J.P. Morgan's Climate Risk Team is responsible for developing the firm's approach to climate risk management, including both transition and physical risks. The candidate in this role will form part of the Climate Risk Modelling &amp; Analytics group, focusing on transition risk. Key responsibilities include developing internal climate risk scenarios and models, interrogating external models and assumptions, maintaining firmwide climate scenarios, and integrating those scenarios into firmwide financial stress infrastructure. The role is an excellent opportunity to gain exposure across a broad spectrum of asset classes, risk disciplines and geographies. Additionally, this role offers an opportunity to lead industry analysis on how climate risk impacts the financial industry. A very strong track record of ownership and accountability will be key to the success of this role. The candidate should be highly motivated to rapidly advance the firm's plan to establish a comprehensive climate risk management framework against an ambitious timeline. The individual should be able to creatively develop solutions for complex topics and have strong interpersonal skills to help coordinate the implementation of those solutions; be a self-starter, able to articulate his / her thoughts clearly and have excellent attention to detail. The individual will be interfacing with and coordinating with key stakeholders across the firm and Risk modelling in particular. Other Key Responsibilities : - Develop internal climate transition risk scenarios informed by research on the variety of models used in the financial and research sectors - Customize internal transition risk scenarios to help build and evolve the internal climate scenario framework - Interrogate, assess and choose appropriate models from external parties, including vendors - Establish requirements and drive firmwide needs for collecting data on transition risk impacts and risk-related scenario analysis - Coordinate with central data and modelling teams to source required data, develop transition scenario models, and determine how to best integrate transition risk data into BAU risk models Desirable Skills and Competencies : - 3+ years of experience in quantitative modelling; preferably in transition scenarios - Familiarity with conventional transition scenario modelling and tools, including Integrated Assessment Models (IAMs), Simulation Models and Probabilistic Models - Strong academic background (PhD is preferable) in a highly quantitative discipline, including economics or maths - Excellent analytical skills and comfortable working large datasets; expertise in econometrics and other quantitative methods is highly desirable - Knowledge of climate-related transition risks and the transmission channels through which these can manifest as a risk for financial institutions - Demonstrated relationship-building skills, with a superior ability to make things happen through the use of positive influence - Ability to work effectively and gain credibility and respect of others. Lead and persuade others while positively influencing the outcome of team efforts - Highly effective in narrating the analytical output to stakeholders, with an ability to convey information clearly, accurately and succinctly (both written and verbally) - Knowledge of SQL with experience operating in big data environments - Proficient with coding in various languages; Python/Spark experience a plus

Mumbai

JPMorgan Chase - VP/Associate - Transition Risk - PhD 

JPMorgan Chase - VP/Associate - Transition Risk - PhD  ,Job Description for JPMorgan Chase - VP/Associate - Transition Risk - PhD  in Citibank in  Mumbai for (4-16) years of experience. Apply Now!

Job Description for JPMorgan Chase - VP/Associate - Transition Risk - PhD  in Citibank in  Mumbai for (4-16) years of experience. Apply Now!