JPMorgan Home Lending Risk Forecasting Analytics - Associate 

India, Karnataka, Bengaluru 

197274312

As a Loss Forecasting Risk Analytics - Associate within the Home Lending Credit Forecast and Portfolio Analytics team, you will play a crucial role in overseeing and producing the credit forecast and loan loss reserve (LLR). You will actively help determine the loss forecasting results and levers, participate in cross-functional communications, lead advanced analyses, and produce the loss forecast. This role provides an opportunity to apply your strong analytical, interpretive, and problem-solving skills, and to contribute to our team's commitment to best in class documentation and operational risk and audit controls.

Job Responsibilities:

• Actively help determine the loss forecasting results and drivers. This information will be presented to executive management and other internal clients
• Participate in cross-functional communications with Risk Management, Finance, Marketing and Collections to inform the forecast on current learnings and incorporate strategic initiatives
• Lead advanced analyses to assess relationships and patterns driving loss performance
• Produce the loss forecast and maintenance of associated loss models
• Help spearhead best in class documentation and operational risk and audit controls surrounding the loss forecasting and LLR

Required qualifications, capabilities, and skills

• A Bachelor's degree in a quantitative discipline (Finance/Stats/Econ/Math/Engineering) or equivalent work/training is required.
• 3+ years of Credit Risk Management, Statistical Modeling, Marketing Analytics and/or Consulting experience
• Strong knowledge of Python, SAS, SQL and MS Office required
• Strong P&L knowledge and understanding of drivers of profitability
• Strong analytical, interpretive, and problem solving skills with the ability to interpret large amounts of data and its impact in both operational and financial areas
• Excellent oral and written communication and presentation skills

Preferred qualifications, capabilities, and skills

• Knowledge of regulatory modeling (IFRS9/CECL/CCAR preferred)