Apply Now    

CIB QR - Quantitative Research Capital Model Developer - Vice President

Req #: 180037445
Location: New York, NY, US
Job Category: Accounting/Finance/Audit/Risk
Job Description:
JPMorgan Chase & Co. (NYSE: JPM) is a leading global financial services firm with assets of $2.4 trillion and operations worldwide. The Firm is a leader in investment banking, financial services for consumers and small businesses, commercial banking, financial transaction processing, asset management and private equity. A component of the Dow Jones Industrial Average, JPMorgan Chase & Co. serves millions of consumers in the United States and many of the world’s most prominent corporate, institutional and government clients under its J.P. Morgan and Chase brands.
We (CIB/QR Capital Modeling Group) are looking for candidates with strong statistical and/or economic and/or programming background to work in the regulatory and economical domain, specifically related to operational risk. The candidate would be mainly responsible for developing and implementing models in areas related to Basel capital, CCAR, and risk managements.  Also participate in all aspects of quantitative activities including model research, prototyping and implementation.
Minimum education required: Ph.D. degree or equivalent in Economics, Statistics, Computer Science, Mathematical Finance, Operational Research or related quantitative field.

·         Strong problem solving
·         Strong programming skills (one or more languages among Python, C++, R, etc)
·         Quantitative modeling experience
·         Ability to work on details
And certain combinations of the following will be strong plus:
·         Experience in interacting with regulators
·         OpRisk and/or economical Capital experience
·         Deep understanding of statistical methodology and thinking
·         Excellent data analysis and statistical modeling experience
·         Econometrics
·         Numerical algorithms (root finding, optimization, etc)
·         Strong stochastic calculus (SDE, PDE, FE, etc)
Apply Now    
Link for schema

Join our Talent Community

Not ready to apply? Leave your information with us and we will keep you up to date with new career opportunities.

Other Information

Apply Using LinkedIn

You can also apply using your LinkedIn® profile. It may save you some time because your information will be automatically transferred into our system. Just click on the LinkedIn logo when you get to the application screen and follow the directions.

Submit an Updated Résumé

During the application process, be sure you have an up-to-date copy of your Résumé, your cover letter and any other documentation you would like to submit.