RISK MANAGEMENT -MARKET RISK - AVERAGE DAILY TRADING VOLUME ANALYTICS - ANALYST
Company: JP Morgan Chase
Location: Jersey City
Posted on: September 17, 2024
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Job Description:
We are looking for an experienced candidate to join our team in
New York. Market Risk ADTV Analytics team is responsible for the
development and implementation of the analytics used for Average
Daily Trading Volume (ADTV) calculation for various asset classes.
The team develops infrastructure to calculate ADTV with data
sourced from multiple providers. ADTV is a key input to the
Strategic Stress liquidity add-on and Gross Market Concentration
(GMC) risk calculations. GMC is a limit framework used by the
firm's Credit Officers to approve trades and manage concentrated
positions at the counterparty level versus the size of the traded
market (ADTV). -As a Market Risk - Average Daily Trading Volume
(ADTV) Analytics - Analyst in our Market Risk ADTV Analytics team,
you will be responsible for the development and implementation of
analytics used for ADTV calculation across various asset classes.
You will work closely with teams in New York, London, and India,
and will need to be proactive to develop and improve the market
data time series analytics in the strategic market risk platform.
This role provides an opportunity to access and learn J. P.
Morgan's highly sophisticated solutions.Job ResponsibilitiesDevelop
and enhance a robust analytics framework and infrastructure for
Average Daily Trading Volume time series data for financial
instruments across multiple asset classes;Research and develop
next-generation outlier and variance detection methodologies;Build
outlier detection and missing data imputation tools, employing
statistical tests, and analyze their performance;Industrialize and
automate the Average Daily Trading Volume production process;Design
and develop a scalable framework that can easily onboard new data
source while adapting to evolving analytics needs;Create, maintain
and enhance APIs and statistical tools used for time series data
management and visualization;Develop and implement front-end
analytics and applications to deliver end-to-end market data
solutions;Liaise and collaborate with various functions including
peer Market Risk Coverage, Credit Risk and Technology
partners;Facilitate periodic audit processes to ensure compliance
with regulatory bodies.Overall, the candidate will need to work
closely with teams in New York, London, and India, and will need to
be proactive to develop and improve the market data time series
analytics in the strategic market risk platform, access and learn
J. P. Morgan's highly sophisticated solutions.Required
Qualifications, Skills and -CapabilitiesAdvanced degree in
Financial Engineering, Computer Science, or related quantitative
field;Expertise in Python, OOP knowledge is a must, plus experience
with Numpy and Pandas;Ability to perform code optimization,
debugging and reverse engineering;Strong analytical skills with a
keen attention to detail;Experience in analyzing large and
unstructured datasets;Knowledge of financial instruments and risk
management principles;Ability to independently problem solve and
take ownership for delivery;Ability to think critically and adapt
to rapidly changing requirements;Excellent verbal/written
communication skills and proficiency in technical
documentation;Enthusiasm for knowledge sharing and ability to
collaborate effectively.Preferred qualifications, capabilities, and
skillsKnowledge of front-end technologies like React, JS, HTML and
integration with large data sets;Proficient in Microsoft Excel,
using advanced formulas, pivot tables, etc.;Strategic and creative
thinker when faced with problems and opportunities;Ability to
understand business processes and their risk implications, analyze
complex situations, reach appropriate conclusions, and make
feasible recommendations;Qualifications like CFA/FRM are an added
advantage. JPMorgan Chase & Co., one of the oldest financial
institutions, offers innovative financial solutions to millions of
consumers, small businesses and many of the world's most prominent
corporate, institutional and government clients under the J.P.
Morgan and Chase brands. Our history spans over 200 years and today
we are a leader in investment banking, consumer and small business
banking, commercial banking, financial transaction processing and
asset management.We offer a competitive total rewards package
including base salary determined based on the role, experience,
skill set, and location. For those in eligible roles, we offer
discretionary incentive compensation which may be awarded in
recognition of firm performance and individual achievements and
contributions. We also offer a range of benefits and programs to
meet employee needs, based on eligibility. These benefits include
comprehensive health care coverage, on-site health and wellness
centers, a retirement savings plan, backup childcare, tuition
reimbursement, mental health support, financial coaching and more.
Additional details about total compensation and benefits will be
provided during the hiring process.We recognize that our people are
our strength and the diverse talents they bring to our global
workforce are directly linked to our success. We are an equal
opportunity employer and place a high value on diversity and
inclusion at our company. We do not discriminate on the basis of
any protected attribute, including race, religion, color, national
origin, gender, sexual orientation, gender identity, gender
expression, age, marital or veteran status, pregnancy or
disability, or any other basis protected under applicable law. We
also make reasonable accommodations for applicants' and employees'
religious practices and beliefs, as well as mental health or
physical disability needs. Visit our -FAQs -for more information
about requesting an accommodation.JPMorgan Chase is an Equal
Opportunity Employer, including Disability/VeteransThe Corporate &
Investment Bank is a global leader across investment banking,
wholesale payments, markets and securities services. The world's
most important corporations, governments and institutions entrust
us with their business in more than 100 countries. We provide
strategic advice, raise capital, manage risk and extend liquidity
in markets around the world.Full timePosting Date: 2024-08-23
Keywords: JP Morgan Chase, Bayonne , RISK MANAGEMENT -MARKET RISK - AVERAGE DAILY TRADING VOLUME ANALYTICS - ANALYST, Professions , Jersey City, New Jersey
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