JPMC Candidate Experience page
J.P. Morgan Wealth Management - Vice President, Wealth Management Lending Portfolio Solutions
NY, United States · full-time
Company's own boardBachelor's degree
Posted yesterday · First seen Oct 31 · seen live today · from JPMC Candidate Experience page's own Oracle Cloud board
Skills mentioned
pythondata scienceexcel
The posting, as published
Help build a new, high-impact Lending Portfolio Solutions team that will shape how JPMorganChase takes systematic risk across wealth credit products using industry-leading market, credit, and ai analytics capabilities. You will apply deep capital markets expertise, quantitative thinking, and strong partnership skills while gaining meaningful career growth and mobility across a broad stakeholder ecosystem and product suite.
As a Quantitative AnalyticsVice President in JPMorgan Wealth Management Lending Portfolio Solutions you will help build a new first line function formed as part of a Consumer & Community Bank (CCB) wide initiative to manage systematic risk-taking across the full suite of bank and broker-dealer credit products. This individual contributor role will manage lending portfolios comprised of securities-based lending, margin trading, and other credit exposures originated through Self-Directed Investing (SDI), Chase Wealth Management (CWM), and JPMorgan Advisors (JPMA) channels. You will coordinate a comprehensive first line of defense (1LOD) capability and partner closely with Independent Risk (2LOD), Product, Technology, and support functions to deliver disciplined growth objectives. You will bring an entrepreneurial mindset, operate at the pace of markets, adapt to changing priorities, and turn ambiguity into practical solutions.
Job responsibilities
Manage risk-taking through the Marginal Decisioning Framework (MDF) across lending portfolios
Maintain the margin adequacy framework and drive margin factor changes as market and portfolio dynamics evolve
Coordinate market coverage and market-driven actions with first line of defense (1LOD) and second line of defense (2LOD) partner functions
Interpret evolving market and portfolio dynamics into actionable risk-reducing actions or lending opportunities
Design new models and quantitative frameworks and extend existing metrics with appropriate governance
Ensure analytics quality and credibility of quantitative frameworks
Partner with front line teams and Independent Risk to structure innovative credit solutions and advise partners on complex portfolio queries
Publish market-facing commentary and research
Produce policies, procedures, and model documentation aligned with documentation guidelines
Manage governance, escalations, forum materials, and report production for Credit Decisioning Forums and related committees
Required qualifications, capabilities, and skills
Undergraduate degree
7+ years in an analytical, technical, trading, or research-oriented role in capital markets
Broad financial product knowledge
Practical knowledge of Python and associated data analytics packages in a professional environment
Practical knowledge of Tableau or other business intelligence and data visualization tools
Proficiency in Microsoft Office including Excel, PowerPoint, and Word
Excellent communication and interpersonal skills with ability to translate technical capital markets concepts to non-technical audiences
Demonstrated ability to manage and influence senior executive stakeholders and diverse partner teams
Strong sense of ownership and collaborative team orientation
Comfort working at the fast pace of markets and adapting to changing priorities
Preferred qualifications, capabilities, and skills
Academic concentration in a technical discipline
Graduate degree or professional designation
Academic background or professional experience in financial mathematics, financial engineering, quantitative risk methodologies, or data science
Professional experience in credit risk management, market risk management, derivatives, or hedging strategies
Professional experience in a credit portfolio management function or lending business
Experience with JPMorganChase proprietary risk methodologies, models, and frameworks
Experience building or scaling new processes and frameworks during a foundational build-out phase