At JPMorgan, we are not looking for job seekers. We seek change makers who want to make an impact!!

As a Quant Modeling Lead within the Portfolio Risk Modeling team, you will play a pivotal role in designing, developing, testing, and validating statistical models for credit loss and P&L forecasting, specifically supporting the bank’s home lending portfolio. This position requires a strategic lead who can effectively collaborate with business stakeholders, conduct in-depth research to address key business questions, and provide insightful analyses and recommendations to senior management.

Job Responsibilities:

Lead the design, development, testing, and validation of statistical models for credit loss and P&L forecasting. Ensure models are robust, accurate, and aligned with business objectives.Foster strong partnerships with business stakeholders to understand their needs and ensure model outputs are actionable and support strategic decision-making.Conduct comprehensive research to address business questions, leveraging advanced modeling techniques and industry best practices and provide clear explanations and intuitive insights to support business decisions.Oversee the entire model development process, including data exploration, data pipeline development, quality control, model implementation, performance monitoring, and calibration.Collaborate with technology teams to support firm-wide technology enhancements and ensure seamless integration of models into existing systems.

Required qualifications, capabilities and skills:

At least 5 years of statistical modeling experience in the financial industry, with a preference for knowledge in regulatory modeling (CCAR, CECL, Basel) and mortgage industry.Strong skills in statistical software and programming languages, including Python, Spark, R, or SAS.Master's or Ph.D. in a quantitative discipline such as Statistics, Economics, Finance, Mathematics, or related fields.Strong analytical, interpretive, and problem-solving abilities, with the capacity to synthesize diverse information and develop strategic recommendations.Excellent communication and interpersonal skills, capable of engaging effectively with stakeholders at all levels.Demonstrated ability to work independently, manage projects, and meet deadlines efficiently.