Senior Associate, Wholesale Credit Risk Quant Research

JPMorgan Chase; Plano (TX); Presencial; USD 110.000 - 170.000; Jornada completa

Descripción de la vacante

JPMorgan Chase is seeking an Associate in Wholesale Credit Risk Quantitative Research to develop and maintain credit risk models used in stress testing and loss forecasting, including CCAR, CECL, and IFRS 9. You will work with large datasets and collaborate across governance, technology, data, and business teams to deliver production-ready solutions.

The role emphasizes quantitative modeling, documentation, and the application of interpretable AI/ML methods with strong controls.

Formación

• Master's or Ph.D. in a quantitative discipline.
• 1+ years of relevant experience.
• Strong foundation in statistical/econometric modeling (GLMs, logistic regression, time-series).
• Experience working with large datasets and data analysis skills.
• Hands-on Python programming.
• Strong problem-solving, communication, and ability to manage multiple workstreams.
• Experience producing technical documentation (including governance/review).

Responsabilidades

• Perform basic credit risk modeling at single-obligor and portfolio levels.
• Support research, development, and enhancement of PD forecasting and rating migration models.
• Analyze large financial/credit/macro datasets; data cleaning and feature construction.
• Perform model testing, monitoring, diagnostics, and validation support analyses.
• Partner with technology teams to maintain model libraries per standards.
• Prepare clear technical documentation for governance and regulatory review requests.
• Apply interpretable AI/ML methods with strong controls and explainability.

Conocimientos

Statistical modeling

Python programming

Data analysis

Communication

Educación

MS/PhD in quantitative field

Descripción del empleo

JPMorgan Chase is seeking an Associate in Wholesale Credit Risk Quantitative Research to develop and maintain credit risk models used in stress testing and loss forecasting, including CCAR, CECL, and IFRS 9. You will work with large datasets and collaborate across governance, technology, data, and business teams to deliver production-ready solutions.

The role emphasizes quantitative modeling, documentation, and the application of interpretable AI/ML methods with strong controls.