Senior Quant Researcher: Credit Risk Cleared Derivatives

JPMorgan Chase & Co. in Jersey City seeks a Quantitative Research Senior Associate to develop models and tools for central counter party margin adequacy and counter party credit risk in cleared derivatives. You will collaborate with risk governance, controls, and technology to deliver production-ready solutions.

You will communicate findings clearly to technical and non-technical stakeholders and contribute to the model lifecycle through documentation and governance processes.

For the Senior Quant Researcher:
Credit Risk for Cleared Derivatives position at JPMorgan Chase & Co., we are reviewing applications now.

Consider building your career as a Senior Quant Researcher:
Credit Risk for Cleared Derivatives at JPMorgan Chase & Co.

The Senior Quant Researcher:
Credit Risk for Cleared Derivatives position in the IT & Technology field is open for applications.

We have an opening for a Senior Quant Researcher:
Credit Risk for Cleared Derivatives in Jersey City, NJ, United States within IT & Technology.