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WCR - Quantitative Research Associate

JPMorgan Chase & Co.

Mumbai, Maharashtra, India Full time June 05, 2026
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Opportunity Description

Job Description

As a Quantitative Research Associate within Wholesale Credit Risk group, you will work in the newly formed Counterparty Credit Risk QR team that designs, manages & owns quantitative models and risk limit metrics such as Strategic Stressed Exposure (SSE), Potential Future Exposure (PFE). The team also owns back-testing procedures to control the risk associated with Central Clearing Counterparties (CCP). The mandate of CCR QR team is actively expanding with current scope including -

  • Manage enhancements to the SSE framework which governs the computation, scenario design and monitoring as well as the impact quantification of risk drivers not being stressed adequately (Risk not in Stress).
  • Developing statistical models and tools for the assessment and management of counterparty credit risk covering CCP related risk.
  • Design and implement software framework for counterparty credit risk in Python, delivering results through dashboards.
    Full time Mathematical Science Occupations
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