Apply Now    

CCB - Basel Capital Modeler-Vice President

Req #: 170070184
Location: Jersey City, NJ, US
Job Category: Accounting/Finance/Audit/Risk
Potential Referral Amount: 0 US Dollar (USD)
JP Morgan Chase (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 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 Consumer Capital Modeling and Analysis-Vice President
The VP – Capital Modeling and Analysis will be a key member of the Consumer Capital Modeling, Analysis and Reporting team expected to support critical forecasting and stress testing projects and related analysis.  The incumbent candidate will have the following roles and responsibilities.
  • Support forecast model development efforts
  • Support model development efforts with modeling partners with data needs and liason between other risk data partners
  • Provide capital pricing analysis support to LOBs
  • Assume leadership responsibility for quality control function of the capital team, assuring accurate and appropriate model development, quantification and implementation of capital models.
  • Involved in development of benchmark models
  • Efficiently design and produce programs to streamline and create repeatable procedures for data extraction, processing, cleansing, auditing, and reporting.
  • Proactively communicate and collaborate with line of business partners and model end-users to analyze and meet data needs.
A background in SAS skills, especially in modules such as SAS/Base, SAS/STAT, SAS/Macro, data mining and simulation because SAS is heavily employed in creating data sets, ad hoc analyses and modeling.
  • 5+ years SAS programming experience.  SAS Certification preferred.
  • 5+ years experience utilizing SQL in a relational database environment such as DB2, Oracle, or Teradata
  • 5+ years in the financial services industry; experience in Regulatory Capital, Federal Reserve Comprehensive Capital Analysis and Review (CCAR) a plus
  • A Master’s or Ph.D. Degree in a technical or quantitative field such as Computer Science, Engineering, Information Technology, Statistics, Business, Finance, or Mathematics. 
  • Experience in developing, implementing and testing loan-level loss forecasting models and credit risk models within financial institutions.
  • Must possess the ability to deliver high-quality results under tight deadlines and be comfortable with the manipulation and summarization of large quantities of data.
  • Proficiency in MS Office product suite (Excel, Word, Access, and PowerPoint) required.
  • Excellent oral and written communication skills. 
  • Must be able to make contributions to the group’s knowledge base by proposing new and creative ways for approaching problems and projects
  • Chase LOB data experience a plus.
 
 
 
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.