VP, AI Marketing Risk & Model Validation Lead

Aumni; Jersey City (NJ); On-site; USD 150,000 - 230,000; Full time

Benefits offered by this job

Health care coverage

On-site health and wellness centers

Retirement savings plan

Backup childcare

Tuition reimbursement

Mental health support

Financial coaching

Job summary

JPMorgan Chase & Co. in Jersey City invites a Risk Management Quant Modeling Lead/VP to independently validate and govern marketing models supporting customer acquisition, engagement, and profitability.

You will collaborate with developers, governance teams, and senior leaders to ensure models are sound, compliant, and aligned with business needs. The role emphasizes staying current with AI/LLM developments, communicating findings through reports, and providing actionable risk management

Qualifications

• Master’s or PhD in Mathematics, Statistics, Computer Science, Engineering, Economics, Quantitative Finance, or related field.
• Minimum 6 years of relevant hands-on experience.
• Hands-on experience with applied AI/ML and GLMs, tree-based models, deep learning, transformers, LLMs.
• Strong foundation in statistics and machine learning techniques.
• Experience with Python and ML frameworks such as PyTorch, TensorFlow, XGBoost, or 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, machine learning, and AI models.
• Review traditional regression, decision tree, and advanced ML 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 technical reports and presentations.
• Maintain model risk control apparatus and serve as first point of contact for stakeholders.
• Stay current with emerging AI and LLM developments and assess their application within business workflows.
• Provide actionable recommendations for risk management.
• Collaborate with model developers, business stakeholders, governance teams, and senior leadership.
• Ensure models are compliant with the Firm's Model Risk Management framework and regulatory expectations.
• Escalate material model issues appropriately.
• Present complex AI concepts to technical and non-technical audiences.

Skills

Excellent communication

Risk & control mindset

Model validation

Python

PyTorch

TensorFlow

XGBoost/LightGBM

Education

Master’s or PhD in Mathematics, Statistics, CS, Engineering, Economics, Quantitative Finance, or related field

Tools

Python

PyTorch

TensorFlow

XGBoost/LightGBM

Job description

JPMorgan Chase & Co. in Jersey City invites a Risk Management Quant Modeling Lead/VP to independently validate and govern marketing models supporting customer acquisition, engagement, and profitability.

You will collaborate with developers, governance teams, and senior leaders to ensure models are sound, compliant, and aligned with business needs. The role emphasizes staying current with AI/LLM developments, communicating findings through reports, and providing actionable risk management