Model Risk Analyst — Quantitative Valuation & Market Risk

JPMorganChase

New York (NY)

On-site

USD 160,000 - 215,000

Full time

6 days ago

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Job summary

JPMorganChase is seeking a Quantitative Analyst focused on model risk management. You'll validate models used for regulatory capital and market risk across Equities, FX, Credit, Rates, and Commodities, ensuring sound specification and robust inputs.

You’ll design experiments, compare outputs with benchmarks, and document findings for stakeholders. Requirements include a Master’s degree in a quantitative field and 1 year of related experience, plus strong Python data analytics and communication

Qualifications

Master's degree in a quantitative field plus 1 year of related experience.
Experience with risk models, valuation, and market risk management.
Strong quantitative and data manipulation skills.

Responsibilities

Validate risk models used for regulatory capital and market risk.
Identify and manage model risk across asset classes (Equities, FX, Credit, Rates, Commodities).
Design experiments to measure model limitations and estimation errors.
Document findings and communicate with developers and risk teams.
Assess impact of evolving market conditions on model performance.