Wholesale Credit Grading -VP

Bring your expertise to JPMorganChase. As part of Risk Management and Compliance, you’ll help keep the firm strong and resilient by anticipating emerging risks and applying sound judgment to solve real-world challenges for our company, customers, and communities. Our culture values curiosity, challenging the status quo, and striving to be best-in-class. As a member of the Quantitative Research team for Wholesale Credit Risk Modeling, you will work alongside experienced researchers and business partners, deepening both your quantitative toolkit and your business acumen.

What you’ll do

• Build and own wholesale credit rating models end-to-end (PD/LGD/EAD, rating transitions) supporting credit business, CCAR and CECL, with rigorous back testing, monitoring, and model governance.

  
  

• Apply stats/econometrics and targeted AI/ML for forecasting, risk monitoring, and explain ability; product ionize with robust data pipelines and controls in partnership with Data/Tech.

  
  

• Prepare clear, comprehensive documentation for regulatory and internal reviews; present results and model impacts to senior risk committees.

  
  

Required qualifications, capabilities, and skills

• Quantitative degree (Engineering, Financial Engineering, Computer Science, Mathematics, Statistics, Econometrics).

  
  

• Strong applied statistics/econometrics (GLMs, logistic regression, time series; familiarity with trees/clustering.