Vice President, AI Risk Modeling & Validation

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

Job summary

JPMorgan Chase in Jersey City seeks a Risk Management Quant Modeling Lead/VP to independently assess and govern marketing models across CCB Marketing, ensuring conceptual soundness, accuracy, and regulatory alignment.

You will work with model developers and senior leadership, staying current with AI/LLM developments, and translating complex concepts into actionable risk recommendations. Requires 6+ years of hands-on experience and advanced degrees.

Qualifications

• Master's or PhD in Mathematics, Statistics, CS, Engineering, Economics, Quantitative Finance, or related field.
• Minimum 6 years of hands-on experience.
• Hands-on experience with applied AI/ML and GLMs, tree-based models, deep learning, transformers, LLMs, and modern AI techniques.
• Strong foundation in statistics and ML techniques.
• Experience with Python and ML frameworks (PyTorch, TensorFlow, XGBoost, 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, ML, and AI models.
• Review 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 reports and presentations.
• Maintain model risk control apparatus and be first point of contact for stakeholders.
• Stay current with AI/LLM developments and apply them to business workflows.
• Provide actionable recommendations for risk management.
• Collaborate with developers, stakeholders, governance teams, and senior leadership.
• Ensure models comply with MRMAP and regulatory expectations.
• Escalate material model issues appropriately.
• Present complex AI concepts to technical and non-technical audiences.

Skills

GLMs

Tree-based models

Deep learning

Transformers

LLMs

Statistical methods

Python

ML frameworks

Communication

Risk mindset

Education

Master's degree or PhD in a quantitative field

Tools

Python

PyTorch

TensorFlow

XGBoost

LightGBM

Job description

JPMorgan Chase in Jersey City seeks a Risk Management Quant Modeling Lead/VP to independently assess and govern marketing models across CCB Marketing, ensuring conceptual soundness, accuracy, and regulatory alignment.

You will work with model developers and senior leadership, staying current with AI/LLM developments, and translating complex concepts into actionable risk recommendations. Requires 6+ years of hands-on experience and advanced degrees.