Quant Modeling Associate: Risk & Credit Model Validation
jp morgan chaseNew York (NY)
Quant Modeling Associate: Risk & Credit Model Validation
Posted yesterday
jp morgan chaseNew York (NY)
SENIORITY
Mid
About the role
JPMorgan Chase in New York City is seeking a Quant Modeling Associate in the MRGR team to work on counterparty credit risk models across multiple asset classes. You will engage with quantitative research, credit risk, and trading desks to ensure robust model governance and performance.
The role emphasizes independent work, strong communication, and the ability to question assumptions, with a focus on improving margins, risk measurement, and model validation within a leading financial institution.
Before you apply
Applying takes about a minute. These four things decide how fast it moves after that.
Your profile is current
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Two examples you can talk through
Not a portfolio — just two pieces of work where you can explain the decisions and what you'd change.
A number in mind
What you're on now and what would make you move. We negotiate better when we know both.
Your notice period
Employers plan around it, and it's the question that stalls offers most often.
Once you apply, someone reads it and calls you before anything reaches the employer — usually within two working days.