Job Description

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CCB Risk- BASEL Capital Quantitative Modeling - Vice President

JP Morgan Chase is a leading global financial services firm with operations worldwide. The firm is a leader in investment banking, financial services for consumers and small business, commercial banking, financial transaction processing, and asset management. A component of the Dow Jones Industrial Average, JPMorgan Chase & Co. serves millions of consumers in the United States and many of the world's most prominent corporate, institutional and government clients under its J.P. Morgan and Chase brands. Information about JPMorgan Chase & Co. is available at .

Our Firmwide Risk Function is focused on cultivating a stronger, unified culture that embraces a sense of personal accountability for developing the highest corporate standards in governance and controls across the firm. Business priorities are built around the need to strengthen and guard the firm from the many risks we face, financial rigor, risk discipline, fostering a transparent culture and doing the right thing in every situation. We are equally focused on nurturing talent, respecting the diverse experiences that our team of Risk professionals bring and embracing an inclusive environment.

Chase Consumer & Community Banking serves consumers and small businesses with a broad range of financial services, including personal banking, small business banking and lending, mortgages, credit cards, payments, auto finance and investment advice. Consumer & Community Banking Risk Management partners with each CCB sub-line of business to identify, assess, prioritize and remediate risk. Types of risk that occur in consumer businesses include fraud, reputation, operational, credit, market and regulatory, among others.

CCB-Risk Consumer Basel Capital Modeling and Analysis- Vice President

The Vice President of Basel Capital Modeling and Analysis will be a model manager and team leader of the Consumer Capital Modeling and Analysis team expected to support critical modeling projects and related analysis. The incumbent candidate will have the following roles and responsibilities:

• The candidate will provide leadership and technical expertise to deliver credit risk models.
• Drive data collection and proper usage, model development, and implementation efforts partnering with modeling's credit risk partners across the firm.
• Provide capital pricing analysis support to LOBs.
• Assume leadership responsibility for quality control function of their team, assuring accurate and appropriate model development, quantification, and implementation of capital models.
• Involved in development of benchmark models
• Efficiently design and produce programs to streamline and create repeatable procedures for data extraction, processing, cleansing, auditing, and reporting.
• Proactively communicate and collaborate with line of business partners and model end-users to analyze and meet data needs.

Qualifications:

• Minimum 10+ years of experience in Model development for Financial Services.
• 10+ years' experience utilizing SQL in a relational database environment such as DB2, Oracle, or Teradata
• 10+ years in the financial services industry; experience in Regulatory Capital, Federal Reserve Comprehensive Capital Analysis and Review (CCAR) a plus
• A Master's or Ph.D. Degree in a technical or quantitative field such as Computer Science, Engineering, Information Technology, Statistics, Business, Finance, or Mathematics.
• Experience in developing, implementing, and testing loan-level loss forecasting models and credit risk models within financial institutions.
• Must possess the ability to deliver high-quality results under tight deadlines and be comfortable with the manipulation and summarization of large quantities of data.
• A background in SAS skills, especially in modules such as SAS/Base, SAS/STAT, SAS/Macro, data mining and simulation because SAS is heavily employed in creating data sets, ad hoc analysis and modeling.
• SQL, Python, R, and other programming languages a plus.
• Experience managing US stakeholders and mid-sized teams.
• Excellent oral and written communication skills.
• Must be able to make contributions to the group's knowledge base by proposing new and creative ways for approaching problems and projects

About Us:

JPMorgan Chase & Co., one of the oldest financial institutions, offers innovative financial solutions to millions of consumers, small businesses and many of the world's most prominent corporate, institutional and government clients under the J.P. Morgan and Chase brands. Our history spans over 200 years and today we are a leader in investment banking, consumer and small business banking, commercial banking, financial transaction processing and asset management.

We recognize that our people are our strength and the diverse talents they bring to our global workforce are directly linked to our success. We are an equal opportunity employer and place a high value on diversity and inclusion at our company. We do not discriminate on the basis of any protected attribute, including race, religion, color, national origin, gender, sexual orientation, gender identity, gender expression, age, marital or veteran status, pregnancy or disability, or any other basis protected under applicable law. In accordance with applicable law, we make reasonable accommodations for applicants' and employees' religious practices and beliefs, as well as any mental health or physical disability needs.

About the Team:

Our Consumer & Community Banking division serves our Chase customers through a range of financial services, including personal banking, credit cards, mortgages, auto financing, investment advice, small business loans and payment processing. We're proud to lead the U.S. in credit card sales and deposit growth and have the most-used digital solutions - all while ranking first in customer satisfaction.

The CCB Data & Analytics team responsibly leverages data across Chase to build competitive advantages for the businesses while providing value and protection for customers. The team encompasses a variety of disciplines from data governance and strategy to reporting, data science and machine learning. We have a strong partnership with Technology, which provides cutting edge data and analytics infrastructure. The team powers Chase with insights to create the best customer and business outcomes.