JPMorgan Risk Management - Quantitative Modeling Vice President 

United States, Texas, Plano 

683229645

Job Responsibilities

• Develop frameworks to ensure cross-platform data and logic consistency and optimization and write code to enrich and transform data sets to produce output that will help to advance wholesale credit risk management (Application Design and Development)
• Work across the entire SDLC, including planning, analysis, development, and testing of new applications and enhancements to existing applications. Ensure adherence to best practices and standards throughout the development process (Software Development Life Cycle)
• Perform data analysis to support model development and analytics and collaborate with risk modelers to ensure data integrity and accuracy in model outputs (Data Analysis and Model Support)
• Liaise with various lines of business and risk modelers to thoroughly understand various models for BASEL, CCAR, CECL and other credit risk models. Ensure alignment with regulatory requirements and internal governance standards (Business Liaison and Model Understanding)
• Define data models, metadata, and data dictionary that will enable data analysis and analytical explorations. Implement data governance practices to ensure data quality, consistency, and compliance with organizational policies (Data Governance and Management)
• Establish and maintain control frameworks to ensure compliance with regulatory requirements and internal policies. Conduct regular reviews and audits to identify and mitigate risks associated with data handling and application development. Proactively identify opportunities for process improvements to enhance governance and control frameworks within the organization (Control and Compliance)
• Perform user acceptance testing and deliver demos to stakeholders using SQL queries or Python scripts. Gather feedback and ensure that applications meet user needs and governance standards (User Acceptance Testing and Stakeholder Engagement)

Required Qualifications, Capabilities and Skills

• Master’s in Computer Science, Data Analytics or equivalent discipline
• Minimum of 5 years of experience in software development, data analysis, or a related field within the financial services or credit risk management industry
• Excellent Python and SQL knowledge with a strong track record of delivering with impact
• Strong analytical skills in forecasting and interpreting results and comfortable working with large quantities of data
• Detail oriented and strong organizational skills
• Excellent communication skills, both written and oral, with the confidence to converse directly with business stakeholders
• Ability to be self-sufficient and solve problems creatively while working in a dynamic and challenging environment under tight deadlines
• Eagerness to learn about Credit Risk, Risk Parameters, Regulatory and Accounting concepts

Preferred Qualifications, Capabilities and Skills

• Data Visualization tools like Tableau, Qlik View, Power BI
• Familiarity with Traditional Credit Products (Loans, Letter of Credit, Stand By Letter of Credit, Syndications etc.)