Credit Risk Modelling Analyst Associate all genders
Credit Risk Modelling Analyst Associate all genders
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Job Description
If you have a quantitative profile are strong in communication willing to learn and ready to make an impact we are looking for you. We encourage junior applications with a strong academic track record. This is an opportunity to work in a highly international environment with main collaboration partners in New York London and Mumbai.
As a Credit Risk Modelling Analyst / Associate within the Risk Management team you will be involved in quantitative modelling topics macro and microeconomic concepts risk driver analysis global/local risk scenarios and the diversity of business present in JP Morgan SE. You will be a part of the team which is the legal entity owner of the IFRS credit model and works on model and stress topics for wholesale credit.
Job responsibilities
- Perform IFRS modelling topics and allowance calculation
- Interact with firmwide modelling teams local risk management and finance function and the regulator
- Improve existing risk models
- Leverage the firms infrastructure to perform quantitative analysis on the JP Morgan SE portfolio
- Analyze the implications of firmwide solutions as well as the appropriateness for the local portfolio
- Work on the approach / methodology for Stress test exercises
- Cooperate closely with quantitative research teams around the globe
- Interact with regulators on all aspects counterparty credit risk modelling
Required qualifications capabilities and skills
- Masters in Statistics Data Analytics Economics Math Computer Science or equivalent discipline
- Experience in Python and/or R
- An understanding of SQL data manipulation and extraction
- Strong interpersonal skills in communication as well as collaboration
- Deep understanding of statistical methods and modelling approaches
- Strong quantitative analytical and problem solving skills
- Eagerness to learn about Credit Risk Risk Parameters Regulatory and Accounting concepts
Preferred qualifications capabilities and skills
- First working experiences in modelling / credit risk
- Data Visualization tools like Tableau Qlik View Power BI etc.
- Knowledge on IFRS 9 credit risk topics
- Experience with banking regulation
Required Experience:
IC
Employment Type
Full-Time
