Model Risk & Valuation Control Associate

JPMorgan Chase & Co.; Warszawa; On-site; PLN 180,000 - 240,000; Full time

Job summary

JPMorgan Chase & Co. in Warszawa is seeking an Associate to specialize in model risk within the Valuation Control Group.

You will oversee model risk for fair value and prudent valuation adjustments, document methodologies, and collaborate with Model Review and Quantitative Research to ensure robust controls. The role requires analytical, quantitative aptitude, strong communication, and working knowledge of Python and Excel.

Qualifications

• Experience with model validation and/or development is a strong plus.
• Experience of valuation control processes is desirable but not a requirement.
• Knowledge and experience across financial products, models, and asset classes.
• Analytical, quantitative aptitude and attention to detail.
• Strong verbal and written communications skills to interface with a wide variety of functional areas.
• Ability to ask incisive questions, converge on critical matters, assess materiality and elevate issues.
• Working knowledge of Python and/or VBA and Excel.

Responsibilities

• Oversee model risk for the Valuation Control Group through tracking model limitations and performance metrics.
• Review and evaluate documentation of fair value and prudent valuation adjustments models across products.
• Collaborate with Model Review and Quantitative Research groups to resolve queries and ensure governance alignment.
• Introduce enhancements to the risk management framework for fair value and prudent valuation adjustment models.
• Summarize and communicate model risks to senior stakeholders clearly and concisely.
• Develop best practice guidelines and training materials related to Model Risk Management.

Skills

Analytical aptitude

Verbal and written communications

Attention to detail

Questioning and issue elevation

Tools

Python

VBA

Excel

Job description

JPMorgan Chase & Co. in Warszawa is seeking an Associate to specialize in model risk within the Valuation Control Group.

You will oversee model risk for fair value and prudent valuation adjustments, document methodologies, and collaborate with Model Review and Quantitative Research to ensure robust controls. The role requires analytical, quantitative aptitude, strong communication, and working knowledge of Python and Excel.