Quantitative Risk Capital Modeling – Associate

Quantitative Risk Capital Modeling – Associate

  • Anywhere

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.

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