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CIB Risk – Wholesale Credit Capital Modelling - Associate

Req #: 180005718
Location: New York, NY, US
Job Category: Accounting/Finance/Audit/Risk
Potential Referral Amount: 0 US Dollar (USD)
J.P. Morgan is a leading global financial services firm with assets of $2.1 trillion and operations in more than 60 countries. The firm is a leader in investment banking, financial services for consumers, small business and commercial banking, financial transaction processing, asset management and private equity. Information about J.P. Morgan is available at
We are looking for a candidate with strong mathematical, statistical and scientific computational background to work in the regulatory and economical domain. The job responsibilities involve developing, back-testing, maintaining and implementing statistical models for Comprehensive Capital Analysis and Review (CCAR) stress testing and Current Expected Credit Loss (CECL) of the wholesale portfolios.
Minimum education required: Ph.D. degree or equivalent in Statistics, Economics, Engineering, Operational Research or related quantitative field preferred. A Master degree with at least 5 years of relevant working experience is acceptable.
Minimum experience required: Financial and/or economical modeling experience preferred. Post doctoral research experience in a quantitative field is also a positive.  
Minimal skills required:
  • Quantitative modeling experience..
  • Strong data analysis and statistical modeling experience, such as factor models, copula, regression models.
  • Ability to work with large financial data, statistical data (especially time series) analysis.
  • Strong programming skills (Python, R, etc). 
And certain combinations of the following will be strong plus:
  • Numerical algorithms (root finding, optimization, etc)
  • Experience in wholesale risk models, regulatory frameworks, risk analytics
  • Experience in credit modeling.
  • The ability and motivation to take initiative and solve problems independently
  • The ability to handle multiple initiatives/projects/work streams simultaneously
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