Quant Modeling Assoc
This role is for a Quant Modeling Associate within the Portfolio Risk Modeling team at J.P. Morgan. The position focuses on developing regulatory models and executing model surveillance to support compliance and risk assessment. Candidates will utilize various risk modeling and forecasting methods to generate business insights. The role sits within the Consumer & Community Banking Data & Analytics organization.
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Experience
Experience not specified
Function
Finance
Work mode
Onsite, India
Company
Tier 1
What you will work on
This role is for a Quant Modeling Associate within the Portfolio Risk Modeling team at J.P. Morgan. The position focuses on developing regulatory models and executing model surveillance to support compliance and risk assessment. Candidates will utilize various risk modeling and forecasting methods to generate business insights. The role sits within the Consumer & Community Banking Data & Analytics organization.
TAL's take
Role at a premier tier-1 global financial institution involving core regulatory and risk modeling responsibilities.
The JD clearly defines the team and core responsibilities, but lacks specific technical stack details.
Must haves
- Expertise in methods and metrics for risk model performance assessment
- Experience in regulatory modeling and forecasting methods
- Ability to execute and prepare model surveillance
- Capability to provide insights for regulatory requirements
About the company
J.P. Morgan is a premier global financial institution and industry leader.
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