Job summary As a Quantitative Research Senior Associate in Wholesale Credit Risk Quantitative Research, you will develop models and tools that assess central counterparty margin adequacy and support ...
Job summary As a Quantitative Research Senior Associate in Wholesale Credit Risk Quantitative Research, you will develop models and tools that assess central counterparty margin adequacy and support ...
Quantitative Trading & Research - Credit - Treasury CIO - Associate
Manhattan, NY · On-site
$150K - $200K/yr
... quant to join in a role which will focus on covering the Treasury CIO Business This role will be focusing on the Credit needs, and thus it will be within the broader Credit QR team which is ...
Quantitative Trading & Research - Credit - Treasury CIO - Associate
Manhattan, NY · On-site
$150K - $200K/yr
... quant to join in a role which will focus on covering the Treasury CIO Business This role will be focusing on the Credit needs, and thus it will be within the broader Credit QR team which is ...
... quant to join in a role which will focus on covering the Treasury CIO Business This role will be focusing on the Credit needs, and thus it will be within the broader Credit QR team which is ...
... quant to join in a role which will focus on covering the Treasury CIO Business This role will be focusing on the Credit needs, and thus it will be within the broader Credit QR team which is ...
... quant to join in a role which will focus on covering the Treasury CIO Business This role will be focusing on the Credit needs, and thus it will be within the broader Credit QR team which is ...
... quant to join in a role which will focus on covering the Treasury CIO Business This role will be focusing on the Credit needs, and thus it will be within the broader Credit QR team which is ...
Junior Quant Programmer for Structured Credit Hedge Fund Mid-sized structured credit fund seeks experienced quant programmer self-starter to help build and develop trading and operations/finance ...
Junior Quant Programmer for Structured Credit Hedge Fund Mid-sized structured credit fund seeks experienced quant programmer self-starter to help build and develop trading and operations/finance ...
Lead quantitative analysis of portfolio performance, risk concentrations, emerging risks, and credit migration trends across Key's commercial credit portfolios. * Develop insights and recommendations ...
Lead quantitative analysis of portfolio performance, risk concentrations, emerging risks, and credit migration trends across Key's commercial credit portfolios. * Develop insights and recommendations ...
Lead quantitative analysis of portfolio performance, risk concentrations, emerging risks, and credit migration trends across Key's commercial credit portfolios. * Develop insights and recommendations ...
Lead quantitative analysis of portfolio performance, risk concentrations, emerging risks, and credit migration trends across Key's commercial credit portfolios. * Develop insights and recommendations ...
Senior Credit Quantitative Analyst, Investment Professional
Columbus, OH · On-site
$119 - $199/hr
Experience translating investment questions into structured quantitative analyses, models, dashboards, and repeatable tools. Understanding of fixed income, credit, structured products, multi-asset ...
Senior Credit Quantitative Analyst, Investment Professional
Columbus, OH · On-site
$119 - $199/hr
Experience translating investment questions into structured quantitative analyses, models, dashboards, and repeatable tools. Understanding of fixed income, credit, structured products, multi-asset ...
Partner with PMs and researchers on cash equities, futures, options, credit and macro desks Quant Analyst/Researcher Focus on research and alpha development: * Analyze large datasets to identify ...
Partner with PMs and researchers on cash equities, futures, options, credit and macro desks Quant Analyst/Researcher Focus on research and alpha development: * Analyze large datasets to identify ...
Quantitative Credit Risk & Private Credit Analytics | Global Alternative Asset Manager | London - JM
Manhattan, NY · On-site
A leading global alternative asset manager is hiring a Quantitative Private Credit Risk Analyst. This is a high-impact role sitting at the intersection of private credit risk, quantitative modelling ...
Quantitative Credit Risk & Private Credit Analytics | Global Alternative Asset Manager | London - JM
Manhattan, NY · On-site
A leading global alternative asset manager is hiring a Quantitative Private Credit Risk Analyst. This is a high-impact role sitting at the intersection of private credit risk, quantitative modelling ...
Trader/Quant Analyst
Stamford, NY · On-site
Identify relative value opportunities between convertible bonds, the underlying equity, and credit ... Conduct in-depth quant data analysis on the convertible bond universe, including historical pricing ...
Trader/Quant Analyst
Stamford, NY · On-site
Identify relative value opportunities between convertible bonds, the underlying equity, and credit ... Conduct in-depth quant data analysis on the convertible bond universe, including historical pricing ...
Identify relative value opportunities between convertible bonds, the underlying equity, and credit ... Conduct in-depth quant data analysis on the convertible bond universe, including historical pricing ...
