Head of CCB Auto and Business Banking Portfolio Risk Modeling
Company: JPMorganChase
Location: Plano
Posted on: April 1, 2026
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Job Description:
Description Lead a global team of quantitative experts to
design, deliver, and govern best?in?class predictive models that
power valuation, credit reserving, stress testing, budgeting, and
risk assessment for CCB’s Auto and Business Banking lending
portfolios. You will own the end?to?end modeling lifecycle and
translate model insights into actions that shape portfolio strategy
and risk outcomes. The CCB Portfolio Risk Modeling Center of
Excellence brings together economists, statisticians,
mathematicians, and analytics professionals to quantify and manage
lending risks across Consumer & Community Banking. The team applies
advanced methods to one of the world’s largest consumer lending
datasets, partnering across JPMC to assess, measure, and manage
critical risks across CCB portfolios. Job Responsibilities Lead and
develop a high?performing global team building predictive risk
models for CCB’s Auto and Business Banking lending portfolios. Own
the end?to?end modeling lifecycle (data sourcing, design,
estimation, validation readiness, implementation, deployment,
performance monitoring, and periodic recalibration). Ensure
compliance with Firmwide model risk management standards and
applicable regulatory expectations (e.g., SR 11?7/OCC 2011?12),
with strong documentation, controls, and audit readiness. Deliver
clear, decision?useful insights based on models and scenario
analyses that inform credit strategy, reserving (e.g., CECL),
stress testing, portfolio valuation, and budgeting. Advance the
modeling roadmap by modernizing data pipelines, feature
engineering, and model operations practices; drive process
efficiency and reproducibility. Partner with Product, Risk,
Finance, Technology, and Model Risk teams to align models with
business objectives and ensure robust change management and
governance. Establish model monitoring frameworks, performance
thresholds, and action plans; proactively identify model, data, or
process risks and drive remediation. Recruit, mentor, and retain
talent; promote a culture of scientific rigor, delivery excellence,
and inclusive leadership. Required qualifications, Capabilities,
and Skills Ph.D. (or comparable advanced degree) in Economics,
Statistics, Operations Research, Mathematics, or a related
quantitative field; or equivalent experience. 10 years building and
deploying predictive risk models for consumer lending portfolios,
with deep domain knowledge in auto and business banking credit. 5
years leading and developing high?performing quantitative teams.
Expertise across advanced modeling methods (e.g., parametric and
non?parametric regression, time series, survival/PD?LGD?EAD
frameworks, machine learning). Proficiency in Python and/or R;
familiarity with SAS; strong SQL and experience with large?scale
datasets. Demonstrated ability to communicate complex analytics
succinctly and influence senior stakeholders. Strong analytical
judgment and problem solving; track record of improving processes
and controls. Preferred qualifications, Capabilities, and Skills
Experience with CECL/allowance modeling, capital stress testing,
and scenario design. Familiarity with model risk governance,
validation expectations, and audit processes. Experience with
modern data and model operations tooling (e.g., Spark, Git, CI/CD,
workflow orchestration) and collaboration with
Technology/Engineering teams. Exposure to cloud?based analytics
environments and secure model deployment at scale.
Keywords: JPMorganChase, Irving , Head of CCB Auto and Business Banking Portfolio Risk Modeling, Accounting, Auditing , Plano, Texas
