CTC Modelling Innovation VP
On-site · Mumbai, Maharashtra, India
Job Summary
VP-level role leading credit risk modelling and product development within JPMorgan Chase’s Credit Risk Innovation team. Responsibilities include building, enhancing, and implementing credit risk models (PD, LGD, EAD) for stress testing, risk appetite, IFRS9 and CECL; architecting solutions using Python/PySpark with cloud awareness (AWS/Azure) and front-end frameworks; integrating models into product and portfolio management; partnering across risk managers, product, and tech teams; and applying agile practices to manage backlogs and drive stakeholder adoption. Emphasizes automation with Generative AI/LLMs, data engineering, and modern tech stacks; requires experience in governance and regulatory compliance, strong communication, and ability to translate technical concepts for business stakeholders.
Required Qualifications
- 7+ years’ experience in leading model development, implementation, risk analytics, data science and product development
- Proven experience in developing and execution of credit risk processes for stress testing, risk appetite and IFRS9/CECL, ideally covering both corporate and securitized products
- Advanced Python/PySpark programming skills, with hands-on experience in model implementation and solution development
- Solid understanding of regulatory requirements and credit risk analytics in banking
- Experience designing and delivering analytics products or platforms, including data pipelines and dashboarding
- Hands-on experience with agile frameworks, sprint planning, and backlog management
- Master’s or advanced degree in a quantitative field (e.g., mathematics, statistics, engineering, computer science, finance)
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