Risk Management -Wholesale Credit Risk Associate

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.

• 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).

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