Market Risk Time Series Analytics - Analyst

Job Description

Bring your Expertise to JPMorgan Chase. 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. As an Market Risk Time Series Analytics Analyst you are 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 and analytics for assessing and grading the quality of the market data time series and for remediating data quality issues.

Job Responsibilities

• Develop and enhance a robust analytics framework and infrastructure for market data time series and ADTV 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;
• Analyze large, unstructured datasets and perform statistical tests to assess data quality and tool performance.
• Design, develop, and optimize prompts for AI/LLM systems to retrieve and process relevant market data.
• Apply Retrieval-Augmented Generation (RAG) techniques to enhance data extraction and analytics using AI/LLM tools.
• Collaborate and liaise with Market Risk Coverage, Credit Risk, Product Specialists, and Technology partners.

Required Qualifications, Capabilities, and Skills

• Advanced 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 analyzing large and unstructured datasets, handling distributed computing for large data processing.
• Knowledge of financial instruments and risk management principles (VaR, historical simulation, Monte Carlo, greeks).
• Experience with prompt engineering for AI/LLM models.
• 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 with cross-functional and global teams.

Preferred Qualifications, Capabilities, and Skills

• Experience with SDLC workflow and Athena environment for market risk model implementation.
• Knowledge of front-end technologies (React, JavaScript, HTML) and integration with large data sets.
• Understanding of Retrieval-Augmented Generation (RAG) concepts and practical application in data retrieval and analytics.
• Proficient in Microsoft Excel, using advanced formulas, pivot tables, etc.
• 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.

About Us

JPMorganChase, 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. Those in eligible roles may receive commission-based pay and/or discretionary incentive compensation, paid in the form of cash and/or forfeitable equity, awarded in recognition of 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 & Co. is an Equal Opportunity Employer, including Disability/Veterans

About the Team

J.P. Morgan’s Commercial & Investment Bank is a global leader across banking, markets, securities services and payments. Corporations, governments and institutions throughout the world entrust us with their business in more than 100 countries. The Commercial & Investment Bank provides strategic advice, raises capital, manages risk and extends liquidity in markets around the world.