Description If you are an individual with strong communication and quantitative skills then apply and join our team in the European Entity. This is an opportunity to work in a highly international environment with main collaboration partners in New York, London, Mumbai, Paris and Luxemburg. As a Credit Risk Modelling Analyst / Associate within the Risk Management team, you will be involved in macro as well as micro-economic concepts, risk drivers, global/local risk scenarios and the diversity of business present in JP Morgan SE. You will be a part of the team, which is the legal entity owner of the IFRS credit model and works on model and stress topics for wholesale credit. Job responsibilities Perform IFRS modelling topics and allowance calculation Interact with firmwide modelling teams, local risk management and finance function and the regulator Improve existing risk models Leverage the firm’s infrastructure to perform quantitative analysis on the JP Morgan SE portfolio Analyze the implications of firmwide solutions as well as the appropriateness for the local portfolio Work on the delivery of Stress test exercises Cooperate closely with quantitative research teams around the globe Present the results and risk analysis to senior management Required qualifications, capabilities, and skills Master’s in Statistics, Data Analytics, Economics, Math, Computer Science or equivalent discipline Proficiency in Python An understanding of SQL, data manipulation and extraction Strong interpersonal skills in communication as well as collaboration Deep understanding of statistical methods and modelling approaches Strong quantitative, analytical and problem solving skills Eagerness to learn about Credit Risk, Risk Parameters, Regulatory and Accounting concepts Preferred qualifications, capabilities, and skills First working experiences in modelling / credit risk Data Visualization tools like Tableau, Qlik View, Power BI etc. Knowledge on IFRS 9 credit risk topics Experience with banking regulation