Apply Now    

CIB QR - Lead Modeler - Operational Risk - ED

Req #: 180031702
Location: New York, NY, US
Job Category: Accounting/Finance/Audit/Risk
Job Description:
JPMorgan Chase & Co. (NYSE: JPM) is a leading global financial services firm with operations worldwide. The firm is a leader in investment banking, financial services for consumers and small business, commercial banking, financial transaction processing, and asset management. A component of the Dow Jones Industrial Average, JPMorgan Chase & Co. serves millions of consumers in the United States and many of the world's most prominent corporate, institutional and government clients under its J.P. Morgan and Chase brands. Information about JPMorgan Chase & Co. is available at
We are looking for a lead modeler to run the Op Risk team a part of the banks Quantitative Research group. Organizationally a part of the Commercial and Industrial Bank’s risk group the Operational Risk team covers Operational Risk for the Firm.
The primary responsibilities of the team include model estimation and development for the banks models used for Basel Capital (AMA Model), CCAR as well as BAU risk management Current projects include:
  • Given the move away from AMA to build out an ‘Economic Risk’ model for operational risk that can statistical elements from the AMA with scenario techniques from CCAR
  • Extension of Op Risk modeling into new areas by application of big data techniques
  • Continual development of the AMA model (~32B of the banks capital )



The key candidate will have experience of operational risk modeling and so have good statistical skills and will also good communication skills and the ability to partner well with senior leaders both in the Operational Risk team as well as in the wide range of business lines that use the teams models.
Apply Now    
Link for schema

Join our Talent Community

Not ready to apply? Leave your information with us and we will keep you up to date with new career opportunities.

Other Information

Apply Using LinkedIn

You can also apply using your LinkedIn® profile. It may save you some time because your information will be automatically transferred into our system. Just click on the LinkedIn logo when you get to the application screen and follow the directions.

Submit an Updated Résumé

During the application process, be sure you have an up-to-date copy of your Résumé, your cover letter and any other documentation you would like to submit.