Market Risk Model Validation
3 weeks ago
As part of Risk Management and Compliance, you are at the center of keeping JPMorgan Chase strong and resilient. You help the firm grow its business in a responsible way by anticipating new and emerging risks, and using your expert judgement to solve real-world challenges that impact our company, customers and communities. Our culture in Risk Management and Compliance is all about thinking outside the box, challenging the status quo and striving to be best-in-class.
The Model Risk Group is tasked with protecting the bank from bad outcomes caused by faulty calculations, flawed statistics, and inappropriate model design. We are a diverse, industry-leading team of highly skilled quantitative analysts and are responsible for the validation of mathematical models used across the bank. As a member of the team, you will specialize in the models used for estimating market risk - the potential losses due to changes in asset prices, interest rates and other market variables.
**Job responsibilities**
- Challenge the assumptions of the models to identify their limitations and weaknesses
- Analyze their empirical performance using a range of tests and statistical techniques
- Communicate findings to stakeholders
**Required qualifications, capabilities, and skills**
- Excellent knowledge of probability, statistics or econometrics;
- Experience of scientific computing, and in working with complex data sets;
- Strong written and verbal communication skills;
- An inquisitive nature, with a willingness to challenge assumptions;
- A meticulous attention to detail.
**Preferred qualifications, capabilities, and skills**
- Knowledge of finance and financial mathematics, including option pricing theory.
J.P. Morgan is a global leader in financial services, providing strategic advice and products to the world's most prominent corporations, governments, wealthy individuals and institutional investors. Our first-class business in a first-class way approach to serving clients drives everything we do. We strive to build trusted, long-term partnerships to help our clients achieve their business objectives.
We recognize that our people are our strength and the diverse talents they bring to our global workforce are directly linked to our success. We are an equal opportunity employer and place a high value on diversity and inclusion at our company. We do not discriminate on the basis of any protected attribute, including race, religion, color, national origin, gender, sexual orientation, gender identity, gender expression, age, marital or veteran status, pregnancy or disability, or any other basis protected under applicable law. In accordance with applicable law, we make reasonable accommodations for applicants' and employees' religious practices and beliefs, as well as any mental health or physical disability needs.
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