Lead Quant Model Risk Auditor (AI/ML & Controls)

Fairygodboss; Paris; Sur place; EUR 120 000 - 180 000; Plein temps

Résumé du poste

J.P. Morgan seeks a Quant Model Risk Auditor within Internal Audit Model Risk Management to assess technical model risk and controls across a broad portfolio. You will engage PhD quants and senior leaders, shaping risk management throughout the model lifecycle.

You will develop and implement AI/ML solutions for model risk control assessments, enhancing testing rigor and efficiency, with frequent interaction across the firm.

Qualifications

• PhD or Masters STEM degree.
• Strong quantitative and analytical skills.

Responsabilités

• Perform highly technical reviews of complex models to evaluate risk and controls.
• Evaluate ongoing model performance programs.
• Conduct in-depth analysis of a global model risk management framework.
• Collaborate with quantitative professionals and senior management to address risk gaps.
• Develop AI/ML product solutions for model risk assessment.
• Lead end-to-end model risk control audit assessments.
• Validate business-implemented remediation actions.

Connaissances

PhD or Masters in STEM

AI/ML development

Python

R

LangChain/LangGraph

SDKs for AI/ML

Communication

Risk and control mindset

Leadership

Formation

PhD or MSc in Mathematics/CS/Quantitative Finance

Outils

Python

R

Description du poste

J.P. Morgan seeks a Quant Model Risk Auditor within Internal Audit Model Risk Management to assess technical model risk and controls across a broad portfolio. You will engage PhD quants and senior leaders, shaping risk management throughout the model lifecycle.

You will develop and implement AI/ML solutions for model risk control assessments, enhancing testing rigor and efficiency, with frequent interaction across the firm.