Quant Analytics Manager — Model Risk & Governance

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

Job summary

JPMorgan Chase in New York, NY seeks a Quant Analytics Lead to oversee model surveillance, validation, and governance within CIB Finance. You will collaborate with cross-functional teams, assess model performance, and guide a team of associates to ensure regulatory and business requirements are met.

The role requires a Master's in Economics/Finance/Math/Statistics and at least three years of experience with PPNR, balance sheet risk, CCAR/ICAA stress testing, and advanced Python econometrics.

Qualifications

• Master's degree in Economics, Finance, Math, Statistics or related field.
• 3 years of experience in Quant Analytics or related occupation plus relevant skills.

Responsibilities

• Perform model surveillance and validation of forecasting frameworks.
• Lead model governance initiatives within CIB Finance; collaborate with lines of business and regulators.
• Oversee model performance monitoring activities and quarterly status assessments.
• Guide a team of associates; assign tasks and ensure quality and efficiency.
• Provide guidance on model usage and regulatory controls.

Skills

Statistical modeling

Python (Statsmodels)

Time series forecasting

Model risk assessment

Model governance

Regulatory compliance

Benchmark modeling

Education

Master's degree in Economics/Finance/Math/Statistics

Job description

JPMorgan Chase in New York, NY seeks a Quant Analytics Lead to oversee model surveillance, validation, and governance within CIB Finance. You will collaborate with cross-functional teams, assess model performance, and guide a team of associates to ensure regulatory and business requirements are met.

The role requires a Master's in Economics/Finance/Math/Statistics and at least three years of experience with PPNR, balance sheet risk, CCAR/ICAA stress testing, and advanced Python econometrics.