VP, Quant Modeling & Model Risk Governance in London

VP, Quant Modeling & Model Risk Governance in London

London Full-Time 80000 - 100000 Β£ / year (est.) No working from home possible
JPMorganChase

At a Glance

  • Tasks: Assess and mitigate model risk for electronic trading models while collaborating with diverse teams.
  • Company: Join JPMorganChase, a leading global financial services firm.
  • Benefits: Competitive salary, comprehensive benefits, and opportunities for professional growth.
  • Other info: Exciting opportunity to work in London with a focus on innovation and collaboration.
  • Why this job: Make a significant impact in model risk governance within a dynamic financial environment.
  • Qualifications: Master's or PhD in a quantitative field, strong model validation experience, and Python proficiency.

The predicted salary is between 80000 - 100000 Β£ per year.

JPMorgan Chase is seeking a Quant Modeling Associate/Vice President in London to join the Model Risk Governance team.

You will assess and mitigate model risk for electronic trading models, collaborating with model developers and users across various business areas.

The ideal candidate has a Master's or Ph D in a quantitative field, strong experience in model validation, and proficiency in Python.

The role involves evaluating model specifications, designing experiments, and effective communication with stakeholders.

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JPMorganChase

Contact Details:

JPMorganChase Recruitment Team

We think you need these skills to ace VP, Quant Modeling & Model Risk Governance in London

Model Validation
Quantitative Analysis
Python
Model Risk Assessment
Collaboration
Stakeholder Communication
Experiment Design