JPMorgan Chase
Quant Modeling Lead - Model Risk Governance Review - Vice President
$147K–$215K
New York, NY · Director · Full-time · Posted Jul 28, 2026
- Experience
- 5+ years of experience in a quantitative modelling or model validation role.
- Education
- Bachelor’s, Master’s or PhD in a quantitative field (e.g., Mathematics, Statistics, Computer Science, Engineering, Physics).
About the job
Reviews and mitigates risks in Treasury models used for resolution and recovery, liquidity, stress testing, and budgeting.
What you'll do
- Assess models’ conceptual soundness, behavior under market conditions, and suitability for their intended use; review performance regularly.
- Advise the business on model usage and new or changed models, and provide model-risk guidance to developers, users, and compliance groups.
- Develop alternative benchmarks and model-performance metrics, and compare model outcomes.
What they ask for
- Bachelor’s, Master’s, or PhD in a quantitative field.
- 5+ years of experience in a quantitative modelling or model validation role.
- Knowledge of financial products or markets and regulatory requirements.
- Strong analytical problem-solving, communication, and technical-report writing skills.
Nice to have
- Prior experience with Treasury functions and their models.
- Hands-on programming experience with at least one language such as Python, R, MATLAB, C/C++, etc.
Pay
$147,250.00-$215,000.00 USD base salary
Tools
Python, R, MATLAB, C/C++
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