J.P. Morgan's Global Quants Group in Mumbai was set up in 2013 as an extension of the Firm's global quants teams around the world. It is a fast growing team covering multiple asset classes across geographies. It provides in-depth knowledge that is behind our Investment Banking, Structuring, Sales &amp; Trading and Research businesses around the globe. Deeply integrated with our Investment Banking business, the team facilitates deals and transactions by providing vital research and insight. 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. 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 Chase - Associate/VP - Quantitative Research - Wholesale Credit Modeling -  

JP Morgan Chase - Associate/VP - Quantitative Research - Wholesale Credit Modeling -   ,Job Description for JP Morgan Chase - Associate/VP - Quantitative Research - Wholesale Credit Modeling -   in JP Morgan Chase in  Mumbai for (3-12) years of experience. Apply Now!

Job Description for JP Morgan Chase - Associate/VP - Quantitative Research - Wholesale Credit Modeling -   in JP Morgan Chase in  Mumbai for (3-12) years of experience. Apply Now!