JPMorgan Quant Modeling Associate – Portfolio Risk 

India, Karnataka, Bengaluru 

686594552

Job responsibilities :

• Design, develop, test, and validate statistical models for risk weight calculation, risk forecast and model performance monitoring.
• Support critical statistical development projects and related analysis
• Utilize 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, etc.
• Design and produce programs to streamline and create repeatable procedures for model development, validation, and reporting.
• Communicate and collaborate with line of business partners and model end-users to analyze and meet analysis and reporting needs.

Required qualifications, capabilities, and skills

• Minimum 3 years statistical modeling experience in the financial services industry
• Proficiency in advanced analytical languages such as R, Python.
• A Master’s or Ph.D. Degree in a technical or quantitative field such as Statistics, Economics, Finance, Mathematics, Computer Science, Engineering, or Information Technology.
• Strong analytical and problem-solving skills
• Strong organization and time management skills. Must have the ability to deliver high-quality results under tight deadlines.
• Strong multi-tasking skills with demonstrated ability to manage expectations and deliver results.
• Strong communication skills.

Preferred qualifications, capabilities, and skills

• Knowledge of regulatory modeling (IFRS9 / CECL / CCAR / Basel) preferred.
• Proficiency in advanced analytical languages such as SAS (Preferred)