Senior Associate, Portfolio Risk, CCAR Stress Test Modeling Development

JPMorgan Chase

Quick summary

Work type
On-site
Location
Bengaluru, Karnataka, India
Posted
5 days ago
Nearby
51 roles within 25 mi

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Salary context

How this pay compares to similar roles

Similar $159k
$117k most similar roles pay here $202k

This listing doesn't post a salary. Most similar roles pay $124,875–$194,000.

Based on 239 similar postings.

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About JPMorgan Chase

JPMorgan Chase & Co. is a global financial services firm and one of the largest banks in the world, offering investment banking, commercial banking, asset management, and consumer financial services.

JPMorgan Chase currently has 484 open roles on FindRole.

Listed pay typically runs $142,500–$205,000 across 246 roles with salary data.

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At a glance

TL;DR · Senior Associate, Portfolio Risk, CCAR Stress Test Modeling Development

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As a Senior Associate in Portfolio Risk Modeling within the Consumer & Community Banking division at Morgan Chase, you will support CCAR stress testing and CECL provisioning models for the Cards portfolio. Your day-to-day responsibilities include designing and validating statistical models for risk forecasting, performing data analysis using advanced techniques like logistic regression and time series analysis, and ensuring model performance through continuous monitoring and regulatory compliance. You will work with large datasets in a cloud environment, utilizing tools such as R, Python, PySpark, and SQL databases to develop repeatable procedures for model development and reporting. This role requires a strong background in quantitative disciplines, at least 6 years of experience in statistical modeling, and proficiency in econometric methods and regulatory frameworks like IFRS9 and CCAR.

Skills

Python PySpark R SQL DB2 Oracle Teradata logistic regression multinomial regression multivariate analysis discriminant analysis time series analysis panel data analysis Survival Hazard Rate Models CCAR modeling framework IFRS9 CECL

What you'll do

  • Design and develop statistical models for Cards portfolio risk forecasting.
  • Perform data extraction, sampling, and advanced statistical analyses using various econometric techniques.
  • Validate model performance and monitor risk forecasts for the Cards portfolio.
  • Streamline procedures for model development, validation, and reporting through program design.
  • Conduct deep dive analysis to address ad hoc inquiries related to risk models.

What we're looking for

  • MS or PhD in a quantitative discipline required
  • At least 6 years of experience in advanced statistical modeling and data mining
  • Proficiency in R, Python, PySpark, and cloud environment usage
  • Strong SQL skills for relational database management systems like DB2, Oracle, or Teradata
  • Experience with regulatory modeling frameworks (IFRS9, CECL, CCAR) preferred

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