Risk Management Wholesale Credit Risk Associate
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Job Location:
Monthly Salary:
Posted on:
2 days ago
Vacancies:
1 Vacancy
Job Summary
Job responsibilities
Develop statistical and quantitative risk models for wholesale credit portfolios.
Design implement and maintain JPMorgan Chase wholesale credit models including stress testing and credit reserve requirements; support model backtesting and validation.
Implement efficient numerical algorithms using Python and optimized C libraries.
Build object-oriented software for risk analytics and integrate new models into the Firmwide Forecasting Framework.
Analyze and debug unexpected forecast behaviors to improve accuracy and robustness.
Conduct peer code reviews to elevate quality and performance of the forecasting framework.
Collaborate with model developers and business partners to implement test and operationalize forecasting capabilities.
Present progress findings and roadmap updates to senior leaders and modeling teams.
Manage project deliverables defect remediation and new feature releases across model development cycles.
Review implement and test technical documentation to ensure clarity and compliance.
Required qualifications capabilities and skills
Bachelors degree or equivalent education in computer science data science mathematics statistics financial engineering or related fields.
Proficiency in object-oriented programming using C and Python.
Strong knowledge of tools and methods for exploratory data analysis such as Pandas and NumPy which leverage efficient low-level C implementations.
Experience with statistical modeling and Monte Carlo simulation.
Ability to work with large datasets.
Experience designing and consuming RESTful APIs for quantitative workflows (credit data risk calculators model executions).
Preferred qualifications capabilities and skills
Experience with LLMs prompt engineering and AI-based agent coding tools is a plus.
Required Experience:
IC
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
