VP Quant Modeling & Model Risk Governance Lead

JPMorgan Chase & Co.; Jersey City (NJ); On-site; USD 180,000 - 300,000; Full time

Job summary

JPMorgan Chase & Co. seeks an experienced Risk Management Quant Modeling Lead / Vice President to independently assess and challenge models and AI systems supporting digital customer experiences and operations.

You will work with developers, product, governance, and senior leadership to ensure sound concepts, proper controls, and MRMR compliance. You will stay current with generative AI, LLMs, and agentic capabilities, translating complex findings into actionable recommendations to strengthen

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 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.

Responsibilities

• 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 (intent routing, tool-use, guardrails, and evaluation/monitoring approaches)
• Evaluate model and agent performance using appropriate methodologies (e.g., back-testing, benchmark tests, stability/drift analysis, outcome analysis, and controlled experiments where applicable)
• 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) consistent with MRGR expectations
• 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

Skills

Model risk governance

Python

PyTorch/TensorFlow

Communication skills

Risk and control mindset

Quantitative finance

Education

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

Tools

Python

PyTorch

TensorFlow

XGBoost

LightGBM

Job description

JPMorgan Chase & Co. seeks an experienced Risk Management Quant Modeling Lead / Vice President to independently assess and challenge models and AI systems supporting digital customer experiences and operations.

You will work with developers, product, governance, and senior leadership to ensure sound concepts, proper controls, and MRMR compliance. You will stay current with generative AI, LLMs, and agentic capabilities, translating complex findings into actionable recommendations to strengthen