J.P. Morgan is a leading global financial services firm
with assets of $2.1 trillion and operations in more than 60 countries. The firm
is a leader in
We are looking for a candidate with strong statistical and/or economic modeling background to work in the regulatory and economical domain. The candidate would be mainly responsible for developing and implementing models in areas related to Wholesale credit capital requirements and macroeconomic simulation mode. Also participate in all aspects of quantitative activities ranging from model research and prototyping to business support.
Minimum education required: Ph.D. degree or equivalent in Statistics, Economics, Engineering, Operational Research or related quantitative field preferred; Master degree if with at least 2 years of relevant working experience.
Minimum experience required: Financial and/or economical modeling experience preferred.
Minimal skills required:
• Quantitative modeling experience specifically in the credit and/or market risk area for regulatory or economical capital
• Strong data analysis and statistical modeling experience, such as factor models, copula, regression models
• Ability to work with large financial data, statistical data (especially time series) analysis
• Strong programming skills ( Python, R )
The following combinations of the following will be strong plus:
• Numerical algorithms ( root finding, optimization )
• Experience in wholesale risk models, regulatory frameworks, risk analytics
• Experience with large-scale Monte Carlo simulation and High Performance computing ( multi-core, MPI, grid )
• The ability and motivation to take initiative and solve problems independently
• The ability to handle multiple initiatives/projects/work streams simultaneously
Please note that J.P. Morgan will not accept unsolicited approaches or speculative CVs, nor will J.P. Morgan be responsible for any related fees, from Third Party Firms who are not preferred suppliers.
The firm invites all interested and qualified candidates to apply for employment opportunities.
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