Marketing ML Model Validation Lead, Risk VP

JPMorganChase; Jersey City (NJ); On-site; USD 180,000 - 240,000; Full time

Job summary

JPMorganChase in Jersey City seeks a Risk Management Quant Modeling Lead/VP to independently validate and govern marketing models supporting customer acquisition, engagement, retention, cross-sell, pricing, profitability, and optimization.

You will work with model developers, business stakeholders, governance teams, and senior leadership to ensure conceptual soundness and compliance with the Firm's Model Risk Management framework, while staying current on AI/LLM developments.

Qualifications

• Master's or PhD in Mathematics, Statistics, Computer Science, Engineering, Economics, Quantitative Finance, or related field.
• Minimum 6 years of relevant hands-on experience.
• Hands-on experience with applied AI/ML and strong understanding of GLMs, tree-based models, deep learning, transformers, LLMs, and modern AI techniques.
• Strong foundation in statistics and machine learning techniques.
• Experience with Python and ML frameworks such as PyTorch, TensorFlow, XGBoost, or LightGBM.
• Excellent written and verbal communication skills.
• Risk and control mindset with ability to assess and elevate model issues.

Responsibilities

• Lead and conduct independent model validation and governance activities across CCB Marketing
• Assess conceptual soundness, implementation accuracy, performance, limitations, and business suitability of statistical, machine learning, and AI models
• Review traditional regression, decision tree, and advanced machine learning models, including neural networks, transformers, recommender systems, reinforcement learning, Generative AI, LLM-based solutions, and agentic systems
• Communicate model risk assessments and validation findings through technical reports and presentations
• Maintain model risk control apparatus and serve as first point of contact for stakeholders
• Stay current with emerging AI and LLM developments and assess their application within business workflows
• Provide actionable recommendations for risk management
• Collaborate with model developers, business stakeholders, governance teams, and senior leadership
• Ensure models are compliant with the Firm's Model Risk Management framework and regulatory expectations
• Escalate material model issues appropriately
• Present complex AI concepts to technical and non-technical audiences

Skills

Applied AI/ML

GLMs

Tree-based models

Deep learning

Transformers

LLMs

Statistics

Machine learning techniques

Python

Communication skills

Risk and control mindset

Education

Master's or PhD in Mathematics/Statistics/Computer Science/Engineering/Economics/Quantitative Finance or related field

Tools

PyTorch

TensorFlow

XGBoost

LightGBM

Job description

JPMorganChase in Jersey City seeks a Risk Management Quant Modeling Lead/VP to independently validate and govern marketing models supporting customer acquisition, engagement, retention, cross-sell, pricing, profitability, and optimization.

You will work with model developers, business stakeholders, governance teams, and senior leadership to ensure conceptual soundness and compliance with the Firm's Model Risk Management framework, while staying current on AI/LLM developments.