Identify relative value opportunities between convertible bonds, the underlying equity, and credit ... Conduct in-depth quant data analysis on the convertible bond universe, including historical pricing ...
Blackstone Credit & Insurance - QDR-Quant - Senior Associate
New York, NY · On-site
$160K - $215K/yr
Blackstone Credit & Insurance - QDR-Quant - Senior Associate Job Responsibilities: * Develop and use models of investment instruments across multiple asset classes. * Build statistical and behavior ...
Blackstone Credit & Insurance - QDR-Quant - Senior Associate
New York, NY · On-site
$160K - $215K/yr
Blackstone Credit & Insurance - QDR-Quant - Senior Associate Job Responsibilities: * Develop and use models of investment instruments across multiple asset classes. * Build statistical and behavior ...
Credit Portfolio Group - Quantitative Research - Associate
Manhattan, NY · On-site
$150K - $200K/yr
The Credit Portfolio Lending Group (CPG) is a public-side global function with approximately 25 ... In this role, you will serve as the primary quant for CPG delivering cutting-edge tools and models ...
Credit Portfolio Group - Quantitative Research - Associate
Manhattan, NY · On-site
$150K - $200K/yr
The Credit Portfolio Lending Group (CPG) is a public-side global function with approximately 25 ... In this role, you will serve as the primary quant for CPG delivering cutting-edge tools and models ...
The Credit Portfolio Lending Group (CPG) is a public-side global function with approximately 25 ... In this role, you will serve as the primary quant for CPG delivering cutting-edge tools and models ...
The Credit Portfolio Lending Group (CPG) is a public-side global function with approximately 25 ... In this role, you will serve as the primary quant for CPG delivering cutting-edge tools and models ...
The Credit Portfolio Lending Group (CPG) is a public-side global function with approximately 25 ... In this role, you will serve as the primary quant for CPG delivering cutting-edge tools and models ...
The Credit Portfolio Lending Group (CPG) is a public-side global function with approximately 25 ... In this role, you will serve as the primary quant for CPG delivering cutting-edge tools and models ...
KKR sponsors investment funds that invest in private equity, credit and real assets and has ... Develop quantitative analytics for credit, spread, interest rate, liquidity, capital, concentration ...
KKR sponsors investment funds that invest in private equity, credit and real assets and has ... Develop quantitative analytics for credit, spread, interest rate, liquidity, capital, concentration ...
Quantitative Researcher - Systematic Credit
New York, NY · On-site
$150K - $200K/yr
Role Quantitative Researcher for a new team focused on systematic corporate bond and credit derivatives strategies. Responsibilities * Independently conduct quantitative research, adopting a rigorous ...
Quantitative Researcher - Systematic Credit
New York, NY · On-site
$150K - $200K/yr
Role Quantitative Researcher for a new team focused on systematic corporate bond and credit derivatives strategies. Responsibilities * Independently conduct quantitative research, adopting a rigorous ...
Quantitative Researcher - Systematic Credit
$150K - $200K/yr
Role Quantitative Researcher for a new team focused on systematic corporate bond and credit derivatives strategies. Responsibilities * Independently conduct quantitative research, adopting a rigorous ...
Quantitative Researcher - Systematic Credit
$150K - $200K/yr
Role Quantitative Researcher for a new team focused on systematic corporate bond and credit derivatives strategies. Responsibilities * Independently conduct quantitative research, adopting a rigorous ...
Optiver is seeking a Quantitative Engineer specializing in the US corporate bond and credit derivative markets to join the greenfield buildout of our systematic credit trading business. Our ...
Optiver is seeking a Quantitative Engineer specializing in the US corporate bond and credit derivative markets to join the greenfield buildout of our systematic credit trading business. Our ...
Credit Quant information
See salary details
$12.02 - $13.13
6% of jobs
$13.13 - $14.25
0% of jobs
$14.25 - $15.36
2% of jobs
$15.36 - $16.48
5% of jobs
$16.90 is the 25th percentile. Wages below this are outliers.
$16.48 - $17.59
29% of jobs
The median wage is $17.77 / hr.
$17.59 - $18.71
43% of jobs
$18.71 - $19.82
9% of jobs
$19.82 - $20.94
2% of jobs
$20.94 - $22.05
3% of jobs
$22.05 - $23.16
0% of jobs
$23.16 - $24.28
0% of jobs
$12
$18
$24
How much do credit quant jobs pay per hour?
