Wholesale Credit Risk Quantitative Researcher

Wholesale Credit Risk Quantitative Research

Bring your expertise to JPMorganChase. As part of Risk Management and Compliance, you’ll help keep the firm strong and resilient by anticipating emerging risks and applying sound judgment to solve real-world challenges for our company, customers, and communities. Our culture values curiosity, challenging the status quo, and striving to be best-in-class. As a member of the Quantitative Research team for Wholesale Credit Risk Modeling, you will work alongside experienced researchers and business partners, deepening both your quantitative toolkit and your business acumen.

 

What you’ll do

• Build and own wholesale credit models end-to-end (PD/LGD/EAD, rating transitions) supporting CCAR and CECL, with rigorous backtesting, monitoring, and model governance.
• Apply stats/econometrics and targeted AI/ML for forecasting, risk monitoring, and explainability; productionize with robust data pipelines and controls in partnership with Data/Tech.
• Prepare clear, comprehensive documentation for regulatory and internal reviews; present results and model impacts to senior risk committees.

Required qualifications, capabilities, and skills

• Quantitative degree (Engineering, Financial Engineering, Computer Science, Mathematics, Statistics, Econometrics).
• Strong applied statistics/econometrics (GLMs, logistic regression, time series; familiarity with trees/clustering.
• Experience working with large-scale panel datasets, including data cleaning, filtering and feature engineering.
• Hands-on Python with good software practices (version control, testing, reproducibility).

• Foundational credit risk modeling knowledge and experience writing regulatory-grade documentation.

• 4+ years relevant experience preferred.

Preferred qualifications, capabilities, and skills

• Wholesale Credit experience; strong preference for CRE modeling.
• Beneficial: SQL and distributed data tools; cloud-based workflows; Excel proficiency.

 

Beyond your technical skills, we value the qualities that make you unique—your personal attributes, interests, and achievements beyond academia and professional roles—that demonstrate who you are and the impact you can bring to our team.

JPMorganChase, 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 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.

Experience Level

Senior Level