Head of CCB Auto and Business Banking Portfolio Risk Modeling
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Job Location:
Monthly Salary:
Posted on:
5 days ago
Vacancies:
1 Vacancy
Job Summary
Lead a global team of quantitative experts to design deliver and govern bestinclass predictive models that power valuation credit reserving stress testing budgeting and risk assessment for CCBs Auto and Business Banking lending portfolios. You will own the endtoend modeling lifecycle and translate model insights into actions that shape portfolio strategy and risk outcomes. The CCB Portfolio Risk Modeling Center of Excellence brings together economists statisticians mathematicians and analytics professionals to quantify and manage lending risks across Consumer & Community Banking. The team applies advanced methods to one of the worlds largest consumer lending datasets partnering across JPMC to assess measure and manage critical risks across CCB portfolios.
Job Responsibilities
- Lead and develop a highperforming global team building predictive risk models for CCBs Auto and Business Banking lending portfolios.
- Own the endtoend modeling lifecycle (data sourcing design estimation validation readiness implementation deployment performance monitoring and periodic recalibration).
- Ensure compliance with Firmwide model risk management standards and applicable regulatory expectations (e.g. SR 117/OCC 201112) with strong documentation controls and audit readiness.
- Deliver clear decisionuseful insights based on models and scenario analyses that inform credit strategy reserving (e.g. CECL) stress testing portfolio valuation and budgeting.
- Advance the modeling roadmap by modernizing data pipelines feature engineering and model operationspractices; drive process efficiency and reproducibility.
- Partner with Product Risk Finance Technology and Model Risk teams to align models with business objectives and ensure robust change management and governance.
- Establish model monitoring frameworks performance thresholds and action plans; proactively identify model data or process risks and drive remediation.
Recruit mentor and retain talent; promote a culture of scientific rigor delivery excellence and inclusive leadership.
Required qualifications Capabilities and Skills
- Ph.D. (or comparable advanced degree) in Economics Statistics Operations Research Mathematics or a related quantitative field; or equivalent experience.
- 10 years building and deploying predictive risk models for consumer lending portfolios with deep domain knowledge in auto and business banking credit.
- 5 years leading and developing highperforming quantitative teams.
- Expertise across advanced modeling methods (e.g. parametric and nonparametric regression time series survival/PDLGDEAD frameworks machine learning).
- Proficiency in Python and/or R; familiarity with SAS; strong SQL and experience with largescale datasets.
- Demonstrated ability to communicate complex analytics succinctly and influence senior stakeholders.
Strong analytical judgment and problem solving; track record of improving processes and controls.
Preferred qualifications Capabilities and Skills
- Experience with CECL/allowance modeling capital stress testing and scenario design.
- Familiarity with model risk governance validation expectations and audit processes.
- Experience with modern data and model operations tooling (e.g. Spark Git CI/CD workflow orchestration) and collaboration with Technology/Engineering teams.
- Exposure to cloudbased analytics environments and secure model deployment at scale.
Required Experience:
Director
Key Skills
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
