JPMorgan Chase & Co.

Position Title/Short Description

Full Text of JOE Listing:

Core Modeling professionals manage econometric and statistical modeling within the risk management function of Chase Bank. We answer complex business questions, using advanced analytical techniques and leveraging one of the world’s largest data warehouse implementations. Professional staff work with partners throughout the JPMC organization, helping support business operations and decisions. We also manage models for regulatory capital reporting under CCAR and Basel.

Key responsibilities:
• Lifecycle development and maintenance of consumer behaviour models, credit risk, and business metrics, including validation, documentation, and on-going monitoring.
• Work with governance groups for approval and implementation of new and updated models.
• Derive business insights and communicate results across technical and nontechnical audiences.

Graduate study in a quantitative discipline is required (e.g., concentration in Econometrics, Statistics, or Operations Research). You should be comfortable manipulating large amounts of data and building models using computing languages such as SAS, R, Python, or Matlab. The position also requires the ability to employ parametric and nonparametric techniques, as well as familiarity with machine-learning methods. Strong oral and written communication skills are required.

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.