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JPMorgan Risk Management - Strategic Analytics Senior Associate 
United States, Ohio, Columbus 
679482632

03.08.2024

As a Strategic Analytics Associate within the Risk Team, you will generate insightful analytics and provide recommendations concerning strategy development, implementation, operational controls, and performance monitoring. Your role will require a deep understanding of the problem universe, data analysis to understand root causes, and the use of analytics to design and implement solutions. You will play a pivotal role in promoting end-to-end solutions that mitigate risk while balancing the minimization of revenue loss, operating costs, and customer impacts.

Job responsibilities:

  • Develop and Implement end-to-end strategies to mitigate the credit abuse loss
  • Monitor strategies to identify emerging attacks and trends and make changes to strategies in response
  • Perform large loss case review to identify opportunity in the gap
  • Collaborate with Operation team to enhance the credit abuse treatment
  • Collaborate with various stakeholders which includes operations, Business GMs, Credit risk team and broader partner in driving initiatives.
  • Provide support to senior leadership by delivering actionable insights and identifying opportunities for improvement within fraud portfolios

Required qualifications, capabilities, and skills:

  • Bachelor's Degree from an accredited college/university in a quantitative discipline.
  • 3+ years of experience in a quantitative role.
  • Analytical mindset and strong problem solving skills.
  • Proficient in performing analytics using SAS or equivalent analytical tool and ability to query large amounts of data and transform the raw data into actionable insights.
  • Ability to work in a dynamic and fast-paced environment

Preferred qualifications, capabilities, and skills:

  • Experience in credit cards or financial services or risk management.
  • Working knowledge of detection & mitigation practices for fraud preferred.
  • Master's degree or above.