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Hiring companyChase Bank
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Wholesale Credit Quantitative Research Analyst
Mumbai,Maharashtra,India Full-time On-site
About the role
Wholesale Credit team at JPMorgan Chase focuses on building quantitative models for credit risk and regulatory stress testing. As a Quantitative Research Analyst you will design and develop PPNR forecasting models, apply statistical techniques, and collaborate with senior researchers and business partners. Based in Mumbai, on-site, you will work with large panel data sets and use Python or R to implement models.
What you’ll do
- Design and develop quantitative credit risk models for regulatory purposes
- Analyze large panel data sets and perform data cleaning
- Apply statistical methods and machine learning techniques to forecasting
- Collaborate with internal partners to align model outcomes with business needs
- Document model assumptions and results for risk reporting
What you’ll bring
- Degree in Engineering, Financial Engineering, Computer Science, Mathematics, Sciences, Statistics or Econometrics
- Strong background in Calculus, Linear Algebra, Probability and Statistics
- Proficiency in Python or R
- Experience with statistical methods such as GLM, time-series, clustering, decision trees
- 1-3 years relevant experience
Skills
Statistical ModelingTime-Series AnalysisPythonRData CleaningCredit RiskRegulatory Modeling
Education
- Engineering
- Financial Engineering
- Computer Science
- Mathematics
- Sciences
- Statistics
- Econometrics