Description

As an Associate in Portfolio Risk Modeling, you will support and develop CCAR stress testing and CECL provisioning models for the Cards portfolio. Responsibilities include model monitoring, regulatory exam support, and performance assessment of risk models. You’ll contribute to annual CCAR/CECL model development, leveraging your skills in econometric/statistical modeling, data analysis, and regulatory knowledge . Intellectual curiosity and a drive for cross-functional solutions are highly valued

Job rresponsibilities:
Design, develop, test, and validate statistical models for ‘Cards’ Unsecured Lending portfolio risk forecast and model performance monitoring
Utilizing graduate-level research and analytical skills to perform data extraction, sampling, and statistical analyses using logistic regression, multinomial regression, multivariate analysis, discriminant analysis, time series analysis, panel data analysis, Survival Hazard Rate Models etc.
Efficiently design and produce programs to streamline and create repeatable procedures for model development,



validation, and reporting
Process, cleanse, and verify the integrity of data used for analysis
Perform deep dive analysis to address ad hoc inquiries

Required qualifications, capabilities, and skills:
MS or PhD degree in a quantitative discipline
Minimum 6 years of hands-on work and research experience of advanced analytical skills in the areas of statistical modeling and data mining
Proficiency in advanced analytical languages such as R, Python, PySpark, & ability to work in CLOUD workplace
Experience utilizing SQL in a relational database setting such as DB2, Oracle, or Teradata
Solid analytical and problem solving skills, communication skills, multi-tasking skills with demonstrated ability to manage expectations and deliver results under tight deadlines

Preferred qualifications, capabilities, and skills :
Knowledge of regulatory modeling (IFRS9, CECL, CCAR modeling framework)

📌 Senior Associate Portfolio Risk Ccar Stress Test Modeling Development Bengaluru (India)
🏢 JPMorganChase
📍 India