Quant Modeling Lead (Multiple Positions Available)

JPMorgan Chase

Tyler Park, Hudson County$334,787 - $334,787 est.Full-timePosted 10h ago
DESCRIPTION: Duties: Conduct model risk governance and review for quantitative and valuation models of mortgage-backed securitized products. Evaluate the conceptual soundness of the modeling framework, reasonableness of assumptions, reliability of inputs, completeness of testing, correctness of implementation, and the suitability and comprehensiveness of performance metrics and risk measures. Perform independent testing by replicating and/or building benchmark models. Design and implement tests…

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