JPMorgan CCB Risk Program Associate - Quantitative Modeler 

United States, Ohio 

950828813

Job Responsibilities -

• Design, develop, test, and validate statistical/economic models for consumer/retail portfolios, including probability of default, loss given default, and exposure at default.
• Utilize state-of-the-art modeling 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 manipulation, exploratory data analysis and pattern discovery, model development, refinement and validation, documentation, assisting with implementation, and performance monitoring
• Collaborate with cross functional partners in Risk, Finance, Technology, Model Governance throughout the entire modeling life cycle.

Required qualifications, capabilities and skills -

• Advanced degree in a quantitative discipline (e.g. Mathematics, Statistics, Economics, Computer Science, Operations Research) - Masters with 2+ years of relevant working experience or a PhD.
• 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);
• 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

• Credit risk modeling experience is a plus, but not necessary.
• Familiarity with framework of machine learning pipeline (e.g. tensor flow, scikit-learn) is not required but a plus.