أقسام الوصول السريع (مربع البحث)

📁 آخر الأخبار

Quant Modeling Assoc, CCB Risk – Portfolio Risk Modeling India

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🏢 الشركة:JP Morgan Chase
📅 تاريخ النشر:قبل 21 دقيقة
💼 نوع الوظيفة:غير محدد
🎓 المؤهلات:غير محدد
💼 الخبرة:None
💰 الراتب:غير محدد
📍 الموقع:الهند
⏰ ساعات العمل:غير محدد
🔢 عدد الشواغر:غير محدد
👥 عدد المتقدمين:غير محدد
🔧 المهارات المطلوبة:None
🎁 المزايا:غير محدد
📩 طريقة التقديم:غير محدد
⏳ آخر موعد للتقديم:غير محدد
🌍 الدولة:None
🏙️ الولاية:None
🏙️ المدينة:الهند
🗂️ فئة الوظيفة:خدمات الدعم التجاري الأخرى, غير محدد
📚 مجال التخصص:None
📞 أرقام الهاتف:None
✉️ البريد الإلكتروني:None


Design, develop, test, and validate statistical models for risk weight calculation, risk forecast and model performance monitoring.

Utilizing graduate-level research and analytical skills to perform data extraction, sampling, and statistical analyses using logistic regression, multinomial regression, multivariate analysis, discriminant analysis, time series analysis, panel data analysis, etc.

Efficiently design and produce programs to streamline and create repeatable procedures for model development, validation, and reporting.

Proactively communicate and collaborate with line of business partners and model end-users to analyze and meet analysis and reporting needs.

3+ years’ statistical modeling experience in the financial services industry; Knowledge of regulatory modeling (IFRS9 / CECL / CCAR / Basel) preferred.

Proficiency in advanced analytical languages such as SAS (Preferred), R, Python.

A Master’s or Ph.D. Degree in a technical or quantitative field such as Statistics, Economics, Finance, Mathematics, Computer Science, Engineering, or Information Technology.

Strong analytical and problem-solving skills

Strong organization and time management skills. Must have the ability to deliver high-quality results under tight deadlines.

Strong multi-tasking skills with demonstrated ability to manage expectations and deliver results.

Strong communication skills.


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