07 sep
|
JPMorganChase
|
Buenos Aires
07 sep
JPMorganChase
Buenos Aires
JOB DESCRIPTION
About Wholesale Credit Risk - Forecasting
The WCR Product/Forecasting organization is an expert model, data, product-oriented group in J.P. Morgan, and a leader in financial engineering, data analytics, statistical modeling, and portfolio management. As a general team, Wholesale Credit Risk Forecasting works with quantitative research partners, risk managers and lines of businesses across all products and regions on strategic innovation, inventory and portfolio optimization, and governance of appropriate financial risk controls.
Opportunity
Specific responsibilities include:
- Execute and deliver the quarterly stress and allowance forecasting results with focus on data needs
- Navigate through database and data systems to perform data analysis, segmentation, transformation to prepare various datasets
- Design and develop tools (Python/SQL/Tableau/AI based) to automate data sourcing/analytical processes that assess data quality, data completeness, and readiness for forecasting
- Perform control and reconciliation against deliveries in addition to creating/enhancing formal governance
- Understand the implementation of the forecasting regression models and how they use data for forecasting
- Understand the implementation of the forecasting architecture, systems and dataflow
- Identify issues and streamline data flow from acquisition to results production
- Support the strategic build-out of stress testing workflow/dataflow for future initiatives
- Liaise with partners and LOBs to improve and enhance the forecasting process
- Perform control and reconciliation against deliveries in addition to creating/enhancing formal governance
- BA/BS degree in computers, mathematics, finance or a related field
- Minimum of 3+ years of experience working in a finance organization with data analytics and/or credit risk; knowledge of CCAR/Economic Capital/Stress Testing/Basel in Wholesale Credit Commercial & Industrial and/or commercial real estate is preferred but n
📌 Risk Management (Buenos Aires)
🏢 JPMorganChase
📍 Buenos Aires