JPMorgan Associate – DART Investments & Research Team 

India, Maharashtra, Mumbai 

860380380

Job Responsibilities:

• Act as Quant Lead to assume the ownership of in-house risk model to calculate Product Risk Ranking of diverse Investment Strategies and products.
• Develop a deep understanding of the sophisticated quantitative techniques behind risk models and produce innovative ideas for further enhancements.
• Develop new / enhance existing methodologies with appropriate model parameter calibration, drive the implementation and maintain the model documentation up to date.
• Propose new and redesign existing process flows, models and analytical tools to achieve efficiencies and controls.
• Be up to date with the current markets and leverage the advanced statistical / mathematical techniques to build the contemporary scenarios to capture the potential future risk exposures and remediation.
• Collaborate with Risk, Technology, Supervisory Management, Controls, Governance teams (close collaboration with MRGR team) and drive strategic enhancements of the models as well as measure the periodic client impacts.
• Develop a deep understanding of the investment strategies and products on the platform; take ownership of BAU activities, function as an SME to conduct planned activities and enable the team members towards realizing their full potential.

Required qualifications, capabilities, and skills:

• 8+ years of work experience in Quantitative Research / Analytics, Predictive modelling, Econometrics with focus on Market / Credit Risk modelling. Investment and/or asset & wealth management experience preferred (Broad capital markets experience across asset classes and liquidity types).
• Excellent written and verbal communication skills, with the ability to liaise with internal and external partners including Technology and Model Governance teams.
• Excellent understanding of Capital Markets, Investment / Risk Management domains including diverse investment strategies and allied performance / risk measures along with the calculation methodologies.
• Experience developing, navigating, and interpreting model / investment methodology documentation and understanding of fund strategies / structures.
• Strong quant programming skills with Data Architecture and Scripting capabilities in Python / R / Matlab / VBA with ability to perform quantitative operations swiftly.
• Ability to parse complex tasks and juggle priorities in a highly dynamic professional environment.

Preferred qualifications, capabilities, and skills:

• Advanced education in quantitative focused fields like Engineering, Mathematics, Statistics or Econometrics with certifications like CFA / FRM / CQF preferred.
• Dashboard development experience in RShiny / Streamlit is a plus.
• Ability to thoroughly read research papers and implement the findings / methodologies mentioned in a systematic programming framework is a huge plus.