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Risk Management - Quant Modeling Lead - Vice President
JPMorgan ChaseJersey City, NJ
Posted Oct 2, 2026
What you’d do
Lead development of wholesale credit risk measurement models for commercial loan portfolios and structured products. Improve model performance, implement high-performance computing, and analyze large datasets. Full-time role in Jersey City, NJ. Found on the employer's careers page on Oct 23, 2026. Apply through the link.
You’ll need
- Master's or PhD in quantitative discipline
- Experience with credit risk modeling
- Skills in numerical methods and model validation
- Ability to analyze large datasets
- Full-time schedule
Our summary of the listing. The full listing has the details.