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We are looking for a new member to join our Interest Rates team in the Model Risk Governance and Review Group which is responsible for end-to-end model risk management across the firm.
As a Quant Model Risk Vice President you will assess and help mitigate the model risk of complex models used in the context of valuation and risk measurement for Interest Rate derivatives. Additionally, you will have an opportunity for exposure to a variety of business and functional area as well as will work closely with model developers and users.
You will also have managerial responsibility to oversee, train and mentor junior members of the team.
Job responsibilities
Required qualifications, capabilities, and skills
Preferred qualifications, capabilities, and skills
Eligibility typically includes the qualifications and experience outlined in the job description above, with around 0-5 Years years of relevant experience expected for this role.
The key responsibilities for this role are detailed in the Key Responsibilities section above, covering the core duties expected of a Quant Model Risk Vice President at JPMorgan Chase.
This role requires around 0-5 Years years of relevant experience, as specified in the job listing. Please refer to the Qualifications & Experience section above for full details.
Skills relevant to this position are outlined in the Qualifications & Experience section above. In general, strong communication, domain knowledge, and the ability to meet role-specific targets are valued across similar BFSI positions.
You can apply directly using the Apply Now button on this page, which will take you to JPMorgan Chase's application process for this role.