills are required, with preference for advanced degrees. #J-18808-Ljbffr

Credit Portfolio Quant Engineer – CVA/FVA & Monte Carlo in London employer: JPMorganChase

JPMorganChase is an exceptional employer, offering a dynamic work environment in Greater London where innovation thrives. With a strong commitment to diversity and inclusion, employees benefit from collaborative agile teams, extensive professional development opportunities, and the chance to work on cutting-edge technology products that shape the future of finance. Join us to be part of a culture that values your contributions and supports your growth.

JPMorganChase

Contact Details:

JPMorganChase Recruitment Team

We think you need these skills to ace Credit Portfolio Quant Engineer – CVA/FVA & Monte Carlo in London

CVA/FVA Analytics
Monte Carlo Simulation
Advanced Numerical Methods
AI/ML Techniques
Python Programming
Collaboration with Traders
Risk Management