Modeling Analytics

DESCRIPTION:

Duties: Conduct procedures involved in building and validation of statistical models that capture the firm's portfolio risk to ensure business continuity, and fulfil regulatory compliance and reporting requirements.

Liase between different stakeholders such as Finance, Loss Forecasting, Risk Policy and IT to ensure correct implementation of statistical models and down-stream consumption of model results to aid in making better business decisions, quantify risk overlays and improve forecasting accuracy.

Collaborate with modelers in ongoing model-maintenance activities by utilizing business appropriate fore-casting and modeling techniques.

Review and challenge results of the new models and assist in documentation by providing business inputs.

Impose quality controls and adequate process governance throughout the model life-cycle.

Understand existing data sources, aid in on-going migrations and continue to simplify the complex process of defining, extracting and transforming data consumed by the larger team for accurate centralized reporting, storyboarding results and effectively communicating in-sights to technical and non-technical audiences.

QUALIFICATIONS:

Minimum education and experience required: Master's degree in Business Administration, Statistics, Financial Economics, Economics, or related field of study plus 2 years of experience in the job offered or as a Modeling Analytics, Credit Portfolio Manager, Analytics and Insights Manager, Analyst, or related occupation.

Skills Required: Requires experience in the following: coding in languages including SAS, SQL, C++, VBA, Unix and Python; using analytical tools including SAS EG, AWS cloud, BondStudio, Essbase and Teradata; application of statistical and econometric concepts in forecasting including moving average, time-series analysis, linear and multiple regression models, state transition models, survival models and random forest models; and creating dashboards in visualization tools including Tableau and Excel Power Pivot Tables.

Job Location: 201 North Walnut Street, Wilmington, DE 19801.

Telecommuting permitted up to 40% of the week.

Chase is a leading financial services firm, helping nearly half of America's households and small businesses achieve their financial goals through a broad range of financial products.

Our mission is to create engaged, lifelong relationships and put our customers at the heart of everything we do.

We also help small businesses, nonprofits and cities grow, delivering solutions to solve all their financial needs.

We offer a competitive total rewards package including base salary determined based on the role, experience, skill set, and location.

For those in eligible roles, discretionary incentive compensation which may be awarded in recognition of individual achievements and contributions.

We also offer a range of benefits and programs to meet employee needs, based on eligibility.

These benefits include comprehensive health care coverage, o...