Lead a global team of quantitative experts to design, deliver, and govern bestinclass predictive models that power valuation, credit reserving, stress testing, budgeting, and risk assessment for CCB ...
Lead a global team of quantitative experts to design, deliver, and govern bestinclass predictive models that power valuation, credit reserving, stress testing, budgeting, and risk assessment for CCB ...
Lead a global team of quantitative experts to design, deliver, and govern bestinclass predictive models that power valuation, credit reserving, stress testing, budgeting, and risk assessment for CCB ...
Lead a global team of quantitative experts to design, deliver, and govern bestinclass predictive models that power valuation, credit reserving, stress testing, budgeting, and risk assessment for CCB ...
Engineering - Dallas - Vice President, Quantitative Engineering - 049460
Dallas, TX · On-site
$178K - $229K/yr
Build and challenge risk models, identify and quantify vulnerabilities across market, credit ... related quantitative field and three (3) years of experience in job offered or a related ...
Engineering - Dallas - Vice President, Quantitative Engineering - 049460
Dallas, TX · On-site
$178K - $229K/yr
Build and challenge risk models, identify and quantify vulnerabilities across market, credit ... related quantitative field and three (3) years of experience in job offered or a related ...
Engineering - Dallas - Vice President, Quantitative Engineering - 049460
Dallas, TX · On-site
$178K - $229K/yr
Build and challenge risk models, identify and quantify vulnerabilities across market, credit ... related quantitative field and three (3) years of experience in job offered or a related ...
Engineering - Dallas - Vice President, Quantitative Engineering - 049460
Dallas, TX · On-site
$178K - $229K/yr
Build and challenge risk models, identify and quantify vulnerabilities across market, credit ... related quantitative field and three (3) years of experience in job offered or a related ...
Engineering - Dallas - Vice President, Quantitative Engineering - 049460
Dallas, TX · On-site
$178K - $229K/yr
Build and challenge risk models, identify and quantify vulnerabilities across market, credit ... related quantitative field and three (3) years of experience in job offered or a related ...
Engineering - Dallas - Vice President, Quantitative Engineering - 049460
Dallas, TX · On-site
$178K - $229K/yr
Build and challenge risk models, identify and quantify vulnerabilities across market, credit ... related quantitative field and three (3) years of experience in job offered or a related ...
Analyze quantitative risk metrics using financial models such as Value at Risk (VaR) and Stress Test measures, to estimate market risk impact on clients and the Firm. Provide training and guidance to ...
Analyze quantitative risk metrics using financial models such as Value at Risk (VaR) and Stress Test measures, to estimate market risk impact on clients and the Firm. Provide training and guidance to ...
Analyze quantitative risk metrics using financial models such as Value at Risk (VaR) and Stress Test measures, to estimate market risk impact on clients and the Firm. Provide training and guidance to ...
Analyze quantitative risk metrics using financial models such as Value at Risk (VaR) and Stress Test measures, to estimate market risk impact on clients and the Firm. Provide training and guidance to ...
Analyze quantitative risk metrics using financial models such as Value at Risk (VaR) and Stress Test measures, to estimate market risk impact on clients and the Firm. Provide training and guidance to ...
Analyze quantitative risk metrics using financial models such as Value at Risk (VaR) and Stress Test measures, to estimate market risk impact on clients and the Firm. Provide training and guidance to ...
Analyze quantitative risk metrics using financial models such as Value at Risk (VaR) and Stress Test measures to estimate market risk impact on clients and the Firm. Provide training and guidance to ...
Analyze quantitative risk metrics using financial models such as Value at Risk (VaR) and Stress Test measures to estimate market risk impact on clients and the Firm. Provide training and guidance to ...
Responsible for developing quantitative/analytic models and applications in support of the firm's risk management effort. This role focuses on the development of operations/data management policies ...
Responsible for developing quantitative/analytic models and applications in support of the firm's risk management effort. This role focuses on the development of operations/data management policies ...
Quantitative Engineering, Liquidity Metrics Strats, Dallas, Vice President
Dallas, TX · On-site
$178K - $229K/yr
You will also focus on developing quantitative models & scalable architecture. RESPONSIBILITIES * Develop, implement, and maintain quantitative measures of liquidity risk using advanced mathematical ...
Quantitative Engineering, Liquidity Metrics Strats, Dallas, Vice President
Dallas, TX · On-site
$178K - $229K/yr
You will also focus on developing quantitative models & scalable architecture. RESPONSIBILITIES * Develop, implement, and maintain quantitative measures of liquidity risk using advanced mathematical ...
Quantitative Engineering, Liquidity Metrics Strats, Dallas, Vice President
Dallas, TX · On-site
$178K - $229K/yr
You will also focus on developing quantitative models & scalable architecture. RESPONSIBILITIES * Develop, implement, and maintain quantitative measures of liquidity risk using advanced mathematical ...
