JPMorgan Chase
The **Portfolio Risk Modeling** team within the CCB Risk Modeling group is responsible for end-to-end development of best in class forecasting models for Chase credit card portfolios to support stress testing, loss reserve, and business planning exercises.In this role, you will work with a team of modeling professionals leveraging advanced-level statistics, machine learning, mathematical, economics, and computer science knowledge in data collection, feature selection, feature engineering, data mining, and model development.
You will ensure all the models are in compliance with regulatory requirements and/or the firm wide model risk policy.
You will collaborate with business partners in loss forecasting, finance, and technology teams.
You will also effectively communicate model results, analytical findings, and insights to business partners and senior managers to support business decisions.**Required**+ Master’s degree in Computer Science, Mathematics, Statistics, Operational Research, Physics, and other related quantitative fields.
Ph.D.
strongly preferred.+ Experience with logistic regression, generalized linear models, unsupervised and supervised machine learning algorithms+ Demonstrated proficiency in open source programming languages for large scale data analysis such as Python / Scala+ Experience with traditional database / system language (e.g.
SQL, etc.) to collaborate with other data analysts / systems+ Strong written and oral communication skills to clearly present analytical findings and influence stakeholders across all levels of the organization+ A strong interest in how models work, the reasons why particular models work or not work on particular problems, and the practical aspects of how new models are designedChase is a leading financial services firm, helping nearly half of America’s households and small businesses achieve their financial goals through a broad range of financial products.
Our mission is to create engaged, lifelong relationships and put our customers at the heart of everything we do.
We also help small businesses, nonprofits and cities grow, delivering solutions to solve all their financial needs.We recognize that our people are our strength and the diverse talents they bring to our global workforce are directly linked to our success.
We are an equal opportunity employer and place a high value on diversity and inclusion at our company.
We do not discriminate on the basis of any protected attribute, including race, religion, color, national origin, gender, sexual orientation, gender identity, gender expression, age, marital or veteran status, pregnancy or disability, or any other basis protected under applicable law.
In accordance with applicable law, we make reasonable accommodations for applicants’ and employees’ religious practices and beliefs, as well as any mental health or physical disability needs.Equal Opportunity Employer/Disability/Veterans