Quantitative Research QR Wholesale Credit Capital Model Development Analyst/Associate : - J.P. Morgan is a leader in financial services, working in collaboration across the globe to deliver the best solutions and advice to meet our clients- needs, anywhere in the world. We operate in 150 countries, and hold leadership positions across our businesses. We have an exceptional team of employees who work hard to do the right thing for our clients and the firm, every day. This is why we are the most respected financial institution in the world - and why we can offer you an outstanding career. - This position is a Quant profile to support the activities of the Quantitative Research Group (cross asset classes) & Credit globally sitting out in Mumbai. The QR team in Mumbai plays a critical role in providing effective, timely and independent assessments of the Firm's booking models of exotic structures and also help in developing new models for structures as and when necessary. Our business : - J.P. Morgan has the leading Global Spread business in terms of volume traded, issuers traded and investor relationships. The Spread business covers Credit, SPG, and Public Finance Markets. J.P. Morgan Global Spread Trading offers first-class, highly integrated financial services to a global client base and provides financial assets and liquidity for banks, insurance companies, finance companies, mutual funds and hedge funds. - Traders, salespeople and research analysts work collectively to generate ideas CIB QR Wholesale Credit Capital Group within the Risk organization of JPMC is looking for a modeler who will focus on CCAR and CECL modeling methodologies. The position requires the modeling of Loss-Given-Default (LGD) and Exposure-At-Default (EAD). Opportunity : - The opportunity is to join our Mumbai team as an associate, or analyst with a focus on implementing calculations in our strategic system, Athena, including risk, PL, and hedging. Candidates directly from university will be considered Qualification : - Bachelor's or Master's Degree in Computer Science, Engineering, Statistics, Econometrics, Physics or a related field. - 2-5 years of statistical modelling or data science experience. Fresh graduates would be considered as long as the candidate meets the requirements listed below. Requirements : - Experience in handling large amount of panel data, and data cleaning/filtering. - Knowledge of statistical methods and models: generalized linear models, time-series analysis, clustering, decision trees, logistic regression. - Experience in working in a shared computing environment (Linux) and with version control. - Hands on programming in Python and/or R. - Prior experience in writing model documents is strongly preferred but not required. Desired skills : - Parallel/distributed computing experience a plus. - Ideal candidates for these positions would be a graduate/post-graduate from a premier college or institute. A computer science or mathematics background will be most suitable. - J.P. Morgan's Global Quants Group provides a challenging work environment and excellent opportunities to learn and grow both at the Quants Group and in the Firm's global network.

Mumbai

JP Morgan - Analyst/Associate - Quantitative Research - Wholesale Credit Capital Model Development 

JP Morgan - Analyst/Associate - Quantitative Research - Wholesale Credit Capital Model Development  ,Job Description for JP Morgan - Analyst/Associate - Quantitative Research - Wholesale Credit Capital Model Development  in J.P. Morgan in  Mumbai for (0-8) years of experience. Apply Now!

Job Description for JP Morgan - Analyst/Associate - Quantitative Research - Wholesale Credit Capital Model Development  in J.P. Morgan in  Mumbai for (0-8) years of experience. Apply Now!