Senior Associate - Quant Modeling
MumbaiFull-time5–9 yrsPosted 2 weeks ago
Senior data science role at JPMorgan Chase in Mumbai. Needs 5+ years and a PhD.
About the role
As a Portfolio Risk Modeling Senior Associate within Consumer & Community Banking Risk Management, you will support critical statistical development projects and related analysis. You will design, develop, test, and validate statistical models for risk weight calculation, risk forecasting, and model performance monitoring.
What you'll do
- Design statistical models for risk weight calculation, risk forecasting, and model performance monitoring
- Develop statistical models and related analytics to support critical development projects
- Test models and supporting code to ensure accuracy and stability
- Validate models and monitoring approaches, including documenting model performance
- Perform data extraction, sampling, and statistical analyses using techniques such as logistic regression, multinomial regression, multivariate analysis
What you need
- Machine learning
- Python
- Statistics
- AWS
- R
- Spark
Good to have
- IFRS