Quantitative Risk Capital Modeling – Associate

JPMorgan Chase Bank
Qualifications
- 3+ years’ statistical modeling experience in the financial services industry; Basel Capital and/or Federal Reserve Comprehensive Capital Analysis and Review (CCAR) a plus.
- 3+ years’ SAS programming experience; well versed in SAS/Base, SAS/STAT, SAS/Macro, and data-mining procedures. SAS Certification preferred.
- Experience utilizing SQL in a relational database environment such as DB2, Oracle, or Teradata.
- 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.
- Proficiency in MS Office product suite (Excel, Word, and PowerPoint).
- 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.
To apply for this job please visit jpmc.fa.oraclecloud.com.