Risk Management - Quant Modeling Director - Executive Director

JPMorgan Chase JPMorgan Chase · Banking · Jersey City, NJ +1 · Corporate Sector

Lead the validation and risk governance of marketing machine learning models used across Consumer and Community Banking (CCB) at JPMorgan Chase. This role involves evaluating model soundness, assessing assumptions, ensuring testing completeness, and designing experiments to quantify model risk and limitations. The position also requires managing a team, collaborating with various stakeholders including regulators, and staying current with advanced AI/ML techniques.

What you'd actually do

  1. Manage and develop a team to validate and govern marketing models used across the organization.
  2. Lead validation of ML‑based marketing models; demonstrate deep ML proficiency, recognize strengths and limitations, apply regulatory expectations, and articulate the appropriateness of model techniques.
  3. Apply and master standard ML tools and programming languages to support robust model assessment.
  4. Execute comprehensive model reviews by evaluating conceptual soundness, assessing assumption reasonableness and input reliability, verifying implementation testing completeness, confirming numerical robustness, and justifying performance metrics and risk measures.
  5. Design and implement experiments to quantify model risk, including impacts from model limitations, parameter estimation error, and deviations from assumptions.

Skills

Required

  • PhD or Master Degree in Statistics, Data Science, Computer Science, Operations Research, Applied Math, Economics, or related quantitative discipline.
  • 10+ years of relevant experience, with at least 5+ years of experience in applied quantitative research or model development for retail financial products
  • In depth knowledge of machine learning techniques (supervised and unsupervised), natural language processing, data mining as well as experience in probability theory, statistics, and numerical methods.
  • Product domain expertise in retail (consumer) banking products and ability to understand the business / knowledge of regulation surrounding business
  • Excellent analytical and problem solving abilities.
  • Risk & Control mindset: Inquisitive nature, ability to ask right questions and escalate issues.
  • Excellent communication and storytelling skills—able to influence stakeholders, articulate value hypotheses, and secure sponsorship.
  • Experience managing teams

Nice to have

  • Ability to deploy advanced methods in econometrics and quickly translate and communicate microeconomic and macroeconomic trends in consumer data

What the JD emphasized

  • validation and risk governance
  • marketing machine learning models
  • evaluate conceptual soundness
  • assess assumptions and input reliability
  • confirm testing completeness
  • numerical robustness
  • designing experiments to quantify limitations
  • benchmark results
  • advanced artificial intelligence and machine learning techniques
  • risk management practices
  • industry standards
  • bank regulators

Other signals

  • validation and risk governance of marketing machine learning models
  • evaluate conceptual soundness, assess assumptions and input reliability, confirm testing completeness and numerical robustness
  • designing experiments to quantify limitations and benchmark results
  • track and synthesize advances in modeling techniques (advanced AI/ML)