Quant Research (Wholesale Credit Modeling), Mumbai For its Quantitative Research group within the Risk organization, JPMC is looking for a capital modeler to tackle the regulatory modeling for securitized exposures (Basel/CCAR). The models include probability of default, loss given default, exposure at default and stress-testing. Applicant should combine the skillset below. Application not meeting the statistics and programming requirements will not be considered. Statistics: Requirement: - Solid theoretical and practical knowledge of probability methods and usual models: generalized linear models, time-series analysis, panel data - Data mining background and experience: clustering, decision trees, logistic regressions Good to have: - Familiarity with classification problems applied to credit risk. Programming: Requirement: - Hands-on programming in one or more of the following: R, Python/pandas. Good to have: - Experience in dealing with sizable datasets (parallel processing, code optimization- ). Education: Requirement: - PhD or M.Sc in quantitative field: econometrics, mathematics, physics, engineering. Finance: Requirement: - Basic knowledge of the Basel III regulatory capital framework (credit RWA). - Some credit risk experience in either wholesale or retail. - Basic knowledge of common structured products (ABS, CLO). Good to have: - Exposure to CMBS and/or Commercial Real Estate. - Exposure to mortgages. Writing skills: Requirement: - Verifiable experience in writing technical documents and/or academic papers. Good to have: - Previous experience in writing documents for regulators.

Mumbai

JP Morgan - Analyst/Associate/Vice President - Wholesale Credit Modeling - Quantitative Research 

JP Morgan - Analyst/Associate/Vice President - Wholesale Credit Modeling - Quantitative Research  ,Job Description for JP Morgan - Analyst/Associate/Vice President - Wholesale Credit Modeling - Quantitative Research  in J.P. Morgan in  Mumbai for (1-12) years of experience. Apply Now!

Job Description for JP Morgan - Analyst/Associate/Vice President - Wholesale Credit Modeling - Quantitative Research  in J.P. Morgan in  Mumbai for (1-12) years of experience. Apply Now!