Senior Quant Modeling Associate - Credit Risk & Margining

JPMorgan Chase in New York City seeks a Quant Modeling Associate in the MRGR team to cover counterparty credit risk models across asset classes, engaging with quantitative researchers, credit risk, and trading desks to validate inputs, assumptions, and model limitations. The role emphasizes independent work, strong communication, and an inquisitive approach to risk measurement, margining, governance, and performance monitoring. A master’s degree and solid quantitative background are required.