Quant Analytics

3 weeks ago


Bengaluru, India JPMorgan Chase & Co. Full time
You are a strategic thinker passionate about driving solutions in Finance. You have found the right team.As a Quant Analytics professional in our Asset & Wealth Management, you will spend each day defining, refining and delivering set goals for our firmJob Responsibilities

:Scope, prioritize and co-ordinate activities with Credit CFO Finance Team .Run the quarterly mortgage stress testing model (., CCAR), create associated reporting & analytics, and present results to managementActively interact with the stress testing model team to understand, develop and enhance forecast frameworks for the mortgage businessDesign and develop data mining queries from large data sets (Both Structured and Unstructured) including Big Data . Experienced in conversion of data into information.Proficient in Visualization and storytelling which can make an impact to the business .Run quarterly CECL reserve setting model and analyze key drivers of quarter-over-quarter variancesPerform ad-hoc analysis and gain comfort in credit costs results for credit risk leadership team and understand and explain modeled results from mortgage credit analyticsRequired qualifications, capabilities and skillsExperience Required: 3+ years with exposure to Fixed Income and/or Credit. Proficient in stress testing models/methodologies and CCAR scenario forecast.Advanced degree in a quantitative discipline (. Economics, Finance, Statistics). Different field of study, with significant professional experience in Analytics(CCAR/CCEL Modelling) is acceptableHands on experience with pandas and Spark/PySQL stack. Experience on building data extraction pipelines and working with large data sets in a big data environment. Experienced on SQL (Snowflake, Databricks), Python, MATLAB, R and TableauUses pertinent data and facts to identify and solve a range of problems within area of expertise.Having mandatory experience in exploratory and regression data analysis. Proficiency in Microsoft Word, Excel, PowerPoint, to clearly present analytical findingsExcellent communication skills – both written and oral – with the ability to communicate clearly and confidently with all levels of managementStrong collaborative, teamwork ethic. Utilize judgment and discretion in working with highly confidential information
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