full-time
Quantitative Research [Multiple Positions Available]
JPMorgan Chase & Co.
- Employer
- JPMorgan Chase & Co.
- Location
- New York
- Working pattern
- on-site
- Salary
- $205,000–$285,000 / year
About the role
The role involves researching and developing derivatives margin models, including market stress calibration and historical backtesting. You will also serve as a subject-matter expert in regulatory meetings and ensure seamless integration of models with risk management platforms. Candidates must hold a Master's degree in a quantitative field such as Mathematics, Finance, or Physics. A minimum of 2 years of relevant experience in quantitative research or a related occupation is required.