MRGR Forecasting Models Analyst/Associate

About the role

Analyst/Associate in MRGR Forecasting Models supports JPMorgan Chase’s Risk Management by validating and governing predictive models. The role sets development standards, evaluates model design and assumptions, identifies weaknesses, and monitors emerging risks. Analysts produce high‑quality technical reports, communicate findings to stakeholders, and help maintain model usage within risk appetite. Candidates bring a quantitative degree (Ph.D. or Master’s), 1–4 years of modeling experience, proficiency in Python or R, strong statistical knowledge, and excellent communication skills. Experience with large data sets and model validation is essential. Preferred experience includes mortgage or CRE risk modeling and regulatory stress testing (CCAR/ICAAP).

What you’ll do

• Set standards for robust model development practices
• Evaluate adherence to development standards and model design
• Identify weaknesses, limitations, and emerging risks
• Communicate risk assessments and findings to stakeholders
• Assist in maintaining appropriate model usage and aggregate risk

What you’ll bring

• Ph.D. or Master’s in quantitative field (Math, Physics, Engineering, Economics, Finance)
• 1–4 years experience in quantitative/modeling role
• Proficiency in Python, R, or equivalent
• Strong written and verbal communication skills
• Experience with large data sets

Nice to have

• Experience in mortgage or CRE risk model development/validation
• Experience in financial products/markets and regulatory stress testing (CCAR/ICAAP)

Skills

Education

Master's