VP, Quant Modeling & Model Risk Governance

JPMorganChase; Greater London; On-site; GBP 70,000 - 90,000; Full time

Job summary

JPMorganChase is seeking a Quant Modeling Associate/Vice President in London to join the Model Risk Governance team. You will assess and mitigate model risk for electronic trading models, collaborating with model developers and users across various business areas.

The ideal candidate has a Master's or PhD in a quantitative field, strong experience in model validation, and proficiency in Python. The role involves evaluating model specifications, designing experiments, and effective communication with stakeholders.

Qualifications

• Master's or PhD in a quantitative discipline required.
• Strong experience in model validation or front office in electronic trading.
• Excellence in statistics and numerical analysis is essential.

Responsibilities

• Evaluate the conceptual soundness of model specifications.
• Design experiments to measure model limitations.
• Document model review findings and communicate them.

Skills

Model validation

Quantitative modeling

Communication skills

Python proficiency

Risk assessment

Education

Master's or PhD in Mathematics, Physics, Engineering, Computer Science, Economics, or Finance

Tools

Python (NumPy, SciPy, Pandas)

SQL

Job description

JPMorganChase is seeking a Quant Modeling Associate/Vice President in London to join the Model Risk Governance team. You will assess and mitigate model risk for electronic trading models, collaborating with model developers and users across various business areas.

The ideal candidate has a Master's or PhD in a quantitative field, strong experience in model validation, and proficiency in Python. The role involves evaluating model specifications, designing experiments, and effective communication with stakeholders.