Quant Modelling Associate

About the role

Model Risk Governance and Review team at JPMorgan Chase focuses on mitigating model risk across wealth management. The Quant Modelling Associate conducts independent model validation, evaluates design soundness, tests assumptions, and documents technical risk assessments while collaborating with developers, risk, and finance stakeholders. Based in Mumbai, on-site work model, with opportunities to influence model governance and regulatory compliance.

What you’ll bring

• Advanced degree (MSc, PhD) in mathematics, statistics, financial engineering or related field
• Minimum 2 years experience in model development or validation
• Proficient programming in R, Python, SAS or similar
• Strong analytical and problem‑solving skills
• Excellent written and verbal communication
• Knowledge of probability theory, stochastic processes, statistics, numerical analysis
• Experience developing, testing or validating AI/ML models is a plus