Quant Model Risk Governance Associate

Testing Site - JPMC; New York (NY); Vor Ort; USD 140.000 - 190.000; Vollzeit

Zusammenfassung

JPMorganChase in New York seeks a Quant Model Risk Associate to assess complex models used for valuation, risk measurement, and capital calculations. You will collaborate with model developers, Risk, and Valuation Control Groups to govern model risk and drive improvements.

Responsibilities include reviewing pricing models, evaluating model behavior, and implementing robust performance metrics to ensure regulatory alignment and model integrity.

Qualifikationen

• Advanced degree in a quantitative discipline.
• Strong knowledge of probability and numerical methods.
• Familiarity with option pricing and risk-neutral valuation.

Aufgaben

• Review complex pricing models (credit, interest rate, equity).
• Evaluate model behavior and limitations for applications.
• Develop and maintain model performance metrics and benchmarks.
• Ensure models comply with internal and regulatory standards.

Kenntnisse

C/C++

Python

Quantitative modeling

Communication skills

Ausbildung

MSc/PhD in mathematics, statistics, financial engineering

Jobbeschreibung

JPMorganChase in New York seeks a Quant Model Risk Associate to assess complex models used for valuation, risk measurement, and capital calculations. You will collaborate with model developers, Risk, and Valuation Control Groups to govern model risk and drive improvements.

Responsibilities include reviewing pricing models, evaluating model behavior, and implementing robust performance metrics to ensure regulatory alignment and model integrity.