JPMorgan Quantitative Research – Wholesale Credit Implementation Vice President 

India, Maharashtra, Mumbai 

583498379

As an experienced Quantitative Research Developer you will lead the Quantitative Research team supporting Wholesale Credit Implementation in Mumbai, India. The Wholesale Credit Implementation QR team's mission is to design, implement, deliver and support the firm’s Wholesale Credit Stress (CCAR, Risk Appetite) and Loan loss reserves (CECL) models.

Job Responsibilities

• Work on the design and implementation state of the art forecast and valuation models in Wholesale Credit. She/He will be responsible for development, enhancement and support of our valuation and forecasting modeling frameworks and their delivery via our library. Focus will be on the end-to-end analytics infrastructure aspects.
• Engage with a variety of senior stakeholders including global leads, experienced modellers, business partners as well as technology across the deliverables
• Work with technology and the business on the implementation and integration of models into the firms delivery platforms.
• Understand the technical side of the platforms and partner to design and implement solutions that work well for the group’s quantitative models as well as are highly scalable.
• Work on designing, implementing, testing, releasing and supporting the groups analytics library.
• Work on the design and implementation of the firm’s next generation stress and risk analytics platform for Wholesale Credit alongside Technology and the Business.
• Provide leadership to the team locally

Required qualifications, capabilities, and skills

• You have a Bachelor’s or Master’s degree in Engineering, Mathematics, Physics, Computer Science, etc.
• You have strong quantitative programming skills in Python; C++
• You are experienced at Core software frameworks design and development
• 7+ years of relevant work experience as a quantitative developer
• You demonstrate quantitative and problem-solving skills and is adept at applying them to model or quantitative implementations
• You are well versed with functional and numerical testing through entire model development software cycle
• You have attentive to detail and easily adaptable
• You are enthusiastic about knowledge sharing and collaboration
• You have strong interpersonal skills – you listen and communicate in a direct, succinct manner;
• You are proficient working in a Linux/UNIX environment

Preferred qualifications, capabilities, and skills

• Experience implementing analytics frameworks in finance
• Experience with improving performance of Python applications and performance profiling
• Experience with parallel computing and/or GPU
• Experience implementing solutions using AWS, AI/ML related projects would be preferred
• Experience with source control, automated build/test systems, code coverage, unit testing and release processes
• Experience implementing, integrating and deploying financial models end-to-end
• Proven ability to develop collaborative relationships with key internal partners to achieve objectives and prioritizations