CIB QR - Quantitative Research - Wholesale Credit Capital Modeling - Quantitative Modeler - Associate/Vice President

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CIB QR - Quantitative Research - Wholesale Credit Capital Modeling - Quantitative Modeler - Associate/Vice President','200029357','!*!JPMorgan Chase & Co. (NYSE: JPM) is a leading global financial services firm with assets of $2.7 trillion and operations worldwide. The firm is a leader in investment banking, financial services for consumers and small business, commercial banking, financial transaction processing, and asset management. A component of the Dow Jones Industrial Average, JPMorgan Chase & Co. serves millions of consumers in the United States and many of the world’s most prominent corporate, institutional and government clients under its J.P. Morgan and Chase brands.      JOB DESCRIPTION We are looking for a candidate with strong statistical and/or economic modeling background to work in the regulatory and economical domain. The candidate would be mainly responsible for developing and implementing models in areas related to Wholesale credit capital requirements and macroeconomic simulation mode. Also participate in all aspects of quantitative activities ranging from model research and prototyping to business support. ','!*!The following combinations of the following will be strong plus:Experience with modeling regulatory exercises (Basel, CCAR, CECL) Some managerial experience Numerical algorithms (root finding, optimization) Experience in wholesale risk models, regulatory frameworks, risk analytics The ability and motivation to take initiative and solve problems independently The ability to handle multiple initiatives/projects/work streams simultaneously  Minimum education requiredPh. D. degree or equivalent in Statistics, Economics, Engineering, Operational Research or related quantitative field preferred with at least 2 years of relevant working experience. M.Scs. with 4 years’ experience. Minimum experience required  Experience in statistical predictive modeling. Financial and/or econometric modeling experience preferred.  Minimal skills required:Familiarity with concepts of quantitative modeling in the wholesale or retail credit risk area for regulatory exercises (Basel, CCAR, CECL) Strong data analysis and statistical modeling, such as factor models, copula, regression models, machine learning, predictive and descriptive statisticsAbility to work with large financial data, statistical data (especially time series) analysisStrong programming skills (Python, R)Strong communication/writing/Presentation skills  ','JPMorgan Chase is an equal opportunity and affirmative action employer Disability/Veteran.','Quantitative Research','US-TX-Plano-Legacy West B / 59635','','CORPORATE & INVESTMENT BANK','Full-time','Standard','Day Job','','JPMorgan Chase','JPMorgan Chase','CIB QR - Quantitative Research - Wholesale Credit Capital Modeling - Quantitative Modeler - Associate/Vice President

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