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Quant Modeling Senior Assoc
senior · Data Science & Analytics
CCB-Risk- Portfolio Risk Modeling – Associate
JP Morgan Chase (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 http://www.jpmorganchase.com/.
Our Firmwide Risk Function is focused on cultivating a stronger, unified culture that embraces a sense of personal accountability for developing the highest corporate standards in governance and controls across the firm. Business priorities are built around the need to strengthen and guard the firm from the many risks we face, financial rigor, risk discipline, fostering a transparent culture and doing the right thing in every situation. We are equally focused on nurturing talent, respecting the diverse experiences that our team of Risk professionals bring and embracing an inclusive environment.
Chase Consumer & Community Banking serves consumers and small businesses with a broad range of financial services, including personal banking, small business banking and lending, mortgages, credit cards, payments, auto finance and investment advice. Consumer & Community Banking Risk Management partners with each CCB sub-line of business to identify, assess, prioritize and remediate risk. Types of risk that occur in consumer businesses include fraud, reputation, operational, credit, market and regulatory, among others.
CCB-Risk Portfolio Risk Modeling – Senior Associate
This role is a member of the Portfolio Risk Modeling team, expected to support critical statistical development projects and related analysis. The incumbent candidate will have the following roles and responsibilities.
Design, develop, test, and validate statistical models for risk weight calculation, risk forecast and model performance monitoring.
- Utilizing graduate-level research and analytical skills to perform data extraction, sampling, and statistical analyses using logistic regression, multinomial regression, multivariate analysis, discriminant analysis, time series analysis, panel data analysis, etc.
- Efficiently design and produce programs to streamline and create repeatable procedures for model development, validation, and reporting.
- Proactively communicate and collaborate with line of business partners and model end-users to analyze and meet analysis and reporting needs.
Qualifications
5+ years’ statistical modeling experience in the financial services industry; Knowledge of regulatory modeling (IFRS9 / CECL / CCAR / Basel) preferred.
Proficiency in advanced analytical languages such as SAS (Preferred), R, Python.
A Master’s or Ph.D. Degree in a technical or quantitative field such as Statistics, Economics, Finance, Mathematics, Computer Science, Engineering, or Information Technology.
Strong analytical and problem-solving skills
Strong organization and time management skills. Must have the ability to deliver high-quality results under tight deadlines.
Strong multi-tasking skills with demonstrated ability to manage expectations and deliver results.
Strong communication skills.