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JPMorgan Credit Risk Modelling Analyst / Associate genders 
Germany, Hesse, Frankfurt 
155635178

29.06.2024

As a Credit Risk Modelling Analyst / Associate within the Risk Management team, you will be involved in macro as well as micro-economic concepts, risk drivers, global/local risk scenarios and the diversity of business present in JP Morgan SE. You will be a part of the team, which is the legal entity owner of the IFRS credit model and works on model and stress topics for wholesale credit.

Job responsibilities

  • Perform IFRS modelling topics and allowance calculation
  • Interact with firmwide modelling teams, local risk management and finance function and the regulator
  • Improve existing risk models
  • Leverage the firm’s infrastructure to perform quantitative analysis on the JP Morgan SE portfolio
  • Analyze the implications of firmwide solutions as well as the appropriateness for the local portfolio
  • Work on the delivery of Stress test exercises
  • Cooperate closely with quantitative research teams around the globe
  • Present the results and risk analysis to senior management


Required qualifications, capabilities, and skills

  • Master’s in Statistics, Data Analytics, Economics, Math, Computer Science or equivalent discipline
  • Proficiency in Python
  • An understanding of SQL, data manipulation and extraction
  • Strong interpersonal skills in communication as well as collaboration
  • Deep understanding of statistical methods and modelling approaches
  • Strong quantitative, analytical and problem solving skills
  • Eagerness to learn about Credit Risk, Risk Parameters, Regulatory and Accounting concepts


Preferred qualifications, capabilities, and skills

  • First working experiences in modelling / credit risk
  • Data Visualization tools like Tableau, Qlik View, Power BI etc.
  • Knowledge on IFRS 9 credit risk topics
  • Experience with banking regulation