About this opportunity
JPMorgan Chase & Co. lists this Risk Management - Wholesale Credit Risk Vice President opportunity in jersey city, New Jersey. Review the employer’s description below for duties, qualifications and application requirements.
Job description
Bring your expertise to JPMorgan Chase.As part of Risk Management and Compliance, you are at the center of keeping JPMorgan Chase strong and resilient. You help the firm grow its business in a responsible way by anticipating new and emerging risks, and using your expert judgement to solve real-world challenges that impact our company, customers and communities. Our culture in Risk Management and Compliance is all about thinking outside the box, challenging the status quo and striving to be best-in-class.
As a part of the Risk Management - Wholesale Credit Risk Vice President team, 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.
Job responsibilities
Leadmodel development:analyzeconceptualsoundnessof complex forecasting models,engines,andreservemethodologies;assessmodelbehaviorandsuitabilityof forecasting models/enginesfor Wholesale Credit
Design & Develop Models: Create, enhance, and maintain sophisticated statistical and econometric models for forecasting and risk management
Develop Stress Capital modeling: To support exercises such as Comprehensive Capital Analysis and Review (CCAR), Internal Capital Adequacy Assessment Process (ICAAP), and CECL.
Utilize and implement Machine Learning: AI/ML techniques for risk monitoring, predictive modeling, and analyzing large, complex, structured/unstructured datasets.
Work with model implementation team, data team and production
Evaluate model performance on a regular basis
Required qualifications, capabilities, and skills
Solid theoretical and practical knowledge of statistical methods and models: generalized linear models, time-series analysis, clustering, decision trees, logistic regression.
Experience in handling large amount of panel data, and data cleaning/filtering.
Hands on programming in Python.
Basic knowledge on credit risk modeling both at single-obligor level and portfolio level.
Previous experience in writing documents for regulatory reviews.
Preferred qualifications, capabilities, and skills
Prior experience in wholesale credit is preferred.
Prior experience in PPNR modeling is strongly preferred.
R is good to have.
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Worksite address
jersey city, NJ, 07390, US
Who can apply
Review the original listing for work authorization, qualifications and employer requirements.