Risk Management - Quantitative Modeling - Vice President
Risk Management - Quantitative Modeling - Vice President
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Job Description
Bring your expertise to part of Risk Management and Compliance you are at the center of keeping JPMorgan Chase strong and resilient. You help the firm grow its business in a responsible way by anticipating new and emerging risks and using your expert judgement to solve realworld challenges that impact our company customers and communities. Our culture in Risk Management and Compliance is all about thinking outside the box challenging the status quo and striving to be bestinclass
As a Quantitative Modeling Vice President on the Quantitative Research (QR) Wholesale Data team you will be responsible for the design and development of applications. Our team provides excellent exposure on Credit Risk Basel regulations CECL/IFRS9 forecasting and stress team works across the Wholesale bank and is closely aligned with firmwide partners including Quantitative Research Finance Model Risk Governance Chief Data Office Technology and the Regulatory Capital Management Office.
Job Responsibilities
- Develop frameworks to ensure crossplatform data and logic consistency and optimization and write code to enrich and transform data sets to produce output that will help to advance wholesale credit risk management (Application Design and Development)
- Work across the entire SDLC including planning analysis development and testing of new applications and enhancements to existing applications. Ensure adherence to best practices and standards throughout the development process (Software Development Life Cycle)
- Perform data analysis to support model development and analytics and collaborate with risk modelers to ensure data integrity and accuracy in model outputs (Data Analysis and Model Support)
- Liaise with various lines of business and risk modelers to thoroughly understand various models for BASEL CCAR CECL and other credit risk models. Ensure alignment with regulatory requirements and internal governance standards (Business Liaison and Model Understanding)
- Define data models metadata and data dictionary that will enable data analysis and analytical explorations. Implement data governance practices to ensure data quality consistency and compliance with organizational policies (Data Governance and Management)
- Establish and maintain control frameworks to ensure compliance with regulatory requirements and internal policies. Conduct regular reviews and audits to identify and mitigate risks associated with data handling and application development. Proactively identify opportunities for process improvements to enhance governance and control frameworks within the organization (Control and Compliance)
- Perform user acceptance testing and deliver demos to stakeholders using SQL queries or Python scripts. Gather feedback and ensure that applications meet user needs and governance standards (User Acceptance Testing and Stakeholder Engagement)
Required Qualifications Capabilities and Skills
- Masters in Computer Science Data Analytics or equivalent discipline
- Minimum of 5 years of experience in software development data analysis or a related field within the financial services or credit risk management industry
- Excellent Python and SQL knowledge with a strong track record of delivering with impact
- Strong analytical skills in forecasting and interpreting results and comfortable working with large quantities of data
- Detail oriented and strong organizational skills
- Excellent communication skills both written and oral with the confidence to converse directly with business stakeholders
- Ability to be selfsufficient and solve problems creatively while working in a dynamic and challenging environment under tight deadlines
- Eagerness to learn about Credit Risk Risk Parameters Regulatory and Accounting concepts
Preferred Qualifications Capabilities and Skills
- Data Visualization tools like Tableau Qlik View Power BI
- Familiarity with Traditional Credit Products (Loans Letter of Credit Stand By Letter of Credit Syndications etc.
Required Experience:
Chief
Employment Type
Full-Time
