Senior Quant Developer: Credit Portfolio & Monte Carlo Risk

J.P. Morgan in London is seeking an Associate or VP to join the Quantitative Trading & Research - Credit Portfolio team.

You will contribute to transforming the investment bank into a data-driven business by building analytics for the Credit Portfolio Group and collaborating with traders, marketers and risk managers. The role emphasizes hands-on development of scalable Monte Carlo simulations for CVA/FVA, advanced numerical methods, and robust production-grade software.