JPMorgan FORCAST - Stress Lead VP 

India, Maharashtra, Mumbai 

206809678

Responsibilities:

This role will be responsible for:

• Helping to manage the end-to-end Scenario Analysis framework for Operational Risk
  • Risk identification process based on Firmwide Material Risk Inventory (MRI) from FRIDA system, in collaboration with Firmwide Risk ID team
  • Operational Risk Scenario Selection and Quantification
    • Identifying risk drivers for Operational Risk Scenarios
    • Preparation and analysis of pre-workshop reference data materials
    • Coordinating facilitating scenario analysis workshops/meetings with 1st and 2nd Lines of Defense SMEs to estimate loss impacts of different scenarios
  • Preparing and producing Scenario Analysis related presentations senior management
  • Contributing to CCAR/ICAAP Stress Test regulatory submissions
  • Partner with MRGR for Model Risk Validation Process – Documentation, review process, issue remediation
  • Partner with Climate Risk team for Scenario Analysis
• Contributing to the ad-hoc analysis or other data analysis

Qualifications:

• 10+ years prior work experience in risk management, data science, quantitative analysis and risk modeling in financial industry
• Working experience to collaborate and partner with stakeholders across LOBs and horizontal teams
• Familiarity with data analysis for risk estimation, prior statistical modeling and model development experience
• Familiarity with CCAR/ICAAP experience is preferred
• Advanced Excel, Alteryx, Tableau and/or Power BI experience is preferred
• Python language experience is preferred
• Graduate degree (PhD/MS) in Finance, Econometrics, Statistics or Operational Research is a plus
• Creative thinker and problem solver; ability to apply concepts to new situations
• Effective presentation and communications skills – ability to understand, translate and present risk concepts to business partners in structured and organized manner
• Structured and organized – ability to synthesize results and produce analysis that is effective from a business perspective
• Working understanding of quantitative risk and/or stress testing, including scenario analysis, model risk review process is desired