Quant Modeling Senior Assoc

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 worlds most prominent corporate institutional and government clients under its J.P. Morgan and Chase brands. Information about JPMorgan Chase & Co. is available at Firmwide Risk Functionis 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 Masters 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.