Quantitative Research - Macro Credit - Vice President

J.P. Morgan Global Credit Trading provides integrated financial solutions to a diverse, global client base, including banks, insurance companies, finance companies, mutual funds, and hedge funds. The Credit Quantitative Research (QR) team is responsible for the development and maintenance of models supporting pricing, risk management, and P&L analytics. The team delivers pre-trade analytics, refines quoting and market-making algorithms, and partners closely with business stakeholders to conduct quantitative research aligned with market themes. Job Summary As a Vice President in the Credit Quantitative Research team, you will lead the development and delivery of pricing models and analytics for the Macro Credit business. You will partner with sales and trading to provide pre-trade tools, model outputs, and P&L analysis, with a particular focus on non-linear credit products such as index options and tranches. This role requires strong commercial acumen, agility in prototyping, and a high level of ownership and accountability. Job Responsibilities Develop and deliver pre-trade quantitative analytics to support trading decisions and client engagement, with emphasis on index options and tranches. Modernize trading and risk infrastructure in partnership with technology teams, enhancing performance and robustness of risk and P&L attribution, and facilitating the decommissioning of legacy systems. Advance pricing models to enable comprehensive scenario analysis and default risk assessment. Collaborate with trading teams to conduct agile quantitative research in response to evolving market themes. Drive automation initiatives by transforming manual processes into digital solutions. Prepare technical model documentation in accordance with internal and regulatory standards, and work with model control teams to support timely reviews and approvals. Required qualifications, capabilities, and skills 3+ years of experience as a quantitative researcher or strategist in credit or fixed income markets, with strong analytical and problem-solving skills. Advanced degree in one of the following, mathematics, statistics, physics, financial engineering, computer science. Proficiency in Python or C++, with experience in collaborative software development in a fast-paced environment. Strong teamwork orientation and excellent communication skills, with the ability to engage effectively with business stakeholders, technology partners, and control functions. Ability to perform in a high-pressure, results-driven environment with meticulous attention to detail. Preferred qualifications, capabilities, and skills Deep understanding of financial mathematics and stochastic calculus; experience with volatility and correlation modeling is highly desirable. Experience with neural networks, machine learning, deep learning models, or large language model tuning is preferred but not required.

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