JOE Listings (Job Openings for Economists)

August 1, 2017 - January 31, 2018

JP Morgan Chase

This listing is inactive.
Chase Finance
Treasury
Quantitative Model Developer

JOE ID Number: 2017-02_111458708
Date Posted: 10/04/2017
Date Inactive: 01/31/2018
Position Title/Short Description
Title: Quantitative Model Developer
Section: Full-Time Nonacademic
Location: Columbus, Ohio, UNITED STATES
JEL Classifications:
C1 -- Econometric and Statistical Methods and Methodology: General
C -- Mathematical and Quantitative Methods
D -- Microeconomics
E -- Macroeconomics and Monetary Economics
G -- Financial Economics
Keywords:
Applied Econometrics
Statistics
Data Science
Finance
Banking
Full Text of JOE Listing:

We are an intellectually diverse team of economists, statisticians, and other analytics professionals, focused on econometric modeling within the Chase Treasury group. The team works to answer complex and unique questions, utilizing cutting edge analytical techniques and leveraging one of the world’s largest repositories of consumer data. We work closely with our partners throughout Chase, to help them assess and execute critical business decisions.

Typical duties for this position include:
• Building econometric models for deposits, fee revenue, or other business drivers
• Modelling regulatory requirements, including stress testing (CCAR/DFAST)
• Identifying data anomalies
• Communicating results across audiences throughout Chase and JP Morgan
• Performing analysis to answer immediate business questions

Ideal candidates should have a PhD in a quantitative field of study with a sound foundation in one or more of the following:
• Linear and non-linear statistical modeling
• Time series and forecasting
• Panel (longitudinal) data analysis
• Bayesian methods
• Non-parametric methods
• Statistical programming in R, Python, or equivalent

To be considered for interview at AEA/ASSA, please submit application materials by December 1.

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

Application Requirements:
  • Job Market Paper
  • CV
Application deadline: 12/01/2017
  • Application Deadline Has Passed