Opis oferty

Treasury Resolution Stress Testing Model Developer- Senior Associate w Warszawa, Polska

JP Morgan Chase

Warszawa, Polska

35 dni temu

Your responsibilities

Assist with model development and maintenance for the Commercial and Investment Banking Recovery & Resolution suite.
Conduct in-depth analysis of quantitative models, including data, assumptions, methodologies, and outputs.
Identify model limitations and potential risk drivers.
Partner with Finance teams to develop packaging and unwinding methodologies.
Create accurate and sustainable modeling frameworks; strong implementation structures are key.
Confidently explain results and keep senior stakeholders informed through regular presentations.
Challenge pre-existing modeling assumptions to improve the process.
Serve as a counterweight and primary contact for Model Risk.
Use analytical tools, including Python, to support and enhance model development, testing, and documentation workflows.

4+ years of experience in model development, review, or testing.
Strong understanding of modeling best practices, including model success criteria, documentation, and implementation.
Strong prioritization skills, with the ability to manage a portfolio of work across multiple models.
Self-motivated and well-organized, with the ability to solve problems independently.
Ability to communicate clearly, from discussing detailed modeling methodologies with Model Risk to summarizing approaches and key information for senior management.
Comfortable performing detailed independent analysis and coordinating input from others.
Comfortable coding in Python to analyze models and support enhancements work.

Experience in derivatives pricing, securities, secured funding, market/counterparty risk, or valuations.
Technical skills, including Tableau or Alteryx.

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