JPMorgan Quant Modelling Associate 

India, Karnataka, Bengaluru 

794607367

In this role, you'll have an opportunity to use your experience with econometric/statistical modeling, data manipulation, query efficiency techniques, reporting, and automation.

Additionally, you'll build a solid understanding of consumer businesses, functions, systems, data environments, and processes that are necessary for the production and utilization of data.

Responsibilities:

This role is a member of the Portfolio Risk Modeling team, expected to support critical statistical development projects and related analysis. The incumbent candidate will have the following roles and responsibilities.

· Design, develop, test, and validate statistical models for Home Lending portfolio risk forecast and model performance monitoring.

· Utilizing graduate-level research and analytical skills to perform data extraction, sampling, and statistical analyses using logistic regression, multinomial regression, multivariate analysis, discriminant analysis, time series analysis, panel data analysis, etc.

· Efficiently design and produce programs to streamline and create repeatable procedures for model development, validation, and reporting.

· Proactively communicate and collaborate with line of business partners and model end-users to analyze and meet analysis and reporting needs.

Qualifications:

· 3+ years’ statistical modeling experience in the financial services industry; Knowledge of regulatory modeling (IFRS9 / CECL / CCAR / Basel) preferred.

· Proficiency in advanced analytical languages such as SAS (Preferred), R, Python.

· A Master’s or Ph.D. Degree in a technical or quantitative field such as Statistics, Economics, Finance, Mathematics, Computer Science, Engineering, or Information Technology.

· Strong analytical and problem-solving skills

· Strong organization and time management skills. Must have the ability to deliver high-quality results under tight deadlines.

· Strong multi-tasking skills with demonstrated ability to manage expectations and deliver results.

· Strong communication skills.