JP Morgan Chase in London is seeking a Vice President Quantitative Researcher to build and support interest rate risk and pricing models for the ALM portfolio. You will work with risk managers, Treasury, and tech teams to deliver production-quality analytics that inform decision-making.
The role focuses on deposits, callable instruments, municipal securities, swaptions, and linear rates, with emphasis on behavioral features, model calibration, and risk governance.
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We are currently recruiting a VP Quantitative Researcher, ALM — Interest Rate Risk Analytics for our team in Greater London, England, United Kingdom.
We aim to respond to suitable candidates as soon as possible.
Full responsibilities and requirements are described in the listing above.
Learn more about the VP Quantitative Researcher, ALM — Interest Rate Risk Analytics role in the description above.
We appreciate your interest in this position.