Quantitative Trading & Research – Credit Portfolio – Quantitative Developer – Associate or Vice President

Quantitative Trading & Research (QTR) is an expert quantitative modelling group in . Morgan. As a global team, QTR partners with traders, marketers and risk managers across all products and regions, contributes to sales and client interaction, product innovation, valuation and risk management, inventory and portfolio optimization, electronic trading and market making, and appropriate financial risk controls. 

Job summary:

We are seeking an experienced Associate or Vice President to join our Quantitative Trading & Research (QTR) team in London. Our mission is to develop analytics for the Credit Portfolio Group (CPG) which sits within the Markets division of the Commercial and Investment Bank (CIB).

About the Credit Portfolio Group (CPG):
CPG is responsible for managing the firm’s credit and funding valuation adjustments (CVA and FVA), which are critical to the bank’s risk management and pricing strategies. The group develops and maintains a large-s...