JPMorgan Risk Management - Market Average Daily 

United States, New Jersey, Jersey City 

328550887

Job Responsibilities

• Develop and enhance a robust analytics framework and infrastructure for ADTV time series data for financial instruments across multiple asset classes
• Research and develop next-generation outlier and variance detection methodologies
• Build outlier detection and missing data imputation tools, employing statistical tests and analyze their performance
• Industrialize and automate the Average Daily Trading Volume production process
• Design and develop a scalable framework that can easily onboard new data source while adapting to evolving analytics needs
• Create, maintain and enhance APIs and statistical tools used for time series data management and visualization
• Develop and implement front-end analytics and applications to deliver end-to-end market data solutions
• Review code changes of team members and provide framework related guidance
• Lead project and working group meetings with well-defined agenda and drive project deliveries with multiple stakeholders
• Liaise and collaborate with various functions including peer Market Risk Coverage, Credit Risk and Technology partners
• Facilitate periodic audit processes to ensure compliance with regulatory bodies

Required qualifications, capabilities, and skills

• Bachelor's degree in a quantitative field
• 5+ years of expertise in Python, knowledge of object-oriented programming (OOP) and experience with Numpy and Pandas
• Experience in end-to-end delivery of cross functional projects
• Ability to perform code optimization, debugging and reverse engineering
• Experience in analyzing large and unstructured datasets
• Knowledge of financial instruments and risk management principles
• Strong analytical skills with a keen attention to detail
• Ability to independently problem solve and take ownership for delivery
• Ability to think critically and adapt to rapidly changing requirements
• Excellent verbal/written communication skills and proficiency in technical documentation
• Enthusiasm for knowledge sharing and ability to collaborate effectively

Preferred qualifications, capabilities, and skills

• Advanced degree in Financial Engineering, Computer Science, or related quantitative field
• Knowledge of front-end technologies like React, JS, HTML and integration with large data sets
• Proficient in Microsoft Excel, using advanced formulas, pivot tables, etc.
• Strategic and creative thinker when faced with problems and opportunities
• Ability to understand business processes and their risk implications, analyze complex situations, reach appropriate conclusions and make feasible recommendations
• Chartered Financial Analyst or Financial Risk Manager qualifications preferred