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

Job Location:-
Mumbai, Maharashtra

Job Summary:-
Specific responsibilities include:
Perform in-depth credit analysis for various potential and existing CIO investments across the fixed income spectrum.

Engage with senior members of CTC Credit Risk and the Portfolio Management teams to complete risk analysis and present conclusions
Participate in the development and maintenance of various credit loss models related to CCAR stress testing as well as CECL reserve projections.

Liaise with independent Model Review teams to prepare model documentation, pass credible challenge and obtain usage approvals
Perform analysis for portfolio credit impairment projections as part of various Firmwide exercises including the industry-wide annual CCAR process and quarterly CECL reserving process
Work alongside senior team members around product specific deep dives required to support risk discussions, including preparation and delivery of presentations for various senior Risk forums such as the CTC Investment Committee and the CTC Risk Committee
Partner with the Front Office, Finance, Valuation Control Group, Model Review Group, Policy, Finance, Technology and Middle Office to other ongoing projects, thus leading to the continued build-out of the CTC Credit Risk franchise
Required Skills & Experience:Strong quantitative and analytical background with an understanding of different investment products and derivative instruments; able to perform deep dive into portfolio and analyze investment opportunities highlighting key risks
Master’s degree in Mathematics, Statistics or Business is preferred.

Relevant experience in credit risk management, quantitative model development or credit loss forecasting would be ideal
Knowledge around regulatory requirements as relates to a credit risk portfolio, including stress testing and loss reserving would be ideal
Excellent oral and written communication skills, with an ability to deliver effective presentations to senior management
Demonstrated ability to partner effectively across different businesses and functional areas
Ability to work under pressure
Strong critical thinking skills, with thorough attention to detail
Resourceful, and ability to multitask effectively
EducationAn undergraduate degree is required.

A Master’s degree in mathemati

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