Quant Modelling Analyst
Location :
Mumbai
Job Type :
Full-time
Key Responsibilities
Model validation of market risk models - Evaluate conceptual soundness of model specification, the appropriateness of the methodology for its intended purpose, reasonableness of assumptions and reliability of inputs, assessment of model limitations, completeness of testing performed to support the correctness of the implementation.
Perform ongoing performance monitoring tests to ascertain that models are relevant and fit for purpose.
Assist with model governance processes, model inventory and issue management and help to devise new model governance policies as and when required.
Work closely with model developers and controls functions across the firm to understand methodology, usage and establish transparency around model controls, model limitations and performance.
Job Descripition
Are you looking for an exciting opportunity to join a dynamic and growing team in a fast paced and challenging area? This is a unique opportunity for you to work in our team to partner with the Business to provide a comprehensive view.
As a Quant Modelling Analyst you will be a member of the Model Risk Governance and Review group in Mumbai covering Market Risk models where you will have exposure to multiple assets classes, advanced modelling methodologies as well as day-to-day interaction with Quantitative Research teams and other Risk Functions. Your position will focus on the following activities
About Company
JPMorganChase, one of the oldest financial institutions, offers innovative financial solutions to millions of consumers, small businesses and many of the world’s most prominent corporate, institutional and government clients under the J.P. Morgan and Chase brands. Our history spans over 200 years and today we are a leader in investment banking, consumer and small business banking, commercial banking, financial transaction processing and asset management.
We recognize that our people are our strength and the diverse talents they bring to our global workforce are directly linked to our success. We are an equal opportunity employer and place a high value on diversity and inclusion at our company. We do not discriminate on the basis of any protected attribute, including race, religion, color, national origin, gender, sexual orientation, gender identity, gender expression, age, marital or veteran status, pregnancy or disability, or any other basis protected under applicable law. We also make reasonable accommodations for applicants’ and employees’ religious practices and beliefs, as well as mental health or physical disability needs. Visit our FAQs for more information about requesting an accommodation.