Description

Job responsibilities

• Develop statistical and quantitative risk models for wholesale credit portfolios.
• Design, implement, and maintain JPMorgan Chase wholesale credit models, including stress testing and credit reserve requirements; support model backtesting and validation.
• Implement efficient numerical algorithms using Python and optimized C libraries.
• Build object-oriented software for risk analytics and integrate new models into the Firmwide Forecasting Framework.
• Analyze and debug unexpected forecast behaviors to improve accuracy and robustness.
• Conduct peer code reviews to elevate quality and performance of the forecasting framework.
• Collaborate with model developers and business partners to implement, test, and operationalize forecasting capabilities.
• Present progress, findings, and roadmap updates to senior leaders and modeling teams.
• Manage project deliverables, defect remediation, and new feature releases across model development cycles.
• Review, implement, and test technical documentation to ensure clarity and compliance.

Required qualifications, capabilities, and skills

• Bachelor's degree or equivalent education in computer science, data science, mathematics, statistics, financial engineering, or related fields.
• Proficiency in object-oriented programming using C++ and Python.
• Strong knowledge of tools and methods for exploratory data analysis, such as Pandas and NumPy, which leverage efficient low-level C implementations.
• Experience with statistical modeling and Monte Carlo simulation.
• Ability to work with large datasets.
• Experience designing and consuming RESTful APIs for quantitative workflows (credit data, risk calculators, model executions).

Preferred qualifications, capabilities, and skills

• Experience with LLMs, prompt engineering, and AI-based agent coding tools is a plus.

About Us

JPMorganChase, 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. We also make reasonable accommodations for applicants' and employees' religious practices and beliefs, as well as mental health or physical disability needs. Visit our FAQs for more information about requesting an accommodation.

About the Team

J.P. Morgan's Commercial & Investment Bank is a global leader across banking, markets, securities services and payments. Corporations, governments and institutions throughout the world entrust us with their business in more than 100 countries. The Commercial & Investment Bank provides strategic advice, raises capital, manages risk and extends liquidity in markets around the world.