JPMorgan Credit Risk Modelling Analyst / Associate genders 

Germany, Hesse, Frankfurt 

155635178

As a Credit Risk Modelling Analyst / Associate within the Risk Management team, you will be involved in macro as well as micro-economic concepts, risk drivers, global/local risk scenarios and the diversity of business present in JP Morgan SE. You will be a part of the team, which is the legal entity owner of the IFRS credit model and works on model and stress topics for wholesale credit.

Job responsibilities

• Perform IFRS modelling topics and allowance calculation
• Interact with firmwide modelling teams, local risk management and finance function and the regulator
• Improve existing risk models
• Leverage the firm’s infrastructure to perform quantitative analysis on the JP Morgan SE portfolio
• Analyze the implications of firmwide solutions as well as the appropriateness for the local portfolio
• Work on the delivery of Stress test exercises
• Cooperate closely with quantitative research teams around the globe
• Present the results and risk analysis to senior management

Required qualifications, capabilities, and skills

• Master’s in Statistics, Data Analytics, Economics, Math, Computer Science or equivalent discipline
• Proficiency in Python
• An understanding of SQL, data manipulation and extraction
• Strong interpersonal skills in communication as well as collaboration
• Deep understanding of statistical methods and modelling approaches
• Strong quantitative, analytical and problem solving skills
• Eagerness to learn about Credit Risk, Risk Parameters, Regulatory and Accounting concepts

Preferred qualifications, capabilities, and skills

• First working experiences in modelling / credit risk
• Data Visualization tools like Tableau, Qlik View, Power BI etc.
• Knowledge on IFRS 9 credit risk topics
• Experience with banking regulation