JPMorgan Quantitative Modeling - Associate 

India, Karnataka, Bengaluru 

889046902

As a Quantitative Modeler in our Finance Modeling team, you will spend each day developing models which would be used for informed decision making.

Job Responsibilities :

• Identify data anomalies and other cases when more investigation is required as part of the model-building process
• Perform advanced quantitative and statistical analysis of large datasets to identify trends, patterns, and correlations that can be used to improve business performance.
• Work on Data cleaning and preparation of the modeling datasets
• Building statistical or econometric models for budgeting, financial analysis, or to satisfy regulatory requirements (CCAR/DFAST)
• Building statistical or machine learning models for making optimal pricing decisions for Deposits, Auto, Home Lending & Cards products
• Communicating results across a wide variety of audiences, including Finance partners, modeling teams in Risk, and Model Governance
• Ability to help mentor other modelers to build models, communicate results, and perform other statistical analysis

Required qualifications, capabilities, and skills :

• Deep quantitative/programming background with a graduate degree (M.S. or Ph.D.) in Statistics, Economics, Mathematics, Operations Research, Engineering or Computer Science
• 7+ years of exceptional hands-on model development experience
• Excellent written and oral communication skills to clearly present analytical findings and business recommendations. Effective communication and presentation skills
• Statistics & econometric modeling techniques
  • Linear and non-linear statistical modeling
  • Time series and forecasting
  • Panel (longitudinal) data analysis
  • Bayesian methods
  • Non-parametric methods
• Machine Learning Techniques
  • Strong machine learning theory foundation and end-to-end machine learning development experience (specialty in NLP, computer vision, reinforcement learning is a plus)
  • Strong programming / development skills in Python or R or Scala (Theoretical knowledge in computer runtime efficiency is a plus)
  • Proficient in big data processing with tools like Spark \ Hadoop and Unix operation system
  • Experienced in hosting / maintaining ML applications (Knowledge in container service is a plus)
• In addition, good candidate should have been deeply curious and highly motivated and be able to effectively communicate complex concept with non-technical stakeholders.

Preferred qualifications, capabilities, and skills:

• Hands on model development experience in Budget and regulatory (CCAR) modeling framework (mandatory) for Deposit/Wealth Management or other lending products like Cards, Auto & Home Lending. Hands-on experience with Machine Learning models & familiarity with Gen AI and its applications (good to have).
• Expertise in the following: Python (mandatory), PySpark / TensorFlow (good to have)
• Strong Python/ PySpark programming skills and & understanding & knowledge of TensorFlow would be an added advantage
• Banking & Financial Services background or experience preferred.