JP Morgan - Markets Role - CCAR

CCAR, Markets Group

J.P. Morgan's Markets Group (part of CIB Research & Analytics) in Mumbai was set up as an extension of the Firm's global markets teams across regions. It's a growing team covering multiple asset classes within the Markets umbrella - FI /Equities - across geographies. The activities can be broadly bucketed as Sales, Trading & Structuring, Finance and Sales support.

This position is a Quant profile to support the activities of the global Markets Planning & Analysis Group (with presence in New York, Singapore and Mumbai), sitting out of CIB R&A in Mumbai. The incumbent will be working in a team of ten and be responsible for the design, engineering, industrialization and support of the Markets Quantitative Framework for the CCAR/ICAAP regulatory process, while also exploring opportunities to further leverage it into other activities such as the planning and forecast processes, ad hoc analysis for senior management and other strategic initiatives to support the businesses.

The team is based out of L&T office of J.P. Morgan in Powai, Mumbai.

You'll make an impact by:

- Perform in-depth data analysis, using statistical and machine learning techniques, to creatively build predictive or explanatory models

- Devising/improving models on new/existing regression analysis. This includes coding the entire statistical methodology in R, Python

- Translate business needs into quantitative analyses and tools; communicate complex results to senior stakeholders in a clear and precise manner

- Work independently and collaboratively to establish close partnerships with peers across the greater CIB organization and Global Treasury.

- Develop metrics and statistical model prototypes that can be used to drive business decisions.

- Lead and participate in ad-hoc projects as needed by senior management or regulatory initiatives

- Clearly document the code of the tools created; Publish and maintain clear user documentation; Write the official Model documentation and interact with the Model Governance group for review and approval; Ensure full SIT / UAT and Change controls of tools