JPMorgan Machine Learning Scientist - Time Series & 

United Kingdom, England, London 

360468060

As a Machine Learning Scientist in the Time Series Reinforcement Learning team, you will apply sophisticated machine learning methods to banking applications including risk assessment, trading models, customer relationship management, and pricing models. Machine learning techniques will include feed-forward, recurrent, recursive and convolutional neural networks, maximum entropy models, and other algorithms related to time series analysis and supervised learning. We will rely on your research and work experience to help us implement intelligent and practical algorithms at scale. You will have a deep understanding of the various techniques, models and cutting edge practices in machine learning and will have insight into what works best in real-world situations. You will be at the centre of prescribing, designing and building mission-critical solutions.

Job responsibilities

• Research and explore new machine learning methods through independent study, attending industry-leading conferences, experimentation and participating in our knowledge sharing community
• Develop state-of-the art machine learning models to solve real-world problems and apply them to tasks such as time-series predictions, market modelling, and decision optimization
• Collaborate with multiple partner teams such as Business, Technology, Product Management, Legal, Compliance, Strategy and Business Management to deploy solutions into production

Required qualifications, capabilities and skills

• Ph.D. or in the last year of a Ph.D. program in machine learning, statistics, mathematics, computer science, economics, finance, science, engineering, or other quantitative fields
• Knowledge of machine learning / data science theory, techniques, and tools
• Scientific thinking, ability to work with literature and the ability to implement complex projects
• Ability to understand business problems, study literature for a solution approach, write high quality code for the chosen method, design training and experimentation to validate the algorithms and implementation, and to evaluate intrinsic and extrinsic metrics for model performance aligned with business goals
• Solid written and spoken communication to effectively communicate technical concepts and results to both technical and business audiences
• Ability to work both independently and in highly collaborative team environments
• Excellent analytical, quantitative, and problem-solving skills and demonstrated research ability
• Curious, hardworking, detail-oriented and motivated by complex analytical problems

Preferred qualifications, capabilities and skills

• Knowledge of Financial Mathematics, Stochastic Calculus, Bayesian techniques, Statistics, State-Space models, MCMC, DSGE models, MCTS / distributed compute, NLP, accounting
• Knowledge and experience with Reinforcement Learning methods
• Knowledge of Python, Tensorflow, tf-agent, Ray, RLLib, Tune, or other ML frameworks
• Experience with any of OOP, graph-based computation engines, large scale software development, C++/Java/CUDA, performance focused implementations, numerical algorithms, distributed computing, cloud computing, data transformation pipelines
• Familiarity with continuous integration models and unit test development
• Published research in areas of natural language processing, speech recognition, reinforcement learning, or deep learning at a major conference or journal
• Strong passion for machine learning and habits to invest independent time towards learning, researching, and experimenting with innovations across a variety of fields

About MLCOE

. To learn about how we're using AI/ML to drive transformational change, please read this blog: