Mrgr Var Analyst 502 Mumbai

Year    Mumbai, Maharashtra, India
JPMorgan Chase Bank
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Job Description


Core responsibilities:

The successful candidate will be a member of the Model Risk Group and will be expected to contribute to a variety of review activities within the VaR and Bond space. Typical review activities covered by the group include:

  • Model reviews: evaluate conceptual soundness of model specification; reasonableness of assumptions and reliability of inputs; completeness of testing performed to support the correctness of the implementation; robustness of numerical aspects; suitability and comprehensiveness of performance metrics.
  • Ongoing performance assessment: comparison of model outputs with empirical evidence and/or outputs from model benchmarks.

Essential skills, experience, and qualifications:
  • PhD or equivalent in Applied Mathematics, Physics, Statistics, Engineering or similar.
  • Deep understanding of probability theory, econometrics, statistics, and numerical methods.
  • Experience in dealing with large data sets.
  • Excellent analytical and problem solving abilities.
  • Inquisitive nature, ability to ask right questions and escalate issues.
  • Excellent communication skills (written and verbal).
  • Extensive model development or review experience in VaR (1+ years in a related field).
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.

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Job Detail

  • Job Id
    JD2857478
  • Industry
    Not mentioned
  • Total Positions
    1
  • Job Type:
    Full Time
  • Salary:
    Not mentioned
  • Employment Status
    Permanent
  • Job Location
    Mumbai, Maharashtra, India
  • Education
    Not mentioned
  • Experience
    Year
 
 
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