Modelling Analytics Sr Associate

As a Wealth Management Credit Forecasting (Associate) within the Consumer and Community Banking (CCB) Credit Forecasting team you will be responsible for executing credit forecasting models diagnosing model accuracy and leading analyses to assess the performance of our product portfolio. This is an exciting opportunity to contribute to our teams success and develop your skills in a fast-paced environment. You will be responsible for execution of the processes through analytical insights predictive analysis and newer technology applications.

Job Responsibilities

In this role you will:

• Execute credit forecasting models to forecast credit losses and allowance for the JPM Wealth Management portfolio supporting regulatory exercises like CCAR CECL firmwide Risk Appetite and Budget

• Conduct macro sensitivity analytics loss and allowance attribution deep dives and story-boarding

• Create presentations for senior management and present the forecast with a clear storyline and data support.

• Diagnose the Model parameters and liaison with modelling team to propose changes to model for accuracy at granular segments

• Participate in cross-functional communications with Risk Management Finance Product and Collections to inform the forecast on current learnings and incorporate strategic initiatives

• Prepare and maintain documentation for audit controls surrounding loss forecasting and reserves

• Partner with Finance and Risk to ensure strategy alignment and seamless execution

Required qualifications capabilities and skills

• Bachelors degree in a quantitative discipline (Finance/Stats/Econ/Math/Engineering) or equivalent work/training

• 3 years of Credit Risk Management Statistical Modeling Financial Analysis and/or Consulting experience

• Strong analytical interpretive and problem-solving skills with the ability to interpret large amounts of data and its impact in both operational and financial areas

• Strong communication and interpersonal skills ability to interact with individuals across departments/functions

• Proficiency in Microsoft Office suite of products (Advanced Excel VBA and PowerPoint)

• Programming languages like Python/SAS/SQL

Preferred qualifications capabilities and skills

• Knowledge of regulatory modeling (CECL / CCAR)

• Credit risk experience in one or more US consumer credit portfolios preferably JPMWM products (i.e. Wealth Management Private Banking)