Credit Risk Modeling

**JOB DESCRIPTION**
Are you looking for an exciting opportunity to join a dynamic and growing team in a fast paced and challenging area? This is a unique opportunity for you to work in our team to partner with the Business to provide a comprehensive view.

You will also have an opportunity to use your experience with econometric/statistical modeling, data manipulation, query efficiency techniques, reporting and automation.

**Job responsibilities**
- Develop and maintain a comprehensive library of predictive variables to enhance the consistency and quality of data used in machine learning models across the customer lifecycle, including acquisition, account management, transaction authorization, and collections.
- Collaborate closely with senior management to leverage cutting-edge machine learning techniques, developing innovative attributes and modeling solutions, and successfully deploying them into production.
- Innovate and design new attributes using creative approaches for Credit Risk Models.
- Conduct research to evaluate the effectiveness and accuracy of new data sources and collection methods, ensuring optimal incorporation on new information in models.
- Oversee attribute quality testing and monitoring by employing modern techniques to identify data and attribute issues, recognize patterns, and enhance attribute accuracy and consistency, while establishing effective warning systems and tools.
- Partner with teams across Marketing, Risk, Technology, Data Governance, and Control to support the entire lifecycle of attribute development and modeling.

**Required qualifications, capabilities, and skills**
- Advanced degree in Mathematics, Statistics, Computer Science, Operations Research, Econometrics, Physics, or a related quantitative field.
- Minimum 3 years of experience working with large datasets, including developing or managing the development and implementation of attributes and predictive models.
- Proficiency in programming languages such as Python, TensorFlow, PyTorch, PySpark, and SQL, along with familiarity with cloud services like AWS SageMaker and Amazon EMR.
- A fundamental understanding of the consumer lending business and its dynamics.
- Strong ability to analyze, interpret, and derive insights from data.
- Advanced problem-solving and analytical skills, with a keen attention to detail.
- Excellent communication skills, with the ability to convey complex information clearly and effectively to senior management.

**Preferred qualifications, capabilities, and skills**
- Strong understanding of advanced statistical methods and machine learning techniques, including GLM/Regression, Random Forest, Boosting, Decision Trees, Neural Networks, Clustering, KNN, Anomaly Detection, Simulation, Scenario Analysis etc.
- Proven experience in designing, building, and deploying production-quality machine learning models.
- Familiarity with the U.S. market lending business and/or credit card industry.
- Ability to effectively collaborate with multiple stakeholders on projects of strategic importance, ensuring alignment and successful outcomes.

**ABOUT US**

JPMorganChase, 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. 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.

**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 governa