Global Research – Asset-Backed Securities – Analyst

As the ABS research analyst, you will conduct analysis of pricing, prepayment, credit performance and liquidity across various asset classes, including credit card, auto, student loans, personal loans, equipment, esoteric assets, among others. You will contribute to insightful publications and reports, communicate with clients on emerging market topics, and collaborate with various teams to model and assess risks. Your role is crucial in educating clients and internal stakeholders on ABS structures and market dynamics.

Job responsibilities:

• Maintain and manage ABS data analytics; maintain and develop JPMC Asset-Backed Securities Index, JPMC ABS database, and analytical functions
• Communicate with clients on ABS market topics
• Run and publish daily/weekly research processes
• Maintain monthly ABS reports on prepayment, credit, issuers, and other risk factors
• Drive the development of new processes and technical frameworks to promote efficiency, transparency, and resilience of ABS data operations
• Support internal and external clients on research requests and bespoke analyses
• Work with sales & trading and other research areas to educate clients on ABS bond structure and relative value
• Review and generate analysis on ABS portfolios, assessing rate and credit risks
• Collaborate with internal risk groups and portfolio teams to model risks, including spread, rate, and credit risks
• Provide investor education on ABS as well as perform specific bond cashflow analysis for clients
• Publish research on various consumer and commercial non-mortgage ABS asset classes, including cards, autos, student loans, equipment, esoteric assets, among other

Required qualifications, capabilities, and skills:

• Bachelor’s and/or Master’s degree in Mathematics, Computer Science, or related field
• 2 years of experience in data analysis or related research roles
• Experience with SQL, Perl, C/C++, Python, Java and XML
• Proficiency in Excel programming for generating graphs, pivots, and tables
• Proficiency in MS Access, Bloomberg, Intex, EIDOS, 1010DATA, dv01
• Experience with quantitative mathematical modeling and relational databases
• Strong research writing skills
• Ability to communicate complex economic concepts to clients/stakeholders

About us

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/Veteran

About the Team

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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