13 days old

JPMorgan Chase & Co.
Plano, TX 75074
  • Job Code

CIB QR - Quantitative Research - Wholesale Credit Capital Modeling - Quantitative Developer - Associate/Vice President

Job Description

JPMorgan Chase & Co. (NYSE: JPM) is a leading global financial services firm with assets of $2.7 trillion and operations worldwide. The firm is a leader in investment banking, financial services for consumers and small business, commercial banking, financial transaction processing, and asset management. A component of the Dow Jones Industrial Average, JPMorgan Chase & Co. serves millions of consumers in the United States and many of the world’s most prominent corporate, institutional and government clients under its J.P. Morgan and Chase brands. 




A senior quantitative developer for Wholesale Credit Risk Loss Forecasting modeling (CCAR/DFAST, CECL).


  • Build analytics platform and tools to support / analyze model performance via backtesting, sensitivity and explain, etc, for various applications including CCAR and IFRS9/CECL usages

  • Research, develop, and improve the model performance via more advanced statistical methods in machine learning

  • Coordinate with other QR teams in model development and analysis.

  • Work closely with Tech team delivering the model implementation into production.





Minimum education required:

  • Advanced degree in Computer Science, Statistics, or related quantitative field.

Minimum experience required:

  • Mathematical modeling and implementation experience in financial industry. 

Minimal skills required:

  • A 3 to 5 year development experience as a data scientist working on large data projects (data transformation, data analytics, model development, and model validation).

  • Strong analytical programming skills (Python, C++) and cross-platform experience with big data (Spark/Hadoop/KDB, etc)

  • Good knowledge of financial instruments and financial risk management principles.

  • Strong data analysis and statistical modeling skills in factor / correlation models, regression / classification, time series, machine learning and their application in finance

  • Ability and motivation to take initiative and solve problems independently



Req #: 200016076
Location: Plano, TX US
Job Category: Quantitative Research
Employment Type: Full Time
Potential Referral Amount: 3000 US Dollar (USD)

Keyword: consumer%20banking


Posted: 2020-05-11 Expires: 2020-06-10

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JPMorgan Chase & Co.
Plano, TX 75074

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