Quant Model Risk Analyst
JP Morgan · mumbai, India
model riskquantitative analysispythonc++statisticsoption pricingexperienced
Job Description
Join the Rates team in the Model Risk Governance and Review Group to assess and mitigate model risk of complex models. Responsibilities include analyzing pricing models, providing guidance on model usage, and evaluating model performance. Strong skills in probability theory, statistics, and coding (C/C++ or Python) are essential.
Qualifications
MSc, PhD or equivalent in a quantitative discipline; 2+ years in a FO or model risk quantitative role.
Skills Required
- model risk
- quantitative analysis
- python
- c++
- statistics
- option pricing
Location
City: mumbai · Country: India