Model Review #200020127
Jersey City, NJ.
Apply mathematical theory & methods in order to perform technical reviews of complex financial models used across the firm. Review, understand, and validate numerical results stemming from models used for valuation, risk measurement, capital calculation, and decision-making purposes. Evaluate model performance, correctness of mathematical methods and formulas used in the models, reasonableness of assumptions and correctness of the model implementation. Design and implement experiments to measure the potential impact of model limitations, parameter estimation error or deviations from model assumptions.
Minimum education and experience required: This position requires a Master’s degree in Mathematics, Applied Mathematics, Statistics, Econometrics, Finance, or related field of study plus six (6) years of experience in the job offered or six (6) years of experience as Model Developer, Financial/Quantitative Analyst, or related occupation. The employer will alternatively accept a Ph.D. plus four (4) years of experience in lieu of a Master's degree plus six (6) years of experience.
Job #: 200020127.
EOE, AAE, M/F/D/V. JPMorgan Chase & Co. All rights reserved.