JPMorgan Chase
Quant Modeling Lead - Model Risk Governance Review - Vice President
$147K–$215K
Jersey City, NJ · Director · Full-time · Posted Oct 20, 2026
- Experience
- Minimum 6+ years of relevant hands-on experience.
- Education
- Master’s or PhD in Mathematics, Statistics, Computer Science, Engineering, Economics, Quantitative Finance, or related field.
About the job
Leads independent validation and governance reviews of models and AI systems used in consumer banking digital channels and operational workflows, translating findings into risk recommendations.
What you'll do
- Validate models and AI systems for soundness, performance, limitations, business suitability, and control effectiveness.
- Evaluate LLM and agentic systems, including lifecycle design, safety, privacy, fairness, and monitoring.
- Communicate findings, maintain model risk controls, escalate issues, and track remediation.
What they ask for
- Master’s or PhD in a stated quantitative or technical field, or a related field.
- Minimum 6+ years of relevant hands-on experience in model risk, model validation, quantitative risk, or applied ML oversight.
- Hands-on applied AI/ML experience and strong understanding of statistical and machine-learning methods, including transformers and LLMs.
- Experience with Python and ML frameworks such as PyTorch, TensorFlow, XGBoost, or LightGBM.
Nice to have
- Knowledge of LLM patterns such as prompt engineering, RAG, agentic AI, and evaluation frameworks.
- Experience with conversational AI or digital assistant solutions and their testing or performance monitoring.
Pay
$147,250.00-$215,000.00 USD base salary
Tools
Python, PyTorch, TensorFlow, XGBoost, LightGBM, GLMs, RAG
AI focus
Independent risk assessment and validation of machine-learning, generative AI, LLM, conversational AI, and agentic systems, including performance, safety, fairness, privacy, and controls.
Model-written summary · the original posting is authoritative