VP, Quantitative Model Risk & Validation Lead
Listed on 2026-11-07
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Finance & Banking
AI Evaluation, Risk Manager/Analyst
JPMorgan Chase & Co. in New York seeks a Vice President in MRGR Asset Management to own model reviews, develop benchmark tools for independent testing, and assess ongoing model performance within the Asset Management business context.
You will apply technical expertise to assess conceptual soundness, evaluate assumptions, identify risks, and deliver high-quality validation reports. You will communicate material findings to senior stakeholders and collaborate with colleagues across locations.
The VP, Quantitative Model Risk & Validation Lead position in the Finance, Management & Operations, IT & Technology field is open for applications.
Are you ready to take on the VP, Quantitative Model Risk & Validation Lead role at JP Morgan Chase?
We would love to welcome a new VP, Quantitative Model Risk & Validation Lead to our group in New York, NY, United States.
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