JPMorgan Quantitative Research - Credit Vice President 

United States, New York, New York 

103609206

Job Responsibilities:

• Address the current infrastructure's shortcomings by gathering user feedback and ensuring consistent and accurate risk and P&L views.
• Identify and implement effective methods to project P&L into the major risk factors that originate it.
• Collaborate with our Technology partners to ensure accurate data exposure in the User Interface (UI).
• Contribute to designing the new strategic infrastructure to replace the current system.
• Partner with our Credit Data Tech team to ensure all exposed data is recorded and auditable.
• Document the data product and streams, detailing model and implementation choices for defining various P&L and risk factors.
• Coordinate with the QR team to align activities and agree on optimal implementation choices, working with sub-teams in Credit QR: Credit Cash, Credit Macro, Credit Exotic, and Loan, CLO, and Financing teams.
• Provide support to our stakeholders about the intraday Risk and PnL, answering questions from our stakeholders.

Required Qualifications, Capabilities, and Skills:

• Knowledge of the credit and fixed income business with a structured approach to problem-solving.
• Strong software design and data science skills, with experience in Python preferred.
• Interest in good software design principles.
• Team player with excellent oral and written communication skills for interaction with trading, technology, and peer QR teams.
• Attention to detail and a focus on quality deliverables.
• Advanced degree in math, statistics, physics, financial engineering, or computer science.
• Experience supporting a credit market-making desk with P&L or risk production responsibilities.
• Exceptional analytical, quantitative, and problem-solving skills.
• Proactive attitude with a natural interest in learning about our business, models, and infrastructure.
• Ability to work effectively in a high-pressure environment.