JPMorgan Chase & Co. in Jersey City seeks a Risk Management Quant Modeling Director-Executive Director to lead validation and governance of Wholesale Grading models within MRGR. You will provide technical leadership and shape risk strategy across the firm.
The role requires a PhD or Master's in a quantitative field, 10+ years of model development/validation experience, and strong Python expertise for validation workflows.
#J-18808-LjbffrExecutive Quant Modeling Director, Risk & Model Governance in jersey city at Unknown Company
This position is listed as full time and onsite.