Capital Risk Basel Modeling

3 weeks ago

Bengaluru, India JPMorgan Chase & Co Full time

**JOB DESCRIPTION**
The Associate - Capital Modeling and Analysis is a member of the Consumer Capital Modeling team, expected to support critical statistical development projects and related analysis. You will also have an opportunity to use your experience with econometric/statistical modeling, data manipulation, query efficiency techniques, reporting and automation.You will help the firm understand, manage, and anticipate risks in a constantly changing environment. The work covers areas such as evaluating country-specific risks, understanding regulatory changes and determining credit worthiness. If you are intellectually curious and have a passion for driving solutions across organizational boundaries, you may be the perfect fit for our team.

**Responsibilities**:

- Support end-to-end credit-risk model development efforts within Capital Modeling
- Support model development efforts of and liaison with other risk partners
- Manage quality control within development projects, assuring accurate and appropriate model development, quantification and implementation of capital models.
- Assist in development of benchmark models
- Efficiently design and produce programs to streamline and create repeatable procedures for model development, validation, and reporting.
- Proactively communicate and collaborate with line of business partners and model end-users to analyze and meet analysis and reporting needs.

**Required qualifications, capabilities, and skills**
- 6+ years’ statistical modeling experience in the financial services industry; Basel Capital and/or Federal Reserve Comprehensive Capital Analysis and Review (CCAR).
- Experience with machine-learning techniques and big data environments.
- Experience with programming languages such as PYTHON and R.
- A Master’s or Ph.D. Degree in a technical or quantitative field such as Statistics, Economics, Finance, Mathematics, Computer Science, Engineering, or Information Technology..
- Experience in developing, implementing and testing loan-level loss forecasting models and credit risk models within financial institutions.
- Ability to deliver high-quality results under tight deadlines and be comfortable with the manipulation, analysis, and summarization of large quantities of data.

**Preferred qualifications, capabilities, and skills**
- 6+ years’ programming experience; well versed in SAS/Base, SAS/STAT, SAS/Macro, and data-mining procedures. SAS Certification preferred.

**ABOUT US**

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.

**ABOUT THE TEAM**

Our Consumer & Community Banking division serves our Chase customers through a range of financial services, including personal banking, credit cards, mortgages, auto financing, investment advice, small business loans and payment processing. We’re proud to lead the U.S. in credit card sales and deposit growth and have the most-used digital solutions - all while ranking first in customer satisfaction.

The CCB Data & Analytics team responsibly leverages data across Chase to build competitive advantages for the businesses while providing value and protection for customers. The team encompasses a variety of disciplines from data governance and strategy to reporting, data science and machine learning. We have a strong partnership with Technology, which provides cutting edge data and analytics infrastructure. The team powers Chase with insights to create the best customer and business outcomes.

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