Risk Management - Wholesale Credit Risk Senior Associate

JPMorganChase • Jersey City, NJ

25d

About The Position

As a Risk Management - Wholesale Credit Risk Senior Associate in Risk Management and Compliance, you are at the center of keeping JPMorgan Chase strong and resilient. The position requires the experience in modeling of either balance forecasting (commitment, utilization, prepayment) and/or spread/GII/NII.

Requirements

• PhD or MS in quantitative field: finance, statistics, econometrics, mathematics, physics, engineering.
• Previous experience in writing documents for regulatory reviews.

Nice To Haves

• Strong new graduate candidate will be considered.
• 1 plus years of relevant experience is preferred.
• Hands on programming in Python. R is good to have.
• Prior experience in wholesale credit is preferred.
• Prior experience in PPNR modeling is strongly preferred.

Responsibilities

• Possess a solid theoretical and practical knowledge of statistical methods and models: generalized linear models, time-series analysis, clustering, decision trees, logistic regression.
• Handling large amount of panel data, and data cleaning/filtering.
• Perform basic credit risk modeling both at single-obligor level and portfolio level.

What This Job Offers

• Job Type: Full-time
• Career Level: Mid Level
• Education Level: Ph.D. or professional degree