Risk Management Wholesale Credit Risk Senior Associate
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Job Location:
Jersey, NJ - USA
Monthly Salary:
$ 135000 - 150000
Posted on:
6 hours ago
Vacancies:
1 Vacancy
Job Summary
Bring your Expertise to JPMorgan Chase. As 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 real-world 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 best-in-class.
As a Risk Management - Wholesale Credit Risk Senior Associate in Risk Management and Compliance you are at the center of keeping JPMorgan Chase strong and resilient. The position requires the knowledge/experience in quantitative modeling preferably in wholesale credit risk models such as probability of default (PD) loss given default(LGD) and exposure at default (EAD) models.
Job Responsibilities
- Build PD/LGD/EAD models for CCAR/CECL Stress testing for model review cycle.
- Possess a solid theoretical and practical knowledge of statistical methods and models: generalized linear models time-series analysis clustering decision trees logistic regression.
- Handling large amount of panel data and data cleaning/filtering.
- Provide data analytics and insights for business stakeholders
- Design and program frameworks for efficient analytics and modeling.
Required qualifications skills and capabilities
- PhD or MS in quantitative field: finance statistics econometrics mathematics physics engineering.
- 1 plus years of relevant experience.
- Strong Programming skills (preferably in Python/SQL) unit testing efficient & scalable code.
- Quick learner & knowledge of use of LLMs.
- Strong Communication skills
Preferred qualifications skills and capabilities
- Hands on programming in Python.
- Quick learner & knowledge of use of LLMs.
- Prior experience in wholesale credit ispreferred.
- Prior experience in PD/LGD/EAD modeling is strongly preferred.
Required Experience:
Senior IC
Key Skills
- Children Activity
- Graphic Designing
- Information Technology
- FX
- Airlines
- Asic
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
