Job Description
Job responsibilities
Develop statistical and quantitative risk models for wholesale credit portfolios.
Design, implement, and maintain JPMorgan Chase wholesale credit models, including stress testing and credit reserve requirements; support model backtesting and validation.
Implement efficient numerical algorithms using Python and optimized C libraries.
Build object-oriented software for risk analytics and integrate new models into the Firmwide Forecasting Framework.
Analyze and debug unexpected forecast behaviors to improve accuracy and robustness.
Conduct peer code reviews to elevate quality and performance of the forecasting framework.
Collaborate with model developers and business partners to implement, test, and operationalize forecasting capabilities.
Present progress, findings, and roadmap updates to senior leaders and modeling teams.
Manage...