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JPMorgan Model Risk Associate 
United Kingdom, England, London 
686828723

01.04.2025


As a Model Risk Associate in theteam, you will play a crucial role in reviewing equity derivatives models and enhancing model risk governance. You will collaborate with model developers, trading desks, and risk professionals to ensure the soundness and suitability of complex pricing models. Together, we will drive innovation and maintain robust model risk controls.


Job responsibilities

  • Analyze the conceptual soundness of complex pricing models and reserve methodologies.
  • Develop and implement alternative model benchmarks and performance metrics.
  • Liaise with model developers, trading desks, and risk professionals to provide guidance on model risk and usage.
  • Maintain model risk control apparatus and serve as the first point of contact for the coverage area.

Required qualifications, capabilities, and skills

  • Excellence in probability theory, stochastic processes, statistics, and numerical analysis.
  • Strong understanding of option pricing theory and quantitative models for derivatives.
  • Experience with Monte Carlo and numerical methods.
  • Strong analytical and problem-solving abilities.
  • MSc or equivalent in a relevant field.
  • Proficiency in C/C++ programming and Python.
  • Inquisitive nature with excellent communication skills.
  • Teamwork-oriented mindset.

Preferred qualifications, capabilities, and skills

  • Experience with derivatives.