Think Beyond The Label Jobs

Mobile Think Beyond The Label Logo

Job Information

JPMorgan Chase Bank, N.A. Quant Modeling Lead [MR-QM-RN-7862] in Columbus, Ohio

JPMorgan Chase & Company has an opening for a full-time Quant Modeling Lead role in Columbus, Ohio.  LOCATION: 1111 Polaris Parkway, Columbus, OH 43240. Telecommuting permitted up to 40% of the week. DUTIES: Develop portfolio risk models using econometric methodology utilizing loan level forecasting methods to support stress testing and business planning exercises. Prepare summaries and presentations of intricate econometric and statistical models used for credit forecasting and regulatory purposes. Review and vet model results to ensure accurate and error free reporting to business partners. Perform analysis and reporting regarding model performance, trends and provide recommendations to assist in business decision making. Develop variance analysis using capital/loss forecast model outputs based on portfolio trends, planned business actions and model components/assumptions. Collaborate with other quantitative modeling teams to provide vision, business intuition, and build best-in-class models and analytical frameworks for forecasting risk-weighted assets. Support Capital Forecast model stress testing - CCAR/CECL/BASEL. Test, validate and perform outcome analysis to challenge existing and new models and assumptions. Identify model issues and limitations and explain findings to key stakeholders. Provide thought leadership to complex business problems by guiding and challenging the modeling apparatus or status quo. REQUIREMENTS: PhD degree in Economics, Statistics, or related quantitative field of study plus One [1] year of experience in the job offered or as Applied Economics Modeler/Researcher, Intern (Quantitative-related), Systems Analysis or related occupation. The employer will alternatively accept a Master's degree in Economics, Statistics, or related quantitative field of study plus three [3] years of experience in the job offered or as Applied Economics Modeler/Researcher, Intern (Quantitative-related), Systems Analysis or related occupation. Requires experience in the following: Data-intensive Analysis, Applied Statistics, Economic and Financial Models, Business Analytics, Coding such as, SAS and Python, Econometrics, Advanced Quantitative and Qualitative Economic Research (Required skills may be obtained during PhD coursework). To apply for this position, please email your resume to my.resume@jpmchase.com with following job ID clearly indicated: [MR-QM-RN-7862]. JPMorgan Chase & Co. is an Equal Opportunity and Affirmative Action Employer, M/F/D/V.

DirectEmployers