Quant jobs / JPMorgan

Quantitative Researcher – Collateral Risk and Lending Value (Wealth Management)

A quant role in the Investment & Research Team of JPMorgan Wealth Management. It builds risk models that set the lending value of client collateral.

What you’d work on

Our reading of the posting: what a new hire in this role would most likely spend their first months on.

Build models that turn collateral characteristics into lending value and risk measures
Research market, liquidity, volatility and concentration drivers
Set accuracy benchmarks for model performance
Quantify the effect of methodology changes on risk appetite and competitiveness
Work with technology teams on collateral data sourcing and cleaning

What they ask for

Required

PhD, MSc or equivalent in maths, physics, statistics or CS
7+ years of quant experience
Probability theory and VaR
Model assumptions and limitations
Python
Explaining methods to regulators and senior management
Handling shifting priorities

Preferred

Margin and lending background
Knowledge of wealth management, risk and controls

Education: Advanced degree (PhD, MSc or equivalent) in mathematics, physics, statistics, computer science or similar
Experience: 7+ years of quant experience
Languages and tools: Python
Markets: multi-asset, equities, fixed-income, commodities, fx

How to prepare

Implement historical, parametric and Monte Carlo VaR and compare them on a portfolio
Study margin and haircut methodology for equities, bonds and funds
Learn concentration and liquidity risk adjustments for large positions
Practise backtesting a risk model and summarising results

What to study

The Risk Quant roadmap sets out the stages for this kind of role, with free resources for each.

Open the roadmap

Apply

Read the full posting on JPMorgan’s site before applying: requirements, location and pay can change after we check them.

View the posting on JPMorgan’s site ↗

SelfMadeQuant wrote this summary from the employer’s public posting, last checked 6 November 2026. SelfMadeQuant isn’t affiliated with JPMorgan and doesn’t handle applications.