JPMorgan Model Risk Program Associate 

United States, New York, New York 

541456675

DESCRIPTION:

QUALIFICATIONS:

Minimum education and experience required: Master's degree in Mathematical Finance, Mathematics or related field of study plus 2 years of experience in the job offered or as a Quant/Risk Product Specialist or related occupation.

Skills Required: Requires experience in the following: Python and R programming applied to Asset management and Asset pricing models; Conversant with Modern Portfolio Theories (CAPM, APT, ICAPM); Experience in modeling and use of optimization and Regression techniques for models used in portfolio management; Equity/Fixed Income asset analytics modelling (Black Scholes, Merton model and other similar models used for fixed income asset and option pricing); VaR risk modeling (Monte Carlo Simulation and Time Series modeling); Portfolio Stress Testing; Software system implementation testing of models; Experience in the use of Risk models sourced from vendors (MSCI Barra, Northfield, FactSet MAC); Familiarity with extraction and use of pricing and market data from financial data vendors (Bloomberg, FactSet, Lipper, Morningstar, Moody’s).

Full-Time. Salary: $150,000 - $150,000 per year.