Risk Management - Modeling Analytics - Associate
Risk Management - Modeling Analytics - Associate
Posted on :
10-05-2025
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1 Vacancy
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Job Description
Description
As an Associate in the Loss Forecast and Portfolio Analytics team youll work to provide oversight drive production of the credit loss forecast and back them up with robust analytics for JPMorgan Chase & Co. Auto Lease portfolio.
In this highly visible role youll:
- Forecast credit losses and allowance for the Chase Auto Lease portfolio supporting regulatory exercises like CCAR CECL firmwide Risk Appetite and Budget
- Conduct Stress testing and analyze portfolio performance using different macroeconomic scenarios
- Portfolio analytics loss and allowance attribution deep dives and storyboarding
- Alternate benchmarking methodologies to forecast losses and delinquencies using roll rates and vintage
- Analyze emerging risks and opportunities impacting Auto Lease
- Macro comparison and sensitivity analysisRegular presentation of findings to Senior Management
- Model diagnostics and liaison with modelling team to propose changes to model for accuracy at granular segments
- Design develop and test tableau dashboards yielding actionable insights
- Use Alteryx to create a data repository by combining different datasets; required for creating dashboards
- Develop enhanced reporting through use of automation using programming languages like Python/SAS
- Manage ad hoc analysis; starting with identifying opportunities and issues and proposing effective solutions Expected to work on multiple projects with limited guidance
Required skills:
- Bachelors degree in a quantitative discipline; Advanced degree is preferred
- 3 years of related experience in credit risk analytics and loss forecasting
- Proficient in Tableau and Alteryx; Certifications would be a plus
- Knowledge of programming language like SAS/ Python
- Highly proficient in Microsoft Office suite of products (Advanced Excel VBA and PowerPoint)
Preferred Skills:
- Credit risk experience in one or more US consumer credit portfolios (i.e. U.S. Mortgage Home Equity Credit Card Automotive Lease Business Banking)
- Wellorganized and structured with strong communication and interpersonal skills
Required Experience:
IC
Employment Type
Full-Time
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