Quantitative Research – Market Risk QR: Time Series Analytics – Analyst/Associate

Quantitative Research – Market Risk QR: Time Series Analytics – Analyst/Associate

Bangalore

As part of Risk Management and Compliance, you are at the center of keeping JPMorgan Chase strong and resilient. You help the firm grow its business in a responsible way by anticipating new and emerging risks, and using your expert judgement to solve real-world challenges that impact our company, customers and communities. Our culture in Risk Management and Compliance is all about thinking outside the box, challenging the status quo and striving to be best-in-class.

We are looking for an experiencedcandidateto join our team in Bengaluru. Market Risk QR Time Series Analytics team oversees the Data Quality Program (DQP) and is specifically responsible for the development and implementation of the analytics and the infrastructure used for VaR (Value at Risk) time series. The team develops methodologies for assessing and grading the quality of the market data time series and for remediating data quality issues. Market data is a key input to the VaR model and other pricing and forecasting models used by the firm. The validity of VaR measure computations relies on the foundation that the historical financial market data (time series) properly reflects the magnitude and relationship of market moves across various market factors.

In addition, we are providing on job training, intensive internal classroom training, and online courses, all given by our experienced quants. Through the diversity of the businesses it supports and the variety of functions that it is responsible for, Quantitative Research group provides unique growth opportunities for you to develop your abilities and your career.

We make reasonable accommodations for applicants’ and employees’ religious practices and beliefs, as well as any mental and physical health needs or particular family considerations.

If you are passionate, curious and ready to make an impact, we are looking for you.

You’ll contribute to the firm’s product innovation, effective risk management, financial risk controls. Specially, you’ll have the chance to:

• Develop and enhance a robust Data Quality Program (DQP) infrastructure for VaR market data time series;
• Research and develop next-generation outlier detection and missing data imputation methodologies;
• Industrialize and automate the DQP production process used for time series management performed by time series analysts on the team;
• Create, maintain and enhance APIs and statistical tools used for time series management and visualization;
  
• Develop and implement front-end analytics and applications to deliver end-to-end market data time series solutions;
• Liaise and collaborate with various functions including peer MRQR Product Specialists, Market Risk Coverage and Technology partners;
• Facilitate quarterly and annual audit processes to ensure compliance with regulatory bodies.

Minimum Skills, Experience and Qualifications
We are looking for someone excited to join our organization. If you meet the minimum requirements below, you are encouraged to apply to be considered for this role.

• You have a minimum of 2 years of relevant experience;
• You have expertise in Python with OOP knowledge, including experience with Numpy, Scipy, and Pandas;
• You have financial product knowledge across a range of asset classes and related market risk concepts;
• You have the ability to understand business processes and their risk implications, analyze complex situations, reach appropriate conclusions, and make feasible recommendations;
• You have excellent verbal and written communication skills;
• You have excellent interpersonal skills with an ability to develop effective and credible relationships;
• You demonstrate quantitative and problem-solving skills;

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• You are a self-starter with a collaborative mindset to foster teamwork;
• You think strategically and creatively when faced with problems and opportunities;
• You’re attentive to detail, easily adaptable, and enthusiastic about knowledge sharing and collaboration;
• You have bachelor’s or master’s degree in STEM, Finance or relevant fields;
• You possess experience with performing statistical analysis on large sets of time series data;
• You are proficient in Microsoft Excel, using advanced formulas, pivot tables, etc.

Additional Skills, Experience and Qualifications
The following additional items will be considered but are not required for this role

• Qualifications like CFA/FRM are an added advantage;
• Knowledge of front-end technologies like React, JS, HTML and integration with large data sets.

About Us

Across JPMorgan Chase, we serve millions of customers and many of the world’s most prominent corporate and government clients. Our mission is to build a stronger, more equitable economy, and we strive to make a positive impact everyday with our customers in their communities. We are proud of our reputation as one of the world’s most admired companies and we know that it’s our people who make us successful. We are committed to a diverse and inclusive workplace where our employees are welcomed, valued and able to bring their authentic selves and best work forward.