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JP Morgan Chase - Credit Risk Modeling (CCAR/CECL) - Associate - As part of Risk Management and Compliance, you are at the center of keeping JPMorgan Chase strong and resilient. Join the team that is driving the risk modeling strategy for one of the world's most innovative banks. You will be a part of Cards CCAR (Comprehensive Capital Analysis and Review) Modeling team support regulatory model development along with providing insights for the CECL (Current Expected Credit Losses) Runs. - In this role you will be responsible development of stress test models as part of the annual CCAR (Comprehensive Capital Analysis and Review) / CECL(Current Expected Credit Losses) exercise. You will also have an opportunity to use your experience with econometric/statistical modeling, data manipulation, query efficiency techniques, reporting and automation. You will be a part of Cards CCAR (Comprehensive Capital Analysis and Review) Modeling team support regulatory model development along with providing insights for the CECL(Current Expected Credit Losses) Runs. - The role will require expertise in methods and metrics used for model development and performance assessment of various types of risk models used in Portfolio Risk, CCAR (Comprehensive Capital Analysis and Review), Time Series and Forecasting. You will help the firm understand, manage, and anticipate risks in a constantly changing environment. The work covers areas such as evaluating country-specific risks, understanding regulatory changes and determining credit worthiness. If you are intellectually curious and have a passion for driving solutions across organizational boundaries, you may be the perfect fit for our team. Job Responsibilities: - Design, develop, test, and validate statistical models for for the largest consumer credit card portfolio in US. - Utilizing graduate-level research and analytical skills to perform data extraction, sampling, and statistical analyses using logistic regression, multinomial regression, multivariate analysis, discriminant analysis, time series analysis, panel data analysis, etc. - Efficiently design and produce programs to streamline and create repeatable procedures for model development, validation, and reporting - Process, cleanse, and verify the integrity of data used for analysis - Perform deep dive analysis to address ad hoc inquiries Required Skills and Qualification: - Understanding of econometric/statistical modeling techniques, model framework design, data analysis, query efficiency techniques, reporting, and automation - Knowledge of complex Cards Forecasting Models using Hazard Model Framework and Markov chain-based approaches - Hands on Python, PySpark skill in model development. - Ability to provide and present model results, insights and recommendation to senior management and partners using MS Office Suite (i.e. PowerPoint, Word, and Excel). - Advanced degree (master's or above) in a quantitative subject, such as Mathematics, Operations Research, Statistics, Economics or Finance and minimum of 6+ years of relevant analytics/modeling experience (India Pool) to adapt to the requirements - Strong interpersonal skills, independent thinking, problem solving and communication skills Preferred Skills and Qualification: - Prior CCAR knowledge - Experience of Risk and Financial model development - Macro-economic impact evaluation on portfolio performance - Additionally, solid understanding of consumer businesses, functions, systems, data environments, and processes that are necessary for the production and utilization of data - Strong knowledge of SQL and hands on experience in any database (Oracle/Teradata/DB2)

Mumbai

JP Morgan Chase - Associate - Credit Risk Modeling/CCAR/CECL 

Job Description for JP Morgan Chase - Associate - Credit Risk Modeling/CCAR/CECL  in J.P. Morgan Services India Private Limited in  Mumbai for (6-8) years of experience. Apply Now!

JP Morgan Chase - Associate - Credit Risk Modeling/CCAR/CECL  | iimjobs.com