JPMorgan Quantitative Research - Credit Vice President 

United States, New York, New York 

2187651

The Credit Quantitative Research (QR) team is looking for an experienced quant to join in a role which will focus on covering the CLO business.

Job Responsibilities:

• Streamlining structuring and syndicate workflow to accelerate automation agenda on the CLO primary desk.
• Make a better use of the vast amount of data we have access to, in order to proactively identify opportunities which the desk may tap into.
• Exploring synergies with secondary CLO trading desk.
• Ensure that all the ideas are documented, and either directly implement the solutions we propose or liaise with the broader team in order to achieve this.
• Working with model control teams to facilitate timely and efficient review and approval of models

Required qualifications, capabilities, and skills:

The role requires the combination of some knowledge of the CLO market and the issuance/origination process. We would like to apply the same structured approach to problem solving that we use in other areas of QR to this space. The role will be operating in a very dynamic environment which can be occasionally undergo some pressure due to situations developing in the market. This role is also expected to interact with other sub-teams within Credit QR, as well as the rest of the CLO and Loan Financing team hence a team player attitude is an absolute must. Excellent oral communication skills are required in our interaction with trading, technology, and control functions. Excellent written communication skills are also required for meeting the high standards of the model documentation. A strong interest in good software design principles is a requirement as well.

• An advanced degree in math, statistics, physics, financial engineering, computer science or equivalent subject
• At least 4 years of experience supporting a fixed income market making desk or the same amount of time partially spent on sell-side and buy-side firm
• Exceptional analytical, quantitative and problem-solving skills
• Domain Knowledge and experience of the CLO or other structured products
• Experience with Rating Agency model and Intex deal maker is a strong plus
• Strong software design and data science skills, preferably with Python knowledge and
• experience
• Pro-active attitude: should have a natural interest to learn about our business, models, and infrastructure
• Ability to work in a high-pressure environment
• Attention to detail and focus on quality of deliverable