Quantitative Engineering, Liquidity Metrics Strats, Dallas, Vice President
Dallas, TX · On-site
$178K - $229K/yr
You will also focus on developing quantitative models & scalable architecture. RESPONSIBILITIES * Develop, implement, and maintain quantitative measures of liquidity risk using advanced mathematical ...
Quantitative Engineering, Liquidity Metrics Strats, Dallas, Vice President
Dallas, TX · On-site
$178K - $229K/yr
You will also focus on developing quantitative models & scalable architecture. RESPONSIBILITIES * Develop, implement, and maintain quantitative measures of liquidity risk using advanced mathematical ...
Quantitative Engineering, Liquidity Metrics Strats, Dallas, Vice President
Dallas, TX · On-site
$178K - $229K/yr
You will also focus on developing quantitative models & scalable architecture. RESPONSIBILITIES * Develop, implement, and maintain quantitative measures of liquidity risk using advanced mathematical ...
Model Development & Maintenance: Design, implement, and maintain quantitative models, tools, and interest rate risk frameworks aligned with IRRBB best practices. * Risk Analytics: Build robust ...
Model Development & Maintenance: Design, implement, and maintain quantitative models, tools, and interest rate risk frameworks aligned with IRRBB best practices. * Risk Analytics: Build robust ...
Model Development & Maintenance: Design, implement, and maintain quantitative models, tools, and interest rate risk frameworks aligned with IRRBB best practices. * Risk Analytics: Build robust ...
Model Development & Maintenance: Design, implement, and maintain quantitative models, tools, and interest rate risk frameworks aligned with IRRBB best practices. * Risk Analytics: Build robust ...
Model Development & Maintenance: Design, implement, and maintain quantitative models, tools, and interest rate risk frameworks aligned with IRRBB best practices. * Risk Analytics: Build robust ...
Model Development & Maintenance: Design, implement, and maintain quantitative models, tools, and interest rate risk frameworks aligned with IRRBB best practices. * Risk Analytics: Build robust ...
Hands-on experience with quantitative credit risk modeling or model validation within a wholesale lending environment * Experience working within a large, matrixed financial institution across Risk ...
Hands-on experience with quantitative credit risk modeling or model validation within a wholesale lending environment * Experience working within a large, matrixed financial institution across Risk ...
DEPARTMENT OVERVIEW The Model Risk Management (MRM) group is a multidisciplinary group of quantitative experts at Goldman Sachs with presence in New York, Dallas, London, Birmingham, Warsaw, Hong ...
DEPARTMENT OVERVIEW The Model Risk Management (MRM) group is a multidisciplinary group of quantitative experts at Goldman Sachs with presence in New York, Dallas, London, Birmingham, Warsaw, Hong ...
Risk Management - Stress Testing Lead - Vice president
Plano, TX · On-site
$112K - $189K/yr
Hands-on experience with quantitative credit risk modeling or model validation within a wholesale lending environment * Experience working within a large, matrixed financial institution across Risk ...
Risk Management - Stress Testing Lead - Vice president
Plano, TX · On-site
$112K - $189K/yr
Hands-on experience with quantitative credit risk modeling or model validation within a wholesale lending environment * Experience working within a large, matrixed financial institution across Risk ...
Hands-on experience with quantitative credit risk modeling or model validation within a wholesale lending environment * Experience working within a large, matrixed financial institution across Risk ...
Hands-on experience with quantitative credit risk modeling or model validation within a wholesale lending environment * Experience working within a large, matrixed financial institution across Risk ...
Quantitative Risk Modeler information
See Dallas, TX salary details
$96.9K - $111.5K
15% of jobs
$111.5K - $126K
7% of jobs
$130.5K is the 25th percentile. Wages below this are outliers.
$126K - $140.5K
9% of jobs
$140.5K - $155K
14% of jobs
The median wage is $161.6K / yr.
$155K - $169.6K
12% of jobs
$169.6K - $184.1K
14% of jobs
$190K is the 75th percentile. Wages above this are outliers.
$184.1K - $198.6K
12% of jobs
$198.6K - $213.1K
7% of jobs
$213.1K - $227.7K
5% of jobs
$227.7K - $242.2K
5% of jobs
$242.2K - $256.7K
0% of jobs
$96.9K
$167.9K
$256.7K
How much do quantitative risk modeler jobs pay per year?
What are the key skills and qualifications needed to thrive in the Quantitative Risk Modeler position, and why are they important?
To thrive as a Quantitative Risk Modeler, you need strong quantitative analysis skills, advanced knowledge of statistics, mathematics, and finance, and typically a degree in a quantitative field such as mathematics, finance, or engineering. Proficiency with programming languages like Python, R, or MATLAB, and familiarity with risk management systems and financial modeling software are commonly required, as are certifications such as FRM or CFA. Excellent problem-solving abilities, attention to detail, and effective communication skills are critical for interpreting data and conveying complex concepts to non-technical stakeholders. These skills ensure accurate risk assessment, effective model development, and successful collaboration within cross-functional teams in high-stakes financial environments.
