JPMorgan Chase Bank, N.A.
The incumbent candidate will have the following roles and responsibilities.
Support end-to-end credit-risk model development.
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.
7+ years' statistical modeling experience in the financial services industry; Basel Capital and/or Federal Reserve Comprehensive Capital Analysis and Review (CCAR) a plus.
7+ years' SAS programming experience; well versed in SAS/Base, SAS/STAT, SAS/Macro, and data-mining procedures. SAS Certification preferred.
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 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.
Well-developed oral and written communication skills.
Ability to make contributions to the group's knowledge base by proposing new and creative ways for approaching analytic problems and project design.
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.
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