24 days old

CIB Risk - QR Wholesale Credit Capital Model Development - Associate

JPMorgan Chase & Co.
Plano, TX 75074
  • Job Code
    190104302

CIB Risk - QR Wholesale Credit Capital Model Development - Associate

Req #: 190104302
Location: Plano, TX, US
Job Category: Quantitative Research
Potential Referral Amount: 3000 US Dollar (USD)
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. 

 

CIB QR Wholesale Credit Capital Group within the Risk organization of JPMC is looking for a modeler who will focus on CCAR and allowance modeling methodologies. The position requires the modeling of exposure at default (loss) and utilization (PPNR).

 

 

 

Requirements

 

• Solid theoretical and practical knowledge of statistical methods and models: generalized linear models, time-series analysis, clustering, decision trees, logistic regression.

• Experience in handling large amount of panel data, and data cleaning/filtering.

• Hands on programming in Python and R.

• Prior experience in wholesale credit is strongly preferred.

• Prior experience in CCAR and allowance modeling is strongly preferred.

• Basic knowledge on credit risk modeling both at single-obligor/exposure level and portfolio level.

• Previous experience in writing documents for regulatory reviews.

 

 

 

 

 

Qualifications

  • PhD or MS in quantitative field: finance, econometrics, mathematics, physics, engineering.
  • 1-2 years of relevant experience. Fresh graduates would be considered as long as the candidate meets the requirements.


 

 

 

 

 

 


Keyword: consumer%20banking

Categories

Posted: 2019-11-20 Expires: 2019-12-20

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CIB Risk - QR Wholesale Credit Capital Model Development - Associate

JPMorgan Chase & Co.
Plano, TX 75074

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