What are the primary responsibilities of a Quantitative Risk Modeler on a daily basis?
A Quantitative Risk Modeler’s typical day involves developing, testing, and validating quantitative models used to assess financial risks such as credit, market, or operational risk. You’ll often work with large datasets, use statistical and computational methods to analyze risk exposures, and document your findings for regulatory compliance. Collaboration with traders, risk managers, and other data professionals is common to ensure models accurately reflect real-world financial conditions. Additionally, you may be involved in meetings to discuss model outcomes, propose improvements, and stay updated on the latest regulatory and industry standards.
What is a Quantitative Risk Modeler job?
A Quantitative Risk Modeler assesses financial risks by developing mathematical models and statistical techniques to analyze market, credit, and operational risks. They use programming, data analysis, and financial theories to quantify risk exposure and support decision-making in banks, investment firms, and risk management teams. Their work involves stress testing, scenario analysis, and creating predictive models to enhance risk assessment and regulatory compliance.

Full-time
Medical, Retirement
Posted 10 days ago
JPMorgan Chase & Co. rating
8.0
Based on 486 frontline employees who took The Breakroom Quiz
54th of 144 rated banks
Job description
Lead a global team of quantitative experts to design, deliver, and govern bestinclass predictive models that power valuation, credit reserving, stress testing, budgeting, and risk assessment for CCB's Auto and Business Banking lending portfolios. You will own the endtoend modeling lifecycle and translate model insights into actions that shape portfolio strategy and risk outcomes. The CCB Portfolio Risk Modeling Center of Excellence brings together economists, statisticians, mathematicians, and analytics professionals to quantify and manage lending risks across Consumer & Community Banking. The team applies advanced methods to one of the world's largest consumer lending datasets, partnering across JPMC to assess, measure, and manage critical risks across CCB portfolios.
Job Responsibilities
- Lead and develop a highperforming global team building predictive risk models for CCB's Auto and Business Banking lending portfolios.
- Own the endtoend modeling lifecycle (data sourcing, design, estimation, validation readiness, implementation, deployment, performance monitoring, and periodic recalibration).
- Ensure compliance with Firmwide model risk management standards and applicable regulatory expectations (e.g., SR 117/OCC 201112), with strong documentation, controls, and audit readiness.
- Deliver clear, decisionuseful insights based on models and scenario analyses that inform credit strategy, reserving (e.g., CECL), stress testing, portfolio valuation, and budgeting.
- Advance the modeling roadmap by modernizing data pipelines, feature engineering, and model operations practices; drive process efficiency and reproducibility.
- Partner with Product, Risk, Finance, Technology, and Model Risk teams to align models with business objectives and ensure robust change management and governance.
- Establish model monitoring frameworks, performance thresholds, and action plans; proactively identify model, data, or process risks and drive remediation.
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Recruit, mentor, and retain talent; promote a culture of scientific rigor, delivery excellence, and inclusive leadership.
Required qualifications, Capabilities, and Skills
- Ph.D. (or comparable advanced degree) in Economics, Statistics, Operations Research, Mathematics, or a related quantitative field; or equivalent experience.
- 10+ years building and deploying predictive risk models for consumer lending portfolios, with deep domain knowledge in auto and business banking credit.
- 5+ years leading and developing highperforming quantitative teams.
- Expertise across advanced modeling methods (e.g., parametric and nonparametric regression, time series, survival/PDLGDEAD frameworks, machine learning).
- Proficiency in Python and/or R; familiarity with SAS; strong SQL and experience with largescale datasets.
- Demonstrated ability to communicate complex analytics succinctly and influence senior stakeholders.
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Strong analytical judgment and problem solving; track record of improving processes and controls.
Preferred qualifications, Capabilities, and Skills
- Experience with CECL/allowance modeling, capital stress testing, and scenario design.
- Familiarity with model risk governance, validation expectations, and audit processes.
- Experience with modern data and model operations tooling (e.g., Spark, Git, CI/CD, workflow orchestration) and collaboration with Technology/Engineering teams.
- Exposure to cloudbased analytics environments and secure model deployment at scale.
Chase is a leading financial services firm, helping nearly half of America's households and small businesses achieve their financial goals through a broad range of financial products. Our mission is to create engaged, lifelong relationships and put our customers at the heart of everything we do. We also help small businesses, nonprofits and cities grow, delivering solutions to solve all their financial needs.
We offer a competitive total rewards package including base salary determined based on the role, experience, skill set and location. Those in eligible roles may receive commission-based pay and/or discretionary incentive compensation, paid in the form of cash and/or forfeitable equity, awarded in recognition of 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.
Equal Opportunity Employer/Disability/Veterans
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About JPMorgan Chase & Co
Sourced by ZipRecruiter
Industry
Finance and insurance and banking and credit intermediation
Company size
10,000+ Employees
Headquarters location
New York, NY, US