CCB - Vice President Model Monitoring

Job Description

The Quantitative Model Management Team is a diverse and growing team of economists, statisticians, and other analytics professionals, focused on econometric modeling within JPMorgan Chase. We are searching for talented data scientist to join us in solving strategic problems through innovation and collaboration. As a Quantitative Model Management VP at JPMorgan Chase, the candidate will have the opportunity to work on a variety of analytics projects, such as:

• Designing and building the model management framework including model he generation of periodic performance metrics to assess fitness for purpose of a variety of industry leading Statistical, Econometric and Artificial Intelligence / Machine Learning models to solve a variety of business problems ranging from Marketing Analytics to management of Deposit and non-Deposit portfolios
• Examples of model applications include:
  • Predicting how households and businesses respond to changing interest rates and economic conditions
  • Building spatial models to optimize the coverage of Chase s branch network
  • Developing machine learning approaches to predict customer behavior
• Performing periodic (monthly/quarterly) generation of identified model performance measures on assigned models (statistical models as well AI/ML based models)
• Presentation of Model Management reports to senior leadership as well as business and / or operational teams; helping the team and the organization analyze and interpret model performance results and draw actionable insights from the same
• Supporting the entire Model Governance Lifecycle end-to-end: on-board new models, modify details on existing models, retire old models, flag any model governance issues to Controllers as well as leadership
• Providing thought leadership and technical/SME inputs to build a Digital Model Management platform
• Streamlining and/or automation of existing Model Management codes for select models as well as streamlining and/or automation of input data accesses

Role and Responsibilities:

• Manage Working hands-on (~70% of effort) plus mentoring and coaching other resources/juniors/analysts/interns on the team to ensure seamless project delivery (~30% of effort) for the entire Model Management team
• While formal people management responsibilities will not be there initially there is a need to streamline the team as it grows significantly; we are looking for someone senior who can bring in domain, technical, project and stakeholder management skills to support the Team Lead in end to end project delivery and team management
• Working hands on with a variety of programming languages (SAS, R, Python, etc.) as well as dealing with large and complex datasets (including some in Big Data environments)
• Communicating (written as well as verbal) quantitative concepts and results to a range of (technical and non-technical) audiences across the business, including senior leaders
• Collaborating with team members to improve and automate processes

Qualifications:

• TheCandidate should have a Masters (or Ph.D.) in a quantitative field of studywith a solid foundation in two or more of the following areas:
• Statistical and Econometric Theory - Linear and non-Linearmodels
• Time Series and Longitudinal Data Analysis
• Modern Machine Learning and/or Artificial IntelligenceAlgorithms
• Optimization and Operational Research
• The candidate should also be proficient in two or morestatistical programming languages such as R, Python, or SAS.
• Domain experience in BFSI is required.
• Priorexperience in (a) automating input data accesses and (b) automating codes modelperformance reports generation (c) creation of model performance dashboards /UI is a big plus.
• Ownershipattitude, project management and stakeholder management skills, communicationskills, technical skills including the ability to cope with complex AI/MLmodels.
• ShiftTimings - 2pm -11pm IST . This may vary due to business requirements

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Keyskills :
project managementautomationcost controldeliverybig datainterest ratesmachine learningoperations researchmarketing analyticseconometric modelingprogramming languages