Vice President, Quantitative Researcher — CIO Asset & Liability Management (ALM)
JPMorgan Chase & Co. · Posted Nov 5, 2026
- London, England, United Kingdom
- Manager
Lead quantitative research and model development for asset and liability management, focusing on interest rate risk and pricing models.
Compensation
We offer a competitive total rewards package including base salary determined based on the role, experience, skill set and location. Those in eligible roles may receive commission-based pay and/or discretionary incentive compensation, paid in the form of cash and/or forfeitable equity, awarded in recognition of individual achievements, and contributions.
Responsibilities
- Build and support banking-book interest rate risk and pricing models on the firm’s quantitative analytics platform.
- Model deposits and other behavioral products, including optionality and prepayment/call behavior.
- Develop and enhance models for callable debt, callable preferred instruments, municipal securities, and insurance-related balance sheet products.
- Calibrate interest rate and volatility models used across the asset and liability management portfolio.
- Apply and extend existing quantitative libraries where appropriate, and build bespoke models when needed.
Requirements
- Advanced degree (PhD, MSc, or equivalent) in Mathematics, Physics, Statistics, Computer Science, or a related quantitative field.
- Nice to have: Curve building (multi-curve frameworks)
- Nice to have: SABR and short-rate models
- Nice to have: Finite-difference methods
- Nice to have: Monte Carlo