What is the difference between Credit Quant vs Credit Analyst?
| Aspect | Credit Quant | Credit Analyst |
|---|---|---|
| Required Credentials | Advanced degrees (e.g., Master’s, PhD), quantitative certifications (e.g., CFA, FRM) | Bachelor’s degree often sufficient, finance or economics background |
| Work Environment | Quantitative teams, research-focused, often in investment banks or hedge funds | Credit departments, risk management, lending institutions |
| Industry Usage | Used for modeling, risk assessment, and algorithm development | Used for credit evaluation, client assessment, and loan decisions |
While Credit Quant professionals focus on developing complex models and quantitative analysis for risk and pricing, Credit Analysts primarily evaluate creditworthiness of clients and make lending decisions. Both roles are essential in finance but differ in their focus, skills, and daily tasks.

Wholesale Credit Quantitative Research - Senior Associate
Jersey City, NJ • On-site
Full-time
Medical, Retirement
Posted 16 days ago
JPMorgan Chase & Co. rating
8.0
Based on 493 frontline employees who took The Breakroom Quiz
73rd of 170 rated banks
Job description
Help strengthen how we measure and manage risk in cleared derivatives. You will build quantitative models and tools that assess central counterparty margin adequacy and support counterparty credit risk management. Working with partners across controls and technology, you will take research into practical, production-ready solutions. Your work will directly inform risk frameworks and governance.
Job summary
As a Quantitative Research Senior Associate in Wholesale Credit Risk Quantitative Research, you will develop models and tools that assess central counterparty margin adequacy and support counterparty credit risk management for cleared derivatives. You will collaborate with a team that values strong partnerships, thoughtful analysis, and clear communication. You will work closely with risk governance and control partners to support a well-managed model lifecycle. You will engage technology partners to help deliver scalable, production-ready solutions.
Job responsibilities
- Develop expertise in quantitative topics related to central counterparties and cleared derivatives
- Create models and tools to assess the adequacy of margin requirements for cleared derivatives
- Develop and enhance models and toolsets that evaluate the effectiveness of counterparty risk frameworks
- Build statistical models and analytics to assess and manage counterparty credit risk
- Partner with risk governance and control teams to support model oversight and ongoing reviews
- Collaborate with technology partners to implement, test, and deploy production-ready models and tools
- Document assumptions, methodologies, and limitations clearly to support transparency and re-use
Communicate findings and recommendations in a clear, logical way to technical and non-technical stakeholders
Required qualifications, capabilities, and skills
- Doctorate or master's degree (or equivalent) in financial engineering, operations research, statistics, mathematics, computer science, economics, or a related field
- 3 years of experience in quantitative research, quantitative strategy, or a closely related quantitative role
- Proficiency in Python for model development and data analysis
- Strong understanding of cleared derivatives and risk management methodologies, including value at risk and stress testing, across asset classes
- Excellent verbal and written communication skills, with the ability to articulate analysis clearly and logically
- Demonstrated attention to detail and the ability to deliver across multiple time-sensitive timelines
- Strong risk and control mindset and a track record of effective cross-team partnership
Preferred qualifications, capabilities, and skills
- Proficiency in R in addition to Python
- Experience assessing central counterparty margin methodologies and margin adequacy
- Experience developing or enhancing counterparty credit risk models for derivatives
- Experience deploying analytical models into production environments in partnership with engineers
- Familiarity with model governance expectations, documentation, and ongoing monitoring practices
- Experience working with cleared products across multiple asset classes
We offer a competitive total rewards package including base salary determined based on the role, experience, skill set and location. Those in eligible roles may receive commission-based pay and/or discretionary incentive compensation, paid in the form of cash and/or forfeitable equity, awarded in recognition of individual achievements and contributions. We also offer a range of benefits and programs to meet employee needs, based on eligibility. These benefits include comprehensive health care coverage, on-site health and wellness centers, a retirement savings plan, backup childcare, tuition reimbursement, mental health support, financial coaching and more. Additional details about total compensation and benefits will be provided during the hiring process.
We recognize that our people are our strength and the diverse talents they bring to our global workforce are directly linked to our success. We are an equal opportunity employer and place a high value on diversity and inclusion at our company. We do not discriminate on the basis of any protected attribute, including race, religion, color, national origin, gender, sexual orientation, gender identity, gender expression, age, marital or veteran status, pregnancy or disability, or any other basis protected under applicable law. We also make reasonable accommodations for applicants' and employees' religious practices and beliefs, as well as mental health or physical disability needs. Visit our FAQs for more information about requesting an accommodation.
JPMorgan Chase & Co. is an Equal Opportunity Employer, including Disability/Veterans
What JPMorgan Chase & Co. employees say
Pay
Benefits
Hours and flexibility
Workplace
Get the full story on Breakroom
About JPMorgan Chase & Co
Sourced by ZipRecruiter
Industry
Finance and insurance and banking and credit intermediation
Company size
10,000+ Employees
Headquarters location
New York, NY, US