Quant Model Risk VP

About the job

We are looking for a new member to join our Interest Rates team in the Model Risk Governance and Review Group. As a Quant Model Risk VP you will assess and help mitigate the model risk of complex models used in the context of valuation, risk measurement, and decision-making purposes. Job Responsibilities: • Analyze conceptual soundness of complex pricing models. • Provide guidance on model usage and act as first point of contact for the business. • Evaluate model performance on a regular basis. Required Qualifications: • Excellence in probability theory, stochastic processes, statistics, and numerical analysis. • MSc, PhD, or equivalent in a quantitative discipline. • 3+ years of experience in a FO or model risk quantitative role.

Requirements

• Quantitative Analysis
• Model Risk Management
• Communication
• Statistical Analysis

Qualifications

• MSc, PhD or equivalent in a quantitative discipline

Preferred Technologies

• Quantitative Analysis
• Model Risk Management
• Communication
• Statistical Analysis

About the company

JPMorganChase is a leading global financial institution providing innovative financial solutions across various sectors, including investment banking and asset management. With over 200 years of history, it emphasizes diversity and equal opportunity in its workforce.