Senior Associate - Portfolio Risk Modeling
JP Morgan Services India Pvt Ltd
Work from Office
Full Time
Min. 6 yearsJob Description
Senior Associate - Portfolio Risk - CCAR Stress Test Modeling Development
As an Associate in Portfolio Risk Modeling, you will support and develop CCAR stress testing and CECL provisioning models for the Cards portfolio. Responsibilities include model monitoring, regulatory exam support, and performance assessment of risk models. You’ll contribute to annual CCAR/CECL model development, leveraging your skills in econometric/statistical modeling, data analysis, and regulatory knowledge . Intellectual curiosity and a drive for cross-functional solutions are highly valued
Job rresponsibilities:
- Design, develop, test, and validate statistical models for ‘Cards’ Unsecured Lending portfolio risk forecast and model performance monitoring
- Utilizing graduate-level research and analytical skills to perform data extraction, sampling, and statistical analyses using logistic regression, multinomial regression, multivariate analysis, discriminant analysis, time series analysis, panel data analysis, Survival Hazard Rate Models etc.
- Efficiently design and produce programs to streamline and create repeatable procedures for model development, validation, and reporting
- Process, cleanse, and verify the integrity of data used for analysis
- Perform deep dive analysis to address ad hoc inquiries
Required qualifications, capabilities, and skills:
- MS or PhD degree in a quantitative discipline
- Minimum 6 years of hands-on work and research experience of advanced analytical skills in the areas of statistical modeling and data mining
- Proficiency in advanced analytical languages such as R, Python, PySpark, & ability to work in CLOUD environment
- Experience utilizing SQL in a relational database environment such as DB2, Oracle, or Teradata
- Strong analytical and problem solving skills, communication skills, multi-tasking skills with demonstrated ability to manage expectations and deliver results under tight deadlines
Preferred qualifications, capabilities, and skills :
- Knowledge of regulatory modeling (IFRS9, CECL, CCAR modeling framework)
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 over 200 years and today we are a leader in investment banking, consumer and small business banking, commercial banking, financial transaction processing and asset management.
We recognize that our people are our strength and the diverse talents they bring to our global workforce are directly linked to our success. We are an equal opportunity employer and place a high value on diversity and inclusion at our company. We do not discriminate on the basis of any protected attribute, including race, religion, color, national origin, gender, sexual orientation, gender identity, gender expression, age, marital or veteran status, pregnancy or disability, or any other basis protected under applicable law. We also make reasonable accommodations for applicants’ and employees’ religious practices and beliefs, as well as mental health or physical disability needs. Visit our FAQs for more information about requesting an accommodation.
Experience Level
Mid LevelJob role
Job requirements
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