VP, Quantitative Risk Modeling & Analytics

Jersey Digs; Jersey City, Northern (NJ, KY); Hybrid; USD 150,000 - 230,000; Full time

Job summary

JPMorganChase is seeking a highly skilled Quantitative Researcher for Wholesale Credit Risk Modeling. You will develop models that inform credit risk and capital decisions, and collaborate with risk, finance, and technology teams to translate business needs into scalable solutions.

The role emphasizes model governance, documentation, and clear communication of results to senior stakeholders and regulators, with responsibility for improving model performance and deployment across risk systems.

Qualifications

• Master’s degree or PhD in a quantitative discipline such as economics, finance, physics, mathematics, or CS.
• 5+ years of experience developing statistical/economic models in financial services or risk contexts; Python for data analysis.
• 3+ years of experience with machine learning in model development or analytics workflows, with large datasets and data pipelines.
• Experience using modern AI tools to accelerate model development, testing, or documentation.
• Knowledge of core banking risks and wholesale credit risk measurement.
• Ability to explain quantitative concepts to non-technical stakeholders.
• Strong attention to detail and disciplined testing/documentation.

Responsibilities

• Develop wholesale credit risk models for portfolios including Commercial and Industrial loans and structured product vehicles.
• Create rating and credit officer-facing modeling approaches for commercial and corporate clients.
• Assess model performance and limitations; design methods for estimation, calibration, validation.
• Implement high-performance computing to improve runtime and scalability.
• Build reusable analytics software frameworks and integrate outputs into downstream systems.
• Analyze large datasets to derive insights that improve model accuracy and stability.
• Collaborate with risk, finance, and technology to present methodology and results to governance committees and regulators.

Skills

Quantitative modeling

Python (pandas, NumPy)

Machine learning

Data pipelines

Communication

Explain complex concepts

Attention to detail

Education

Master’s degree or PhD in quantitative discipline

Tools

Linux/Unix

Cloud platforms

MLflow / Kubeflow / SageMaker

Job description

JPMorganChase is seeking a highly skilled Quantitative Researcher for Wholesale Credit Risk Modeling. You will develop models that inform credit risk and capital decisions, and collaborate with risk, finance, and technology teams to translate business needs into scalable solutions.

The role emphasizes model governance, documentation, and clear communication of results to senior stakeholders and regulators, with responsibility for improving model performance and deployment across risk systems.