Company Name:-
JPMorgan Chase Bank, N.A.

Job Location:-
Mumbai, Maharashtra

Job Summary:-
About Quantitative Research
Quantitative Research (QR) is an expert quantitative modeling group in J.P.

Morgan, as well as a leader in financial engineering, data analytics, statistical modeling and portfolio management.

As a global team, QR partners with traders, marketers and risk managers across all products and regions, contributes to sales and client interaction, product innovation, valuation and risk management, inventory and portfolio optimization, electronic trading and market making, and appropriate financial risk controls.

Opportunity
We are looking for an Analyst with 1-3 years of experience to join our team in Mumbai.

The team’s mandate is to develop and implement state of the art risk models for the firm’s Wholesale Credit Stress and loss reserves (CCAR, Basel, CECL, and IFRS9) for whole loans and securitized exposures.

Core areas include development, prototyping and implementation of models for probability of default (PD), loss given default (LGD), exposure at default (EAD) and related stress testing measures.

The team also develops analytic tools for integrated back-testing and performs analysis of model outputs through big data platform and web based reporting tools.

In addition, we are providing on job training, intensive internal classroom training, and online courses, all given by our experienced quants.

Through the diversity of the businesses it supports and the variety of functions that it is responsible for, Quantitative Research group provides unique growth opportunities for you to develop your abilities and your career.

We make reasonable accommodations for applicants’ and employees’ religious practices and beliefs, as well as any mental and physical health needs or particular family considerations.

If you are passionate, curious and ready to make an impact, we are looking for you.

Your Impact
You’ll contribute to the firm’s risk model evolution, credit capital assessment and effective risk management.

Specially, you’ll have the chance to:Develop statistical/economic models across wholesale credit portfolios and securitized exposures as well as regulatory exercises to advance the model methodology.

The models include probability of default, loss given default, exposure at default, prepay

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