Lead Quant Analytics: Model Governance & Forecasting

JPMorganChase; New York (NY); On-site; USD 169,000 - 215,000; Full time

Job summary

JPMorganChase, located at 237 Park Ave, New York, NY 10017, is seeking a Quant Analytics professional to perform model surveillance, validation, and benchmarking within CIB Finance. You will assess model risk, refine forecasting frameworks, and collaborate with risk, regulatory, and finance teams to ensure regulatory alignment and business goals.

The role also involves guiding associates, delivering clear validation reports, and driving governance initiatives to improve model reliability and

Qualifications

• Master's degree in Economics, Finance, Math, Statistics, or related field with relevant analytics experience.
• Experience with corporate and investment banking risk analytics and regulatory reporting.
• Proficiency in Python statistical packages and documentation for regulators.

Responsibilities

• Perform model surveillance and benchmarking across forecasting models.
• Validate frameworks to meet statistical criteria within CIB Finance.
• Collaborate with cross-functional teams to assess model risks and regulatory requirements.
• Lead governance initiatives and guide junior team members toward quality work.

Skills

Model risk analysis

Regression diagnostics

Time series forecasting

Python (Statsmodels)

Regulatory reporting

Education

Master's degree in Economics, Finance, Math, Statistics, or related field

Tools

Statsmodels

Scikit-learn

SciPy

Python

Job description

JPMorganChase, located at 237 Park Ave, New York, NY 10017, is seeking a Quant Analytics professional to perform model surveillance, validation, and benchmarking within CIB Finance. You will assess model risk, refine forecasting frameworks, and collaborate with risk, regulatory, and finance teams to ensure regulatory alignment and business goals.

The role also involves guiding associates, delivering clear validation reports, and driving governance initiatives to improve model reliability and