Risk Management - Quantitative Modeling - Vice President

Bring your expertise to JPMorganChase.

As part of Risk Management and Compliance, you are at the center of keeping JPMorgan Chase strong and resilient.

You help the firm grow its business in a responsible way by anticipating new and emerging risks, and using your expert judgement to solve real-world challenges that impact our company, customers and communities.

Our culture in Risk Management and Compliance is all about thinking outside the box, challenging the status quo and striving to be best-in-class

As a Quantitative Modeling Vice President on the Quantitative Research (QR) Wholesale Data team, you will be responsible for the design and development of applications.

Our team provides excellent exposure on Credit Risk, Basel regulations, CECL/IFRS9 forecasting and stress forecasting.

The team works across the Wholesale bank and is closely aligned with firm-wide partners including Quantitative Research, Finance, Model Risk Governance, Chief Data Office, Technology and the Regulatory Capital Management Office.

Job Responsibilities


* Develop frameworks to ensure cross-platform data and logic consistency and optimization and write code to enrich and transform data sets to produce output that will help to advance wholesale credit risk management (Application Design and Development)


* Work across the entire SDLC, including planning, analysis, development, and testing of new applications and enhancements to existing applications.

Ensure adherence to best practices and standards throughout the development process (Software Development Life Cycle)


* Perform data analysis to support model development and analytics and collaborate with risk modelers to ensure data integrity and accuracy in model outputs (Data Analysis and Model Support)


* Liaise with various lines of business and risk modelers to thoroughly understand various models for BASEL, CCAR, CECL and other credit risk models.

Ensure alignment with regulatory requirements and internal governance standards (Business Liaison and Model Understanding)


* Define data models, metadata, and data dictionary that will enable data analysis and analytical explorations.

Implement data governance practices to ensure data quality, consistency, and compliance with organizational policies (Data Governance and Management)


* Establish and maintain control frameworks to ensure compliance with regulatory requirements and internal policies.

Conduct regular reviews and audits to identify and mitigate risks associated with data handling and application development.

Proactively identify opportunities for process improvements to enhance governance and control frameworks within the organization (Control and Compliance)


* Perform user acceptance testing and deliver demos to stakeholders using SQL queries or Python scripts.

Gather feedback and ensure that applications meet user needs and governance standards (User Acceptance Testing and Stakeholder Engagement)

Required Qualifications, C...