About the Group

As part of Risk Management and Compliance, you are at the center of keeping JPMorgan Chase strong and resilient. You help the firm grow its business in a responsible way by anticipating new and emerging risks, and using your expert judgement to solve real-world challenges that impact our company, customers and communities. Our culture in Risk Management and Compliance is all about thinking outside the box, challenging the status quo and striving to be best-in-class.

The Model Risk Governance and Review Group (MRGR) oversees model risk at the firm, conducts independent model reviews, and provides guidance around a model's appropriate usage.

About the Team

Our team develops and maintains on-going model performance test, back-testing and analysis and report framework for all the quantitative models cross the firm. We offer a dynamic environment for professional development in the quantitative modeling. In addition, we also offer you the opportunity to:

• Work with a large variety of models, allowing you to learn in a real-world environment
• Get access to experts, state of the art infrastructure, and deep scientific knowledge base built up over several decades of work

About the Role

The VP level position requires the successful candidate to:

1 ) work with large set of data, quantitatively evaluate performance of models,

2) work with model developers, users and other members in the MRGR.

A significant portion of the successful candidate's time is likely to be on reviewing the models, processing model performance data to evaluate the model performance, and generate the reports.

Minimum Skills, Experience and Qualifications

We are looking for someone excited to join our organization. If you meet the minimum requirements below, you are encouraged to apply to be considered for this role.

• A Ph.D. or Master's degree in a quantitative field such as Finance, Economics, Math, Physics or Engineering is required
• Strong programming skill with Pythons is required
• The candidate is expected to have a good understanding of quantitative modeling. Experience with large data sets is required.
• Understanding of statistics / econometrics
• Communication skills are important since the role requires interacting with many groups across the firm as well as producing documents for both internal and external (regulatory) consumption

Additional Skills, Experience and Qualifications

The following additional items will be considered but are not required for this role

• C++/JAVA, JavaScript skill is a big plus.

J.P. Morgan is a global leader in financial services, providing strategic advice and products to the world's most prominent corporations, governments, wealthy individuals and institutional investors. Our first-class business in a first-class way approach to serving clients drives everything we do. We strive to build trusted, long-term partnerships to help our clients achieve their business objectives.

We recognize that our people are our strength and the diverse talents they bring to our global workforce are directly linked to our success. We are an equal opportunity employer and place a high value on diversity and inclusion at our company. We do not discriminate on the basis of any protected attribute, including race, religion, color, national origin, gender, sexual orientation, gender identity, gender expression, age, marital or veteran status, pregnancy or disability, or any other basis protected under applicable law. In accordance with applicable law, we make reasonable accommodations for applicants' and employees' religious practices and beliefs, as well as any mental health or physical disability needs.

Base Pay/Salary
New York,NY $133,000.00 - $190,000.00 / year