[Skip to main content](#main-content) [OpenNash Jobs](https://jobs.opennash.com/) [Hiring report](/reports/hiring/) · [All JPMorganChase jobs](https://jobs.opennash.com/companies/jpmorganchase/) · [Search jobs](/search/) JPMorganChase · Jersey City, NJ # Risk Management - Quant Modelling Lead - Vice President Jersey City, NJ, United States Executive Executive & Management Listed on JPMorganChase’s official careers site. Posted July 24, 2026. Check that it is still open and apply there. [Apply on JPMorganChase’s careers site →](https://jpmc.fa.oraclecloud.com/hcmUI/CandidateExperience/en/sites/CX_1001/job/210771201) [OpenNash Jobs](https://jobs.opennash.com/) / [JPMorganChase](https://jobs.opennash.com/companies/jpmorganchase/) / Risk Management - Quant Modelling Lead - Vice President ## Job description Bring your Expertise to JPMorgan Chase. As part of Risk Management and Compliance, you are at the center of keeping JPMorgan Chase strong and resilient. You help the firm grow its business in a responsible way by anticipating new and emerging risks, and using your expert judgement to solve real-world challenges that impact our company, customers and communities. Our culture in Risk Management and Compliance is all about thinking outside the box, challenging the status quo and striving to be best-in-class. As a Risk Management Quant Modeling Lead/Vice-President in the MRGR CCB Marketing team, you independently assess and challenge marketing models supporting customer acquisition, engagement, retention, cross-sell, pricing, profitability, and optimization. You work closely with model developers, business stakeholders, governance teams, and senior leadership to ensure models are conceptually sound, fit for purpose, and compliant with the Firm's Model Risk Management framework. You help us stay current with emerging AI and LLM developments and communicate actionable recommendations for risk management. ### Job responsibilities - Lead and conduct independent model validation and governance activities across CCB Marketing - Assess conceptual soundness, implementation accuracy, performance, limitations, and business suitability of statistical, machine learning, and AI models - Review traditional regression, decision tree, and advanced machine learning models, including neural networks, transformers, recommender systems, reinforcement learning, Generative AI, LLM-based solutions, and agentic systems - Communicate model risk assessments and validation findings through technical reports and presentations - Maintain model risk control apparatus and serve as first point of contact for stakeholders - Stay current with emerging AI and LLM developments and assess their application within business workflows - Provide actionable recommendations for risk management - Collaborate with model developers, business stakeholders, governance teams, and senior leadership - Ensure models are compliant with the Firm's Model Risk Management framework and regulatory expectations - Escalate material model issues appropriately - Present complex AI concepts to technical and non-technical audiences Required qualifications, capabilities, and skills: Master’s or PhD in Mathematics, Statistics, Computer Science, Engineering, Economics, Quantitative Finance, or related field Minimum - 6 years of relevant hands-on experience Hands-on experience with applied AI/ML and strong understanding of GLMs, tree-based models, deep learning, transformers, LLMs, and modern AI techniques - Strong foundation in statistics and machine learning techniques Experience with Python and machine learning frameworks such as PyTorch, TensorFlow, XGBoost, or LightGBM Excellent written and verbal communication skills Risk and control mindset with ability to assess and escalate model issues Preferred qualifications, capabilities, and skills: Knowledge and experience with LLM technologies, deep learning, transformers, prompt engineering, RAG architecture, agentic AI systems, context engineering, agent skills, MCP architecture, agentic harness, LLM/Agentic evaluation Experience validating risk, fraud, and marketing models Experience working in financial services and collaborating with business, technology, compliance, and regulatory stakeholders ## At a glance - Posted by the employer: Jul 24, 2026 - First seen by OpenNash: Jul 27, 2026 - Last checked: Oct 13, 2026 - Listed for: 81 days - Location: Jersey City, NJ, United States[Apply on JPMorganChase’s careers site →](https://jpmc.fa.oraclecloud.com/hcmUI/CandidateExperience/en/sites/CX_1001/job/210771201) ## More jobs at JPMorganChase ### [AI ML Engineering Lead - Vice President - AI for Payments](https://jobs.opennash.com/companies/jpmorganchase/jobs/ddfd73d1ecb0cf7cce93/) Jersey City, NJ, United States ### [AI Use Case Business Lead - Trade and Working Capital - Vice President](https://jobs.opennash.com/companies/jpmorganchase/jobs/7c5dba106e5bd2eff5c5/) Jersey City, NJ, United States ### [Applied AI ML Vice President](https://jobs.opennash.com/companies/jpmorganchase/jobs/30b18f41337ff9542efc/) Jersey City, NJ, United States ### [Applied AI Transformation Director - Identity Access Management](https://jobs.opennash.com/companies/jpmorganchase/jobs/0e0f8186aeb92ecd20dd/) Jersey City, NJ, United States ## Similar jobs at other companies ### [Authorized Officer, Quant Modelling Specialist](https://jobs.opennash.com/companies/ubs/jobs/1a0f6c234e2d2d445628/) UBS · United States ### [Sr. Analyst, Global Risk Management](https://jobs.opennash.com/companies/cardinal-health/jobs/7fae55772129bb73d506/) Cardinal Health · OH ### [Audit Manager - Quant](https://jobs.opennash.com/companies/truist/jobs/66e21068a70a9a04f6c5/) Truist · Charlotte, North Carolina, USA ### [Risk Management and Procurement Senior Director](https://jobs.opennash.com/companies/cargill/jobs/b6c5d7a27ff693096ed8/) Cargill · Wayzata, Minnesota +1 more ### [Quant Developer for Central Risk Book team](https://jobs.opennash.com/companies/ubs/jobs/e414c326f9f340a10ba4/) UBS · United States OpenNash lists jobs from employers’ own careers sites and does not handle applications. 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