Quant Modeling Lead - Python

About the Role

As a Python Developer within the Wholesale Credit Quantitative Research Core team, you will play a central role in building and maintaining Nova – the firm’s strategic platform for Loan Loss Forecasting models. Nova is built within JPMorgan’s Athena platform and underpins critical regulatory and business processes including CECL, IFRS 9, CCAR, ICAAP, and Risk Appetite forecasting.

You will be responsible for designing and implementing the core frameworks and libraries that model developers rely on to build, test, and deploy forecasting models at scale. This is a hands-on engineering role that demands strong software craftsmanship, quantitative aptitude, and the ability to translate partially defined business needs into robust, production-quality systems. You will work closely with quantitative researchers, model governance, technology partners, and wholesale credit business stakeholders.

Job Responsibilities