JPMorgan International Consumer Banking Risk Model 

India, Karnataka, Bengaluru 

864776546

In this role you will be responsible for development of models and will be able to build a solid understanding of various consumer products and key risk drivers for statistical credit models of those products and ensure that we are able to synergize use of vendor models.You will also have an opportunity to use your experience with econometric/statistical modeling, data manipulation, query efficiency techniques, reporting and automation.

Job Responsibilities:

• Evaluate, test, and validate vendor models for their effectiveness to address the business proposition being evaluated (typically credit risk) as well as other risk components.
• Understand/evaluate efficiency of state-of-the-art modeling techniques including both classical statistical modeling approaches and modern machine learning approaches to enhance existing models and tackle challenging modeling problems.
• Manage end-to-end model development process, including data sourcing, manipulation, exploratory data analysis and pattern discovery, documentation, assisting with implementation, and performance monitoring.
• Collaborate with cross functional partners in Risk, Finance, Technology, Model Governance throughout the entire modeling life cycle.
• Interact with third party vendors and making sure Chase can gain maximum synergies on use of these vendor models.

Required qualifications, capabilities, and skills

• Advanced degree in a quantitative discipline (e.g., Mathematics, Statistics, Economics, Computer Science, Operations Research) with 6+ years of relevant working experience; Doctoral degree is preferred.
• Strong data analysis and statistical/economic modeling experience, such as generalized linear models, multivariate analysis, and time series analysis.
• Proficiency in advanced analytical languages (e.g., SAS, Python, R); Familiarity with framework of machine learning pipeline (e.g., tensor flow, scikit-learn) is not required but a plus.
• Ability to work with large data and perform extensive analysis to draw useful insights.
• Strong communication skills to present to and collaborate with business partners and model end-users.
• Strong organizational and multi-tasking skills with demonstrated ability to manage expectations and deliver quality results on time.
• Comfortable working both independently and in a team environment.

Preferred qualifications, capabilities, and skills

• Knowledge of vendor management/ similar experience in past is very useful