JPMorgan Quant Modelling - Associate 

India, Karnataka, Bengaluru 

367824120

As an Associate in Quant Analytics within our MIS and Platforms team, you will be responsible for defining, refining, and achieving the set goals for our firm on a daily basis.

Job Responsibilities

• Scope, prioritize and co-ordinate activities with Credit CFO Finance Team
• Run the quarterly mortgage stress testing model (e.g., CCAR), create associated reporting & analytics, and present results to management
• Run quarterly CECL reserve setting model and analyze key drivers of quarter-over-quarter variances
• Actively help determine the loss forecasting results and drivers. This information will be presented to executive management and other internal clients
• Lead advanced analyses to assess relationships and patterns driving loss performance
• Perform ad-hoc analysis and gain comfort in credit costs results for credit risk leadership team and understand and explain modeled results from mortgage credit analytics
• Actively interact with the Stress Testing Modelling team to understand, develop and enhance forecast frameworks for the mortgage business
• Participate in cross-functional communications with Risk Management, Finance, Credit Risk Modelling Team
• Design and develop data mining queries from large data sets (Both Structured and Unstructured). Experienced in conversion of data into information
• Proficient in Visualization and storytelling which can make an impact to the business

Required qualifications, capabilities and skills

• Self-starter, attention to details and results orientated, able to work under minimal guidance.
• Uses pertinent data and facts to identify and solve a range of problems within area of expertise.
• Proficient in stress testing models/methodologies and CCAR scenario forecast.
• Hands on experience with pandas and Spark/PySQL stack. Experience on building data extraction pipelines and working with large data sets in a big data environment
• Experienced on SQL (Snowflake, Databricks), Python, MATLAB, R and Tableau. Having mandatory experience in exploratory and regression data analysis
• Advanced degree in a quantitative discipline (e.g. Economics, Finance, Statistics). Different field of study, with significant professional experience in Analytics(CCAR/CCEL Modelling) is acceptable
• Proficiency in Microsoft Word, Excel, PowerPoint, to clearly present analytical findings
• Experience Required: Minimum 3 years with exposure to Fixed Income and/or Credit .
• Excellent communication skills – both written and oral – with the ability to communicate clearly and confidently with all levels of management
• Strong collaborative, teamwork ethic. Utilize judgment and discretion in working with highly confidential information