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CIB QR - Quantitative Research - Wholesale Credit Capital Modeling - Quantitative Modeler - Vice President

Company: JPMorgan Chase & Co.
Location: Plano
Posted on: June 6, 2021

Job Description:


J.P. Morgan is a global leader in financial services, offering solutions to the world's most important corporations, governments and institutions in more than 100 countries. The Firm and its Foundation give approximately US 200 million annually to nonprofit organizations around the world. We also lead volunteer service activities for employees in local communities by utilizing our many resources, including those that stem from access to capital, economies of scale, global reach and expertise.


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 investment banking, financial services for consumers, small business and commercial banking, financial transaction processing, asset management and private equity. Information about J. P. Morgan is available at http://www.

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 Physics, Statistics, Econometrics, Engineering, Operational Research or related quantitative field preferred (Strong M.Scs will also be considered)

Minimal skills required:

  • 3+ years of wroking experience
  • Strong quantitative modeling experience in finance or a related field
  • Strong data analysis and statistical modeling, such as regression models, machine learning, predictive and descriptive statistics, factor models, copula
  • Ability to work with large financial data, statistical data (especially time series) analysis
  • Strong programming skills ( Python, R )
  • Strong communication/writing skills

The following combinations of the following will be strong plus:

  • Knowledge in wholesale credit products a strong plus
  • Quantitative modeling experience specifically in the wholesale/retail credit risk area for regulatory exercises (Basel, CCAR, CECL)
  • Numerical algorithms ( root finding, optimization )
  • Familiarity with Linux/Unix systems
  • Experience in wholesale risk models, regulatory frameworks, risk analytics
  • The ability and motivation to take initiative and solve problems independently

Keywords: JPMorgan Chase & Co., Plano , CIB QR - Quantitative Research - Wholesale Credit Capital Modeling - Quantitative Modeler - Vice President, Other , Plano, Texas

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