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5 Legal

Finance Associate

Washington, DC

The ideal candidate must have 2-4 years of experience in ABS, RMBS and/or esoteric securitizations. Capabilities in drafting transaction documents and managing multiple capital markets transactions ...

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How much do rmbs jobs pay per year?

As of Jun 14, 2026, the average yearly pay for rmbs in the United States is $95,371.00, according to ZipRecruiter salary data. Most workers in this role earn between $60,000.00 and $121,500.00 per year, depending on experience, location, and employer.

What is an RMBS job?

An RMBS (Residential Mortgage-Backed Securities) job typically involves working with mortgage-backed financial products, analyzing loan pools, managing securitization processes, and assessing credit risk. Professionals in this field may work in investment banking, risk management, or financial institutions, focusing on structuring, trading, or evaluating RMBS investments. Their role is crucial in ensuring compliance with regulatory requirements and optimizing portfolio performance in mortgage-backed securities markets.

What are some typical responsibilities for professionals working in RMBS roles?

Professionals in RMBS roles are often responsible for analyzing mortgage loan pools, assessing credit risk, structuring securitization deals, and producing detailed performance and cash flow reports. Day-to-day tasks may also include conducting due diligence on underlying assets, preparing investor presentations, and working closely with legal, compliance, and sales teams. Collaboration with underwriters, rating agencies, and IT specialists is common to ensure accurate structuring and monitoring of RMBS products. This role offers exposure to complex financial instruments and provides a pathway for career advancement into portfolio management, risk oversight, or senior structuring roles.

What are the key skills and qualifications needed to thrive in the Rmbs position, and why are they important?

To excel in an RMBS (Residential Mortgage-Backed Securities) analyst or structurer role, a strong background in finance, statistics, and securitization is required, usually supported by a degree in finance, economics, or a related quantitative field. Familiarity with financial modeling tools such as Excel, Bloomberg, and specialized mortgage analytics software is essential, and relevant certifications like CFA or FRM can be advantageous. Attention to detail, analytical thinking, and effective communication are crucial soft skills for interpreting complex data and collaborating with stakeholders. These abilities ensure accurate risk assessment, regulatory compliance, and clear reporting, which are vital for the successful management of RMBS portfolios.

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Rmbs jobs near you
Infographic showing various Rmbs job openings in the United States as of June 2026, with employment types broken down into 1% Internship, and 99% Full Time. Highlights an 88% Physical, 11% Hybrid, and 1% Remote job distribution, with an average salary of $95,371 per year, or $45.9 per hour.
Quantitative Trading and Research - Securitized Products Group - Associate

Quantitative Trading and Research - Securitized Products Group - Associate

JP Morgan Chase

Manhattan, NY

Full-time

Medical, Retirement

Posted 18 days ago

JPMorgan Chase & Co. rating

8.1

Company rating: 8.1 out of 10

Based on 469 frontline employees who took The Breakroom Quiz

46th of 141 rated banks

Job description


The Securitized Products Group (SPG) Quantitative Trading & Research (QTR) team is a high-performing quantitative modeling organization focused on Residential Mortgage-Backed Securities (RMBS) and related structured products. The group develops and maintains agency and non-agency RMBS models and analytical tools used to support CIB trading and research. These prepayment and credit/default models also support RMBS and mortgage loan valuation and risk management across JPMorganChase, including the Mortgage Bank, Chief Investment Office, and Asset & Wealth Management. Selected analytics are delivered to external clients via OASis and BondStudio.

Job Summary:

As an Associate in the Securitized Products Group (SPG) Quantitative Trading & Research Team (QTR), you will sit within the non-agency RMBS modeling team and partners closely with SPG trading desks to support modeling, valuation, market-making, and risk assessment. You will help drive the modernization of credit modeling by applying machine learning and generative AI across the model development lifecycle, including data processing and exploration, model calibration, performance monitoring, and delivery of analytics and reporting tools. You will collaborate with stakeholders across business, technology, market risk, and other partner teams to develop new models and enhance existing capabilities, improve understanding of model behavior and trading insights, ensure robust model infrastructure and controlled usage, and provide subject matter expertise, training, and guidance to internal users and external clients.

Job Responsibilities:

  • Develop and support advanced financial models for RMBS, enabling business portfolio management, trading, hedging, and risk assessment.

  • Conduct model back-testing, performance tracking, and provide business insights to inform portfolio management and trading strategies.

  • Perform large-scale data queries, processing, and machine learning (ML) analysis for RMBS prepayment and credit modeling using high-quality calibration data.

  • Build and optimize robust platforms for large-scale data analysis to support various modeling initiatives.

  • Develop new models and analytical tools, and implement them within our advanced, high-performing mortgage loan/bond pricing and analytics framework.

  • Design and implement analytical tools to monitor model performance and market conditions in Residential Mortgage-Backed Securities (RMBS), enhancing business decision-making processes.

  • Oversee the maintenance and enhancement of existing infrastructure used for valuation and hedging of financial transactions.

  • Provide support to internal and external clients regarding model usage, addressing inquiries and facilitating training as needed.

  • Collaborate closely with risk and model review groups to ensure proper model usage, conduct model reviews, and implement effective risk controls.

Required Qualifications, Capabilities, and Skills:

  • Quantitative educational background: Master's or PhD degree in a quantitative field.

  • Advanced modeling skills in developing machine learning (ML), statistical, or econometric models, preferably with applications in financial fields.

  • Strong programming skills in Python (C++ is a plus); proficiency in statistical Python packages such as NumPy, Pandas, and stats packages (StatsModels, scikit-learn, SciPy, etc.) for data manipulation and statistical analysis.

  • Experience working with large-scale databases (e.g., PostgreSQL, Redshift) for machine learning analysis and modeling is desirable.

Preferred Qualifications, Capabilities, and Skills:

  • Experience in data analysis focused on mortgage and loan performance datasets, specifically analyzing prepayment and credit historical data at the loan or facility level, is desirable.

JPMorganChase, one of the oldest financial institutions, offers innovative financial solutions to millions of consumers, small businesses and many of the world's most prominent corporate, institutional and government clients under the J.P. Morgan and Chase brands. Our history spans over 200 years and today we are a leader in investment banking, consumer and small business banking, commercial banking, financial transaction processing and asset management.

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

J.P. Morgan's Commercial & Investment Bank is a global leader across banking, markets, securities services and payments. Corporations, governments and institutions throughout the world entrust us with their business in more than 100 countries. The Commercial & Investment Bank provides strategic advice, raises capital, manages risk and extends liquidity in markets around the world. 

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