Job summary
Join J.P. Morgan Asset Management on a strategic multi-year program to enhance the firm’s front-to-back derivatives product capabilities across Rates, Credit, Equities, FX and Commodities. Your role is to lead the vision and development of derivatives data architecture front-to-back. You will develop and shape the strategic target operating model, gaining unique insight across all lines of businesses and asset classes with exposure to senior stakeholders across all product lines. The team is based across London, New York and Hong Kong.
Job responsibilities
- Analyse, design and enhance the strategic derivatives complex data flows, representation and interfaces across the front-to-back, ensuring target state consistency from portfolio implementation to trading to investment book of record (IBOR).
- Develop collaborative partnerships with portfolio management, trading, technology, operations, risk and quant teams to ensure business data requirements are fully specified for data models and dictionaries, driving appropriate prioritisation with agreed deliverables and timeframes.
- Drive the development and implementation of unified data structures and views on the derivatives platform with cross-functional teams, accommodating increased usage of derivatives.
- Develop detailed understanding of current and target state derivatives platform workflow, capabilities, operating model and architecture.
Required qualifications, capabilities and skills
- Proven experience designing and integrating derivatives data (instrument, price, analytics and reference) across front-to-back systems.
- Experience and knowledge of multi-asset derivatives markets, data domains and the role of IBOR in supporting investment decisions.
- Proven ability to independently manage and oversee implementation with business and technology teams and other support functions.
- Experience of delivering large-scale platform transformation initiatives, with strong project management expertise, collaborating with global functional teams.
- Leading and managing senior stakeholder buy-in, with strong influencing and credible communication skills.
Preferred qualifications, capabilities and skills
- Minimum 5 years’ relevant derivatives experience, working at an Asset Manager or Tier 1 Investment Bank.
- Degree-level qualification or equivalent in a STEM discipline (Science, Technology, Engineering, Mathematics).