Vice President Quantitative Research Modelling

About the role

J.P. Morgan seeks a Vice President in Quantitative Research‑Modelling to lead the design and implementation of advanced valuation and model calibration systems. The role demands deep expertise in Python, C++, and mathematical finance, coupled with strong software architecture skills. The incumbent will build scalable, high‑performance applications, automate model workflows, and collaborate across global teams to deliver independent assessments of booking models and alternative benchmarks. This leadership position requires a blend of research acumen, data‑driven insight, and clear communication to influence strategy and drive innovation in a fast‑paced, regulatory‑heavy environment.

What you’ll do

• Define architecture for state‑of‑the‑art model calibration and valuation application
• Integrate and develop mathematical models for pricing adjustments and regulatory calculations
• Drive automation and digitization initiatives across model space
• Design and implement data pipelines for model calibration and analytics
• Optimize application performance using distributed computing or GPU acceleration
• Develop software frameworks for analytics delivery to downstream systems

What you’ll bring

• Quantitative and problem‑solving skills with research experience
• Proficiency in Python and C++ programming
• Experience in code performance optimization and debugging
• Advanced mathematics in probability, stochastic calculus, statistics
• Strong communication and teamwork in multi‑location settings

Nice to have

• Advanced degree (PhD, MSc or equivalent) in CS, Engineering, Math, Physics
• Markets experience and familiarity with trading concepts
• Knowledge of options pricing theory, trading algorithms, financial regulations
• Familiarity with full‑stack software development

Skills