VP Quant Modeling Lead, Model Risk Governance

JP Morgan Chase; Jersey City (NJ); Presencial; USD 147.000 - 215.000; Tempo integral

Resumo da vaga

JPMorgan Chase in Jersey City seeks a Risk Management Quant Modeling Lead / VP to join the Model Risk Governance and Review team within Consumer & Community Banking Operations & Digital Channels. You will independently assess and challenge models and AI systems across digital journeys, chatbots, and mobile apps, ensuring sound design, proper controls, and MRMR compliance.

You will collaborate with model developers, product leads, governance partners, and senior leadership to translate complex

Qualificações

• Master’s or PhD in Mathematics, Statistics, Computer Science, Engineering, Economics, Quantitative Finance, or related field.
• Minimum 6+ years of relevant hands-on experience in model risk, model validation, quantitative risk, or applied ML oversight.
• Hands-on experience with applied AI/ML and strong understanding of GLMs, tree-based models, deep learning, transformers, LLMs, and modern AI techniques.
• Experience with Python and ML frameworks such as PyTorch, TensorFlow, XGBoost, or LightGBM.

Responsabilidades

• Lead and conduct independent model validation and governance activities across CCB Operations & Digital Channels
• Assess conceptual soundness, implementation accuracy, performance, limitations, and business suitability of statistical, machine learning, and AI systems used in digital journeys and operational workflows
• Review traditional regression, decision tree, and advanced machine learning models, including neural networks, transformers, recommender systems, reinforcement learning, Generative AI, LLM-based solutions, and agentic systems
• Design, review, or evaluate agentic systems (e.g., voice bots / conversational agents) including end-to-end lifecycle considerations
• Evaluate model and agent performance using appropriate methodologies (e.g., back-testing, benchmark tests, stability/drift analysis, outcome analysis, and controlled experiments)
• Assess model risk and control posture for LLM/agentic solutions (e.g., reliability, explainability, bias/fairness, data usage, privacy/security, prompt-injection resilience, and safe failure modes)
• Communicate model risk assessments and validation findings through clear technical reports and presentations, tailored to both technical and non-technical audiences
• Maintain the model risk control apparatus and serve as a primary point of contact for stakeholders across product, channel, technology, and governance
• Stay current with emerging AI/LLM developments and assess their appropriate, controlled application within business workflows
• Escalate material model issues appropriately and track remediation actions to closure
• Collaborate effectively with model developers, business stakeholders, governance teams, and senior leadership to drive timely, pragmatic risk outcomes

Conhecimentos

Model risk governance

Model validation

Applied ML oversight

Python

Communication skills

Risk mindset

Formação

Master's or PhD in Mathematics, Statistics, Computer Science, Engineering, Economics, Quantitative Finance

Ferramentas

Python

PyTorch

TensorFlow

XGBoost

LightGBM

Descrição da vaga

JPMorgan Chase in Jersey City seeks a Risk Management Quant Modeling Lead / VP to join the Model Risk Governance and Review team within Consumer & Community Banking Operations & Digital Channels. You will independently assess and challenge models and AI systems across digital journeys, chatbots, and mobile apps, ensuring sound design, proper controls, and MRMR compliance.

You will collaborate with model developers, product leads, governance partners, and senior leadership to translate complex