We are seeking an Executive Director role within the Quantitative Research - Counterparty Credit Risk team. You will lead a team of quantitative developers to design and implement quantitative models for pricing and managing counterparty credit risks.

Job Summary

As an Executive Director on the Quantitative Research - Counterparty Credit Risk team, you will lead a team of quantitative developers to design and implement quantitative models for pricing and managing counterparty credit risks. The role involves collaboration with various teams and Technologies on model deployment and testing. The candidate should have strong communication skills, management experience, and programming knowledge.

Job Responsibilities

• Lead a team of highly skilled quantitative developers to design and implement cutting edge quantitative models for pricing and managing counterparty credit risks.
• Work closely with counterparty trading, margin trading and credit risk organization for business support.
• Collaborate with other QR line of business' including Interest Rates (IR), Foreign Exchange (FX), Equities, Credit and Commodities QR.
• Apply the latest high performance computing (HPC) techniques including cloud computing, distributed processing, to solve business problems.
• Collaborate closely with Technologies on model deployment and testing.

Required Qualifications, Capabilities, and Skills

• Strong communication skills both written and verbal.
• Highly driven and self-motivated to deliver results.
• 5+ year of industry experience.
• Management experience of leading a team.
• C/C++ and Python programming experience.
• PhD or MS degree in a quantitative field, e.g. Math, Finance, Physics, Computer Science or Engineering.

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

Base Pay/Salary
New York, NY $200, 000.00 - $350, 000.00 / year