Risk Management - Wholesale Credit Risk Senior Associate jobs in United States
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Chase · 3 hours ago

Risk Management - Wholesale Credit Risk Senior Associate

JPMorgan Chase is a leading financial institution that provides innovative financial solutions to a diverse clientele. The Risk Management - Wholesale Credit Risk Senior Associate role focuses on building and analyzing credit risk models, ensuring the firm's resilience by anticipating and managing risks effectively.

BankingFinancial Services

Responsibilities

Build PD/LGD/EAD models for CCAR/CECL Stress testing for model review cycle
Possess a solid theoretical and practical knowledge of statistical methods and models: generalized linear models, time-series analysis, clustering, decision trees, logistic regression
Handling large amount of panel data, and data cleaning/filtering
Provide data analytics and insights for business stakeholders
Design and program frameworks for efficient analytics and modeling

Qualification

Quantitative modelingPD/LGD/EAD modelingPythonSQLStatistical methodsQuick learnerCommunication skills

Required

PhD or MS in quantitative field: finance, statistics, econometrics, mathematics, physics, engineering
1 plus years of relevant experience
Strong Programming skills (preferably in Python/SQL), unit testing, efficient & scalable code
Quick learner & knowledge of use of LLMs
Strong Communication skills

Preferred

Hands on programming in Python
Quick learner & knowledge of use of LLMs
Prior experience in wholesale credit is preferred
Prior experience in PD/LGD/EAD modeling is strongly preferred

Benefits

Comprehensive health care coverage
On-site health and wellness centers
A retirement savings plan
Backup childcare
Tuition reimbursement
Mental health support
Financial coaching

Company

Chase provides broad range of financial services. It is a sub-organization of JP Morgan Chase.

Funding

Current Stage
Late Stage

Leadership Team

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Mike McDonnell
Managing Director, Head of Chase Travel Platform Product
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Nicole Sanchez
Managing Director, Consumer Bank, GM and Product Executive, Growth Financial Products
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