JPMorgan Quantitative Modeling 

United States, Ohio, Columbus 

236795718

DESCRIPTION:

QUALIFICATIONS:

Minimum education and experience required: Master's Degree in Statistics, Mathematics, Econometrics, Finance, or related quantitative field of study plus 2 years of experience in the job offered or as Quantitative Modeling or other relation occupation.

Skills Required: Requires experience in the following: statistical, econometric, and machine learning applicable to credit risk modeling in consumer financial products; one of the following modeling areas: CCAR, CECL, BASEL, risk appetite, or RWA; modeling and simulation methods including numerical methods, logistic regression, generalized linear models, multinomial regression, spline regression, snapshot sampling, clustering analysis, survival analysis, decision tree, random forest, time series analysis, and panel data analysis; using advanced functional programming including SAS, SQL, Python and R to develop models and implement forecasting engine; UNIX; Linux Shell Scripting; cloud and database query tools including Oracle, DB2, Teradata and HIVE; analyzing and processing big data and presenting modeling analytical findings and methodology to support business functions.