JPMorgan Chase

Position Title/Short Description

Full Text of JOE Listing:

As a Quant Modeling Lead within the Portfolio Modeling team, you will play a pivotal role in designing, developing, testing, and validating statistical and machine learning models for credit loss and P&L forecasting, specifically supporting the bank’s home lending portfolio. This position requires a strategic lead who can effectively collaborate with business stakeholders, conduct in-depth research to address key business questions, and provide insightful analyses and recommendations to senior management.

Qualifications:
- 5 years of statistical modeling experience in the financial industry
- Strong skills in statistical and programming languages, such as Python, Spark, R, or SAS.
- Master's or Ph.D. in a quantitative discipline such as Economics, Statistics, Finance, Mathematics, or related fields.
- Strong analytical, interpretive, and problem-solving abilities, with the capacity to synthesize diverse information and develop strategic recommendations.
- Excellent communication and interpersonal skills, capable of engaging effectively with stakeholders at all levels.
- Demonstrated ability to work independently, manage projects, and meet deadlines efficiently