JPMorgan Quant Modeling Assoc CCB Risk – Portfolio 

India, Karnataka, Bengaluru 

779759289

CCB-Risk Portfolio Risk Modeling – Associate

This role is a member of the Portfolio Risk Modeling team, expected to support critical statistical development projects and related analysis. The incumbent candidate will have the following roles and responsibilities.

• Design, develop, test, and validate statistical models for risk weight calculation, 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, etc.
• Efficiently design and produce programs to streamline and create repeatable procedures for model development, validation, and reporting.
• Proactively communicate and collaborate with line of business partners and model end-users to analyze and meet analysis and reporting needs.

Qualifications

• 3+ years’ statistical modeling experience in the financial services industry; Knowledge of regulatory modeling (IFRS9 / CECL / CCAR / Basel) preferred.
• Proficiency in advanced analytical languages such as SAS (Preferred), 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.