|Job Type:||Full Time|
- Contribute to a variety of model reviews (e.g. risk factor reviews, product representation reviews) across the Market Risk Capital space
- Conduct assessments of the ongoing performance of the models
- Maintain an up-to-date knowledge of regulatory expectations as they relate to the space
Essential Skills, Experience and Qualifications
In-depth understanding of probability theory, stochastic processes, partial differential equations, numerical analysis
Strong analytical and problem solving abilities
PhD or equivalent in a related field
Experience in model development or validation of derivatives pricing or market risk capital models
Inquisitive nature, risk mindset, ability to ask pertinent questions and to escalate issues
Excellent communication skills (both written and verbal)
Team work oriented
Desirable Skills, Experience and Qualifications
Working knowledge of VaR
Experience with analysis of historical data
About J.P. Morgan Chase & Co:J.P. Morgan serves one of the largest client franchises in the world. Our clients include corporations, institutional investors, hedge funds, governments and affluent individuals in more than 100 countries. J.P. Morgan is part of JPMorgan Chase & Co. (NYSE: JPM), a leading global financial services firm with assets of $2.1 trillion. The firm is a leader in investment banking, financial services for consumers, small business and commercial banking, financial transaction processing, asset management, and private equity. A component of the Dow Jones Industrial Average, JPMorgan Chase serves millions of clients and consumers under its JPMorgan and Chase, and WaMu brands.
JPMorgan Chase & Co. offers an exceptional benefits program and a highly competitive compensation package. JPMorgan Chase & Co. is an Equal Opportunity Employer and a member of the UK Government’s Disability Confident Scheme.
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