JPMorgan Associate -Credit Risk Management 

India, Maharashtra, Mumbai 

735588112

As a Credit Risk Associate within the Risk Management team, you will play a pivotal role in supporting the firm's growth by proactively identifying, assessing, and managing emerging risks. Your expertise in high-quality credit analysis and statistical model development will be crucial in estimating, monitoring and managing credit risk for TCIO’s (Treasury and Chief Investment Office) fixed income portfolio, which encompasses a diverse range of securitized and non-securitized asset classes.

Job responsibilities

• Conduct comprehensive credit analysis and develop quantitative models to forecast credit losses for TCIO's fixed income investments

• Perform in-depth credit analysis for various TCIO investments across the fixed income spectrum. Engage with senior members of TCIO Credit Risk and the Portfolio Management teams to complete risk analysis, present conclusions and facilitate timely investment approvals

• Develop statistically robust models to forecast credit losses for the fixed income investment portfolio, by incorporating insights from new research in the credit risk domain and enhancing existing methodology

• Work alongside senior team members on product specific analysis required to support risk discussions, including preparation and delivery of analytical presentations for various Senior Risk forums

• Support the model validation team by addressing queries and ensuring models meet regulatory requirements and are fit for use

• Mentor and train junior team members and colleagues, sharing best modeling practices and domain knowledge

• Partner with the Front Office, Finance, Valuation Control Group, Model Review Group, Policy, Finance, Technology and Middle Office for other ongoing projects, thus contributing to continued build-out of the TCIO Credit Risk franchise

Required qualifications, capabilities, and skills

• 3-6 years of relevant work experience in credit risk management within a financial organization or credit rating agency

• Proficiency in statistical modeling techniques, including multivariate regression, time series analysis, panel data analysis, logistic regression, and machine learning algorithms

• A strong academic background, with a minimum of a bachelor's degree in a technical or quantitative field such as Engineering, Economics or Finance

• Strong analytical background with sound understanding of financial statements, including ratio analysis, cash flow analysis, and fundamental knowledge of key accounting standard

• Excellent verbal and written communication skills, with an ability to deliver effective presentations to senior management

• Candidate must be able to lead, multitask and thrive in a fast-paced environment managing multiple ad-hoc analytical requests and prioritize work accordingly

Preferred qualifications, capabilities, and skills

Knowledge of regulatory modeling (CECL / CCAR /IFRS9)

Proficiency in advanced analytical languages such as Python, R