JPMorgan Quantitative Modeling 

United States, New York, New York 

627765126

DESCRIPTION:

QUALIFICATIONS:

Minimum education and experience required: Master's degree in Statistics, Mathematics, Economics, or related quantitative field of study plus 3 (Three) years of experience in the job offered or as Quant Modeling, Model Risk Governance, Quantitative Analyst, Research Analyst, or related occupation.

Skills Required: Requires experience in the following: Regulatory Capital modeling in wholesale and securitization space using Basel Advance internal rating based approach including probability of default, loss given default, and exposure at default; Stress Testing Models including Comprehensive Capital Analysis and Review, and Internal Capital Adequacy Assessment; Allowance for Loan and Lease Losses models including Current Expected Credit Losses and International Financial Reporting Standard 9; Quantitative Model Development and Model Validation; Interfacing with functional areas including Line of Business in Commercial Banking on model-related issues; Programming languages including R and Python; Statistical modeling methods including Linear Regression, Logistic Regression, Generalized Linear Regression, Decision Tree, Random Forests, Boosting, Survival Analysis, Principal Component Analysis, Smoothing Splines and Kernel Density Estimation; Machine learning methods, including Neural Networks and Recurrent Neural Networks. Experience can be gained through graduate-level coursework.

Full-Time. Salary: $164,800 - $210,000 per year.