JPMorgan Quantitative Research - Head Residential Structured 

United States, New York, New York 

95107602

Head of Residential Structured Finance Strategy

Job Summary:

As lead strategy for Residential Structured Finance, you will be responsible for all quantitative and technology related aspect of multibillion dollar warehouse finance business.

Job Responsibilities:

• Gather information from multiple stake holders on existing operational workflow
• Isolate and identify challenges faced by front office and middle office
• Draft, design and implement solution that’ll be intuitive and reliable
• Build state of art financing system, that automatically validate loans, determine loan eligibility, calculate advance rate, approve funding, initiate actual wire from Chase bank to our institutional clients with no human intervention from JPM.
• Provide the core business logic, database design, record keeping, margin call calculation and initiation, while working with technology team on client web portal, user authentication, and connection to Chase wire system.
• Release needs to be done in fast pace incremental iterative cycle measured in days, not in months.
• Provide loss expectation, pricing and risk on potential new business
• Facilitate calculation of stress capital requirement
• Recruit, train, and lead teams across continents to deliver best results
• Communicate and coordinate with banker, operation, technology teams on system and workflow integration

Required Qualifications, Capabilities and Skills:

• At least10+ years in residential mortgage, including whole loan, and securities. Ideally with both Agency and Non-Agency mortgage experience
• Excellent communication skills
• Excellent project management skills
• Proficiency in C/C++, python, linux, html, SQL, database design, and UI design
• Proficiency in Intex calc, Intex API, Bloomberg Excel addin, loan performance data

Preferred Qualifications, Capabilities and Skills:

• Global team management skill a plus
• Some modeling experience would be welcomed, but not required