Apply Now    

CIB - Wholesale Credit Modelling - Associate/ VP - Mumbai

Req #: 180032238
Location: Mumbai, MH, IN
Job Category: Sales/Trading/Research
Potential Referral Amount: 50000 Indian Rupee (INR)
Quant Research (Wholesale Credit Modeling), Mumbai
For its Quantitative Research group within the Risk organization, JPMC is looking for a capital modeler to tackle the regulatory modeling for securitized exposures (Basel/CCAR).
The models include probability of default, loss given default, exposure at default and stress-testing.
Applicant should combine the skillset below. Application not meeting the statistics and programming requirements will not be considered.
  • Solid theoretical and practical knowledge of probability methods and usual models: generalized linear models, time-series analysis, panel data…
  • Data mining background and experience: clustering, decision trees, logistic regressions…
Good to have:
  • Familiarity with classification problems applied to credit risk.
  • Hands-on programming in one or more of the following: R, Python/pandas.
Good to have:
  • Experience in dealing with sizable datasets (parallel processing, code optimization…).
  • PhD or M.Sc in quantitative field: econometrics, mathematics, physics, engineering.
  • Basic knowledge of the Basel III regulatory capital framework (credit RWA).
  • Some credit risk experience in either wholesale or retail.
  • Basic knowledge of common structured products (ABS, CLO).
Good to have:
  • Exposure to CMBS and/or Commercial Real Estate.
  • Exposure to mortgages.
Writing skills:
  • Verifiable experience in writing technical documents and/or academic papers.
Good to have:
  • Previous experience in writing documents for regulators.
Apply Now    

Join our Talent Community

Not ready to apply? Leave your information with us and we will keep you up to date with new career opportunities.

Things to note

Sign in to our application system to continue your job search or update your profile.

Current employees sign in here. Contractors sign in here.

Any information you provide is confidential and will only be viewed by our recruiters in an effort to fill open positions. In addition, the information you provide is subject to our privacy policy practices.

Please note that J.P. Morgan will not accept unsolicited approaches or speculative CVs, nor will J.P. Morgan be responsible for any related fees, from Third Party Firms who are not preferred suppliers.

The firm invites all interested and qualified candidates to apply for employment opportunities.

Need disability related assistance?

If you are a US or Canadian applicant with a disability who is unable to use our online tools to search and apply for jobs, please click here.

Important links

Click here to view the "EEO is the Law" poster.

Click here to view the "EEO is the Law" supplemental poster.

Click here to view our U.S. Pay Transparency Policy.

JPMorgan Chase is an equal opportunity and affirmative action employer Disability/Veteran.