Quantitative Counterparty Risk Research Associate
Listed on 2026-10-16
-
Finance & Banking
Data Scientist
JPMorgan
Chase in Jersey City invites a Quantitative Research Associate to join the Quantitative Research team and contribute to counter party credit risk modeling and risk metric production for the firm's derivatives portfolio.
You will collaborate with risk, technology, and global quantitative researchers to advance stressed exposure methodologies, maintain the risk calculation framework, and translate complex ideas into actionable insights.
The Quantitative Counter party Risk Research Associate position in the Finance, IT & Technology field is open for applications.
Step into the Quantitative Counter party Risk Research Associate role at JPMorgan
Chase in Jersey City, NJ, United States and grow with us.
Please review the full job details above before applying.
If your experience matches this role, we encourage you to apply.
All applications are reviewed carefully by our team.
The position is based in Jersey City, NJ, United States.
(If this job is in fact in your jurisdiction, then you may be using a Proxy or VPN to access this site, and to progress further, you should change your connectivity to another mobile device or PC).