Wholesale Credit Risk Quantitative Research
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Job Location:
Monthly Salary:
Posted on:
21 hours ago
Vacancies:
1 Vacancy
Job Summary
Bring your expertise to JPMorganChase. As part of Risk Management and Compliance youll help keep the firm strong and resilient by anticipating emerging risks and applying sound judgment to solve real-world challenges for our company customers and communities. Our culture values curiosity challenging the status quo and striving to be best-in-class. As a member of the Quantitative Research team for Wholesale Credit Risk Modeling you will work alongside experienced researchers and business partners deepening both your quantitative toolkit and your business acumen.
What youll do
- Build and own wholesale credit models end-to-end (PD/LGD/EAD rating transitions) supporting CCAR and CECL with rigorous backtesting monitoring and model governance.
- Apply stats/econometrics and targeted AI/ML for forecasting risk monitoring and explainability; productionize with robust data pipelines and controls in partnership with Data/Tech.
- Prepare clear comprehensive documentation for regulatory and internal reviews; present results and model impacts to senior risk committees.
Required qualifications capabilities and skills
- Quantitative degree (Engineering Financial Engineering Computer Science Mathematics Statistics Econometrics).
- Strong applied statistics/econometrics (GLMs logistic regression time series; familiarity with trees/clustering.
- Experience working with large-scale panel datasets including data cleaning filtering and feature engineering.
- Hands-on Python with good software practices (version control testing reproducibility).
Foundational credit risk modeling knowledge and experience writing regulatory-grade documentation.
4 years relevant experience preferred.
Preferred qualifications capabilities and skills
- Wholesale Credit experience; strong preference for CRE modeling.
- Beneficial: SQL and distributed data tools; cloud-based workflows; Excel proficiency.
Beyond your technical skills we value the qualities that make you uniqueyour personal attributes interests and achievements beyond academia and professional rolesthat demonstrate who you are and the impact you can bring to our team.
Key Skills
- Loan Processing
- Sales Experience
- Account Management
- Banking
- Pricing
- Corporate Finance
- Customer Support
- Fair Housing Regulations
- Strategic Planning
- Underwriting
- Sales Management
- Channel Management
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
