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VP, Quantitative Research - RMBS Modeling & Risk

Job in New York City, Richmond County, New York, 10261, USA
Listing for: J.P. Morgan
Full Time position
Listed on 2025-12-01
Job specializations:
  • Finance & Banking
Job Description & How to Apply Below
A leading financial services firm in New York is seeking a Vice President in Quantitative Research to advance their Global Securitized Product Group. The role demands expertise in Python and C++ for model development, along with strong analytical skills in mortgage data analysis. You will lead model maintenance, ensure compliance, and enhance analytical tools for informed decision-making. Candidates must have over 3 years of VP-level experience and a proven track record in econometric modeling and risk analysis.
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