Job Description
The Portfolio Risk Modeling team within CCB Risk Modeling group is responsible for end-to-end development of best in class forecasting model suite for Chase credit card portfolios to support stress testing, loss reserve, and business planning exercises.
In this role, you, together with a team of highly-skilled quantitative professionals, will work on a large and cleanly structured codebase designed for large-scale distributed simulation and forecasting. Your expertise in machine learning, time series forecasting, causal inference and computer science will not only ensure us to deliver sophisticated models that are performant and in compliance with regulatory requirements and/or firm wide model risk policies but also enable our models and system run efficiently by writing effective and maintainable code. Additionally, you as a business professional will collaborate with business partners in loss forecasting, finance and technology, effectively communicate model results, analytical fi...
In this role, you, together with a team of highly-skilled quantitative professionals, will work on a large and cleanly structured codebase designed for large-scale distributed simulation and forecasting. Your expertise in machine learning, time series forecasting, causal inference and computer science will not only ensure us to deliver sophisticated models that are performant and in compliance with regulatory requirements and/or firm wide model risk policies but also enable our models and system run efficiently by writing effective and maintainable code. Additionally, you as a business professional will collaborate with business partners in loss forecasting, finance and technology, effectively communicate model results, analytical fi...