JPMorgan Risk Management - Modeling Analytics Card 

United States, Ohio 

781381382

As a Modeling Analytics - Vice President in the Credit Card Loss Forecasting within the Consumer & Business Banking (CBB) Risk Management group, you will be responsible for leading credit forecasting for the $220B credit card portfolio. This role requires strong data analytical knowledge and skills to generate short- and long-term loss forecasts and perform attribution analysis. The role encompasses all aspects of loss forecasting, including CCAR, CECL, Budgets, and Risk Appetite. This is an exciting opportunity to work on high-impact strategy initiatives as they become the key focus of the firm and across the financial services industry. You will excel at creative thinking and problem-solving, be self-motivated, confident, and ready to work in a fast-paced, energetic environment.

Job Responsibilities

• Lead the end-to-end completion of annual CCAR and quarterly Risk Appetite.
• Provide attribution analysis for changes in forecasts and variances.
• Collaborate with the central loss forecasting team to manage process timelines and provide necessary information.
• Work with Finance, Collections, and Risk Strategy to understand changes in the portfolio or strategies and apply overlays as needed.
• Partner with the Risk Modeling team to ensure the model functions as desired and provide regular inputs for improvement.
• Create and present forecasts to senior management with a clear storyline and data support.
• Develop and support analytical tools for risk assessment and stress credit evaluations to support annual stress testing, the Risk Appetite framework, and strategy integrations.
• Enhance consistency and efficiency across existing processes and reporting to meet the changing needs of the business.
• Be a self-motivated individual with the ability to work on multiple projects with limited guidance.
• Mentor and coach junior analysts to develop their risk management skills and finance knowledge.
• Confidently defend the loss forecasting numbers in front of senior management, the Model Review Group, and internal/external auditors/regulators.

Required qualifications, capabilities, and skills

• Master’s/Bachelor’s degree in a quantitative discipline (Finance/Statistics/Economics/Mathematics/Engineering) from an accredited college/university required.
• 3+ years of experience in Credit Risk Management, Statistical Modeling, Marketing Analytics, and/or Consulting.
• 5+ years of related analytical experience.
• Strong knowledge of Python, SAS, SQL, and MS Office required.
• Strong P&L knowledge and understanding of drivers of profitability.
• Strong analytical, interpretive, and problem-solving skills with the ability to interpret large data sets and their impact in both operational and financial areas.
• Excellent oral and written communication and presentation skills.

Preferred qualifications, capabilities, and skills

• Advanced degree is preferred.