Senior VP, Quantitative Model Risk & Governance

JPMorgan Chase & Co.; New York (NY); On-site; USD 180,000 - 260,000; Full time

Benefits offered by this job

Competitive pay

Health benefits

Retirement plan

Tuition reimbursement

Job summary

JPMorganChase in New York seeks a Quant Model Risk Vice President within the Model Risk Governance and Review team. You assess and mitigate risks in models used by Treasury for resolution, liquidity, stress testing and budgeting, driving continuous improvement in a fast-paced environment.

You collaborate with model developers and users, guide on model usage, and communicate complex issues to diverse stakeholders through high-quality technical reports.

Qualifications

• Education: Bachelor’s, Master’s or PhD in a quantitative field (e.g., Mathematics, Statistics, Computer Science, Engineering, Physics).
• Strong analytical problem-solving skills and clear written/verbal communication.
• Knowledge of financial products / markets and regulatory requirements.

Responsibilities

• Perform model reviews: evaluate conceptual soundness and behavior under market conditions.
• Guide on model usage and act as first point of contact for new models and changes.
• Develop and implement alternative model benchmarks; design performance metrics.

Skills

Analytical problem-solving

Verbal & written communication

Model risk governance

Attention to detail

Programming experience

Education

Bachelor’s/Master’s/PhD in quantitative field

Tools

Python

R

MATLAB

C/C++

Job description

JPMorganChase in New York seeks a Quant Model Risk Vice President within the Model Risk Governance and Review team. You assess and mitigate risks in models used by Treasury for resolution, liquidity, stress testing and budgeting, driving continuous improvement in a fast-paced environment.

You collaborate with model developers and users, guide on model usage, and communicate complex issues to diverse stakeholders through high-quality technical reports.