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Senior Internal Audit Associate - Model Risk

AT JPMorgan Chase
JPMorgan Chase

Senior Internal Audit Associate - Model Risk

Jersey City, NJ

As a Senior Associate you will directly interact with model development and model validation quants in a dynamic setting working closely with Front Office Trading Desks, Desk Quants or Model Developers and Risk and Finance professionals across all lines of businesses to perform control assessments for the firm's global model risk management framework covering model development, model reviews, model usage, policies and procedures along with evaluating ongoing model performance testing and model change management processes.

Job Responsibilities

  • Directly work with quants covering the Trading Desks, Risk and Finance professionals, LOB senior management across the globe to provide oversight of appropriate usage, controls around model restrictions & limitations, and findings for ongoing performance assessment & testing
  • Manage and execute audit projects and produce quality deliverables to both department and professional standards.
  • Finalize and communicate audit findings to management and identify opportunities for improvement in the design and effectiveness of key controls
  • Perform model risk control assessments and analysis against the risk the controls are intended to mitigate, determine their effectiveness and develop an independent opinion on the control environment along with recommendations (across all LOB and a wide range of model types) to further strengthen the model risk management control framework
  • Maintain an independent model risk control apparatus of the bank through directly working with internal clients (LOB business management, and control groups including but not limited to model development, model review, risk management and compliance) and external clients such as external auditors and regulators.
  • Manage/support and execute strategic risk and control assessments along with strategic projects (e.g. capital stress testing) in a timely and efficient manner
  • Keep up with the latest developments in coverage area in terms of products, markets, models, risk management practices and industry standards

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Required qualifications, capabilities and skills

  • Strong quantitative & analytical skills: The role requires a strong quantitative background based on a PhD or Masters Degree (or equivalent) in a quantitative discipline such as Mathematics, Science, Economics, Engineering, Quantitative Finance, etc.
  • Excellent communication (written and verbal) skills and ability to interface with other functional areas in the bank on model-related issues
  • Risk and control mindset: ability to ask incisive questions, converge on critical matters, assess materiality, and escalate complex and sensitive issues to senior management
  • Strong track record of applying critical thinking and analytical skills to identify, solve a variety of business problems including model risk management and assessing the impact of a control weakness.
  • Strong leadership skills with the ability to establish credibility working across cross-functional teams to drive and influence change

Preferred qualifications, capabilities and skills

  • Prior experience preferred but not required in the following fields: Quantitative Model Development, Model Validation, Machine Learning or Financial Services industry etc.


ABOUT US

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 offer a competitive total rewards package including base salary determined based on the role, experience, skill set, and location. For those in eligible roles, we offer discretionary incentive compensation which may be awarded in recognition of firm performance and individual achievements and contributions. We also offer a range of benefits and programs to meet employee needs, based on eligibility. These benefits include comprehensive health care coverage, on-site health and wellness centers, a retirement savings plan, backup childcare, tuition reimbursement, mental health support, financial coaching and more. Additional details about total compensation and benefits will be provided during the hiring process.

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.

JPMorgan Chase & Co. is an Equal Opportunity Employer, including Disability/Veterans

ABOUT THE TEAM

Our professionals in our Corporate Functions cover a diverse range of areas from finance and risk to human resources and marketing. Our corporate teams are an essential part of our company, ensuring that we're setting our businesses, clients, customers and employees up for success.

The Audit department provides independent assessments to evaluate, test and report on the adequacy and effectiveness of our governance, risk management and internal controls. The team's priorities are focused on strong governance, transparency, strategic engagement, and fostering a diverse and inclusive culture that develops our talent.

Client-provided location(s): Jersey City, NJ, USA
Job ID: JPMorgan-210571932
Employment Type: Full Time