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CCB - Risk-Core Modeling- Card CCAR/CECL-Vice President

Req #: 170008062
Location: Jersey City, NJ, US
Job Category: Accounting/Finance/Audit/Risk
Potential Referral Amount: 5000 US Dollar (USD)
JPMorgan Chase & Co. (NYSE: JPM) is a leading global financial services firm with 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. Information about JPMorgan Chase & Co. is available at http://www.jpmorganchase.com/.
 
Our Firmwide Risk Function is focused on cultivating a stronger, unified culture that embraces a sense of personal accountability for developing the highest corporate standards in governance and controls across the firm. Business priorities are built around the need to strengthen and guard the firm from the many risks we face, financial rigor, risk discipline, fostering a transparent culture and doing the right thing in every situation. We are equally focused on nurturing talent, respecting the diverse experiences that our team of Risk professionals bring and embracing an inclusive environment.
 
Chase Consumer & Community Banking (CCB) serves consumers and small businesses with a broad range of financial services, including personal banking, small business banking and lending, mortgages, credit cards, payments, auto finance and investment advice. Consumer & Community Banking Risk Management partners with each CCB sub-line of business to identify, assess, prioritize and remediate risk. Types of risk that occur in consumer businesses include fraud, reputation, operational, credit, market and regulatory, among others
 
CCB Risk Core Card Modeler-CCAR-VP
 
  • Responsible for developing best in industry credit card CCAR/CECL account level forecasting model and working with MRGR (model review group) through the model review process and answering questions.
  • Manage model development end to end process, from data collection, development, validation, to documentation
  • Responsible for working with cross function teams, including loss forecasting, business strategy, finance and controller teams
  • Partner with business units in making strategic choices and investment decisions.
  • Communicate opportunities, financial and process trade-offs from advanced statistical methods to senior leaders
  • PhD or Master’s degree in Statistics, Econometrics, Operations Research, Mathematics or related quantitative field.  Education or experience must include:
  • A minimum of 5 years of hands on model development experience. 
  • Experience with CCAR account level forecasting models, such as state transition model, hazard rate models and PPNR models are required.
  • Strong analytical, interpretive and problem solving skills, which will require the ability to synthesize / analyze diverse information and develop recommendations from observed outcomes.
  • Communication skills must be strong, with an ability and demonstrated experience in clearly presented analytical findings
 
 
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