Organization Description

The Corporate & Investment Bank is a global leader across investment banking, wholesale payments, markets, and securities services. The world’s most important corporations, governments and institutions entrust us with their business in more than 100 countries. We provide strategic advice, raise capital, manage risk, and extend liquidity in markets around the world.

Risk Management helps the firm understand, manage, and anticipate risks in a constantly changing environment. The work covers areas such as evaluating country-specific risk, understanding regulatory changes, and determining credit worthiness. Risk Management provides independent oversight and maintains an effective control environment.

Employer Description

JPMorgan Chase & Co., one of the oldest financial institutions, offers innovative financial solutions to millions of consumers, small businesses, and many of the world’s most prominent corporate, institutional and government clients under the J.P. Morgan and Chase brands. Our history spans over 200 years and today we are a leader in investment banking, consumer and small business banking, commercial banking, financial transaction processing and asset management.

We recognize that our people are our strength and the diverse talents they bring to our global workforce are directly linked to our success. We are an equal opportunity employer and place a high value on diversity and inclusion at our company. We do not discriminate on the basis of any protected attribute, including race, religion, color, national origin, gender, sexual orientation, gender identity, gender expression, age, marital or veteran status, pregnancy or disability, or any other basis protected under applicable law. In accordance with applicable law, we make reasonable accommodations for applicants’ and employees’ religious practices and beliefs, as well as any mental health or physical disability needs.

Role Description and Responsibilities

About Wholesale Credit Risk QR

Quantitative Research (QR) is an expert quantitative modeling group in J.P. Morgan, as well as a leader in financial engineering, data analytics, statistical modeling, and portfolio management. As a global team, QR partners with traders, marketers and risk managers across all products and regions, contributes to sales and client interaction, product innovation, valuation and risk management, inventory and portfolio optimization, electronic trading and market making, and appropriate financial risk controls.

Opportunity

The successful candidate will join Wholesale Credit Risk QR Production team, focused on delivering credit risk data and credit risk modelling for the wholesale loans and commitment portfolio to meet the Stress Testing, Credit Stress Framework, Economic Credit Capital, IFRS9 Expected Credit Loss and CECL initiatives. If you are passionate, intellectually curious, and ready to make an impact, we are looking for you.

Specific responsibilities include:

  • Execute and deliver the quarterly stress and allowance forecasting results with focus on data needs
  • Navigate through database and data systems to perform data analysis, segmentation, transformation to prepare various datasets
  • Design and develop tools (Python/SQL/Tableau based) to automate data sourcing/analytical processes that assess data quality, data completeness, and readiness for forecasting
  • Understand the implementation of the forecasting regression models and how they use data for forecasting
  • Understand the implementation of the forecasting architecture, systems and dataflow
  • Identify issues and streamline data flow from acquisition to results production
  • Support the strategic build-out of stress testing workflow/dataflow for future initiatives
  • Liaise with partners and LOBs to improve and enhance the forecasting process
  • Perform control and reconciliation against deliveries in addition to creating/enhancing formal governance

The ideal candidate should possess the following:

  • BA/BS degree in computers, mathematics, finance or a related field
  • Knowledge of IFRS9/CECL/CCAR/Stress Testing/Basel in Wholesale Credit Commercial & Industrial and/or Commercial real estate is preferred but not required
  • Experience working with data analytics and/or credit risk is desirable;
  • Ability to organize work and solve problems independently and excel in a deadline oriented environment
  • Strong communications skills, written and verbal – significant interaction with LOBs, risk streams, senior managers, and external stakeholders
  • Technologically savvy with an ability to understand systems and their internal functionality
  • Coding knowledge and/or experience in Python/SQL is strongly preferred
  • Understanding of big-data analytics and strategic data synthesis is desirable
  • Proactive, self-starter with ability to work in a collaborative environment
  • Tableau and data visualization familiarity preferred

J.P. Morgan is a global leader in financial services, providing strategic advice and products to the world’s most prominent corporations, governments, wealthy individuals and institutional investors. Our first-class business in a first-class way approach to serving clients drives everything we do. We strive to build trusted, long-term partnerships to help our clients achieve their business objectives.
We recognize that our people are our strength and the diverse talents they bring to our global workforce are directly linked to our success. We are an equal opportunity employer and place a high value on diversity and inclusion at our company. We do not discriminate on the basis of any protected attribute, including race, religion, color, national origin, gender, sexual orientation, gender identity, gender expression, age, marital or veteran status, pregnancy or disability, or any other basis protected under applicable law. We also make reasonable accommodations for applicants’ and employees’ religious practices and beliefs, as well as mental health or physical disability needs. Visit our FAQs for more information about requesting an accommodation.

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