Drimva

JPMorgan Chase

Risk Management - Quant Modeling Lead - Vice President

$147K–$215K

Jersey City, NJ · Director · Full-time · Posted Oct 2, 2026

Experience
5 plus years in statistical and/or economic modeling; 3 plus years working with machine learning techniques.
Education
Master’s degree or PhD in a quantitative discipline.

About the job

Develops and implements wholesale credit risk models and analytics for lending portfolios, regulatory processes, and credit decision-making.

What you'll do

  • Develop and enhance credit risk measurement, rating, and credit officer-facing models, including models for CECL and CCAR.
  • Assess model performance and risk, develop numerical methods, and implement scalable computing and reusable analytics frameworks.
  • Analyze large datasets and partner with business and technology stakeholders to communicate model methods, results, and limitations.

What they ask for

  • Master’s degree or PhD in a quantitative discipline.
  • 5 plus years of experience developing statistical and/or economic models in financial services or risk, including hands-on Python programming with pandas and NumPy.
  • 3 plus years of experience with machine learning in model development or analytics, large datasets, and repeatable modeling data pipelines.
  • Experience using modern artificial intelligence tools to accelerate model development, testing, or documentation workflows.

Nice to have

  • Doctorate in a quantitative discipline.
  • Experience with numerical algorithms or graph/network analytics; Linux or Unix, cloud platforms, or model lifecycle tooling.

Pay

USD 147,250.00-$215,000.00 base salary

Tools

Python, pandas, NumPy, Linux, Unix, AWS, Azure, MLflow

AI focus

Use modern artificial intelligence tools to accelerate model development, testing, or documentation workflows.

Model-written summary · the original posting is authoritative

First seen Oct 28, 2026 · Last verified Nov 6, 2026 (UTC)