Portfolio Risk CCAR Stress Test Modeling Development Sr. Associate
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Job Location:
Monthly Salary:
Posted on:
3 days ago
Vacancies:
1 Vacancy
Job Summary
As an Associate in Portfolio Risk Modeling you will support and develop CCAR stress testing and CECL provisioning models for the Cards portfolio. Responsibilities include model monitoring regulatory exam support and performance assessment of risk models. Youll contribute to annual CCAR/CECL model development leveraging your skills in econometric/statistical modeling data analysis and regulatory knowledge . Intellectual curiosity and a drive for cross-functional solutions are highly valued
Responsibilities:
- Design develop test and validate statistical models for Cards Unsecured Lending portfolio 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 Survival Hazard Rate Models etc.
- Efficiently design and produce programs to streamline and create repeatable procedures for model development validation and reporting
- Process cleanse and verify the integrity of data used for analysis
- Perform deep dive analysis to address ad hoc inquiries
Qualifications:
- MS or PhD degree in a quantitative discipline
- 6 years of hands-on work and research experience of advanced analytical skills in the areas of statistical modeling and data mining
- Proficiency in advanced analytical languages such as R Python PySpark & ability to work in CLOUD environment
- Experience utilizing SQL in a relational database environment such as DB2 Oracle or Teradata
Strong analytical and problem solving skills communication skills multi-tasking skills with demonstrated ability to manage expectations and deliver results under tight deadlines
- Preferred Capabilities and Skills : Knowledge of regulatory modeling (IFRS9 CECL CCAR modeling framework)
Required Experience:
Senior IC
Key Skills
- Laboratory Experience
- Aseptic Technique
- Mammalian Cell Culture
- Fundraising
- Microsoft Publisher
- Conflict Management
- Constant Contact
- Salesforce
- cGMP
- Cell Culture
- Grant Writing
- Child Protective Services
About Company
JPMorganChase, one of the oldest financial institutions, offers innovative financial solutions to millions of consumers, small businesses and many of the world’s most prominent corporate, institutional and government clients under the J.P. Morgan and Chase brands. Our history spans ov ... View more
