Quantitative Research - Securitized Products Embedded Quantitative Strategist - Associate

Come join our Securitized Products Group (SPG) Embedded QR - Quantitative Strategist E-Trading group.

Job Summary:

As a Quantitative Research - Securitized Products Embedded Quantitative Strategist - Associate, you will play a crucial role in driving our business forward, leveraging QR Tech innovation and advanced analytics to address complex challenges. 

Job Responsibilities:

• Work closely with traders, market risk and other teams
• Providing essential quantitative insights, including relative value analysis, to guide key decisions
• Strategize, pricing, developing desk proprietary models and solutions, and streamlining efficient automation for swift time-to-market, all to achieve measurable impacts on business outcomes

Required Qualifications, Capabilities and Skills:

• Master’s degree in computer science, Financial Engineering, or related field 
• Development proficiency in Python, proficiency in data analytics, including data cleansing, normalization, and analysis of large datasets. 
• Experience building statistical regression models and pricing and analytic solutions, preferably in Fixed Income spread market or mortgage-backed securities (MBS). 

Preferred Qualifications, Capabilities and Skills:

• Understanding of SPG securitized products and mortgages, with analysis and modeling experience. 
• Experience in Agency MBS Pools/Spec Pools/To Be Announced (TBAs)
• Familiarity with, Machine Learning/Artificial Intelligence (ML/AI) for predictive models

JPMorgan Chase & Co., one of the oldest financial institutions, offers innovative financial solutions to millions of consumers, small businesses and many of the world’s most prominent corporate, institutional and government clients under the J.P. Morgan and Chase brands. Our history spans over 200 years and today we are a leader in investment banking, consumer and small business banking, commercial banking, financial transaction processing and asset management.

We offer a competitive total rewards package including base salary determined based on the role, experience, skill set, and location. For those in eligible roles, we offer discretionary incentive compensation which may be awarded in recognition of firm performance and individual achievements and contributions. We also offer a range of benefits and programs to meet employee needs, based on eligibility. These benefits include comprehensive health care coverage, on-site health and wellness centers, a retirement savings plan, backup childcare, tuition reimbursement, mental health support, financial coaching and more. Additional details about total compensation and benefits will be provided during the hiring process.

We recognize that our people are our strength and the diverse talents they bring to our global workforce are directly linked to our success. We are an equal opportunity employer and place a high value on diversity and inclusion at our company. We do not discriminate on the basis of any protected attribute, including race, religion, color, national origin, gender, sexual orientation, gender identity, gender expression, age, marital or veteran status, pregnancy or disability, or any other basis protected under applicable law. We also make reasonable accommodations for applicants’ and employees’ religious practices and beliefs, as well as mental health or physical disability needs. Visit our FAQs for more information about requesting an accommodation.

JPMorgan Chase is an Equal Opportunity Employer, including Disability/Veterans