
Quant Analytics – Associate
at J.P. Morgan
Posted 17 hours ago
No clicks
- Compensation
- Not specified
- City
- Bengaluru
- Country
- India
Currency: Not specified
Join the MIS and Platforms team to run and enhance mortgage stress testing (CCAR) and CECL reserve models, produce analytics and reports, and present results to management. You will design data extraction pipelines, mine large structured and unstructured datasets, and perform exploratory and regression analysis using Python, Spark, SQL and other tools. The role requires translating model outputs into clear visualizations and storytelling for credit risk leadership and collaborating with stress testing and finance teams to refine forecast frameworks.
Location: Bengaluru, Karnataka, India
You are a strategic thinker passionate about driving solutions in Analytics and Data Science (CECL an CCAR Modelling) . You have found the right team.
As a Quant Analytics – Associate within our MIS and Platforms team, you will spend each day defining, refining and delivering set goals for our firm.
Job Responsibilities:
- Scope, prioritize and co-ordinate activities with Credit CFO Finance Team .
- Run the quarterly mortgage stress testing model (e.g., CCAR), create associated reporting & analytics, and present results to management
- Run quarterly CECL reserve setting model and analyze key drivers of quarter-over-quarter variances
- Perform ad-hoc analysis and gain comfort in credit costs results for credit risk leadership team and understand and explain modeled results from mortgage credit analytics
- Interact actively with the stress testing model team to understand, develop and enhance forecast frameworks for the mortgage business
- Design and develop datamining queries from large data sets (Both Structured and Unstructured) including Big Data . Experienced in conversion of data into information.
- Be proficient in Visualization and storytelling which can make an impact to the business .
Required qualifications, capabilities and skills
- Self-starter, attention to details and results orientated, able to work under minimal guidance.
- Uses pertinent data and facts to identify and solve a range of problems within area of expertise.
- Proficient in stress testing models/methodologies and CCAR scenario forecast.
- Hands on experience with pandas and Spark/PySQL stack. Experience on building data extraction pipelines and working with large data sets in a big data environment
- Experienced on SQL (Snowflake, Databricks), Python, MATLAB, R and Tableau
- Having mandatory experience in exploratory and regression data analysis
- Advanced degree in a quantitative discipline (e.g. Economics, Finance, Statistics). Different field of study, with significant professional experience in Analytics(CCAR/CCEL Modelling) is acceptable
- Proficiency in Microsoft Word, Excel, PowerPoint, to clearly present analytical findings
- Experience Required: 3+ years with exposure to Fixed Income and/or Credit .
Preferred qualifications, capabilities and skills
- Excellent communication skills – both written and oral – with the ability to communicate clearly and confidently with all levels of management
- Strong collaborative, teamwork ethic
- Utilize judgment and discretion in working with highly confidential information




