CB
Hiring companyChase Bank
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Wholesale Credit Grading VP
Mumbai,Maharashtra,India Full-time On-site
About the role
Quantitative Research team for Wholesale Credit Risk Modeling at JPMorgan Chase builds end‑to‑end wholesale credit rating models (PD/LGD/EAD, rating transitions) supporting credit business, CCAR and CECL. The VP leads model development, applies advanced statistics, econometrics and AI/ML, and prepares regulatory documentation for senior risk committees. Mumbai, India, on‑site.
What you’ll do
- Build and own wholesale credit rating models end‑to‑end
- Apply stats/econometrics and AI/ML for forecasting and risk monitoring
- Develop data pipelines and controls with Data/Tech partners
- Prepare documentation for regulatory and internal reviews
- Present model results to senior risk committees
What you’ll bring
- 4+ years relevant experience
- Hands‑on Python with version control and testing
- Strong applied statistics/econometrics (GLMs, logistic regression, time series)
- Experience with ML and generative AI
- Experience with large‑scale panel datasets and feature engineering
- Foundational credit risk modeling knowledge
- Experience building wholesale credit rating models
Skills
PythonStatisticsEconometricsMachine LearningCredit Risk ModelingData PipelinesRegulatory Documentation
Education
Quantitative degree (Engineering, Financial Engineering, Computer Science, Mathematics, Statistics, Econometrics)