Chase · 6 hours ago
Market Risk Time Series Analytics - Analyst
545 Washington Blvd, Jersey City, NJ, 07310, US
Full-time
Onsite
New Grad, Entry Level
$100K/yr - $120K/yrJPMorgan Chase is a leading financial institution that focuses on risk management and compliance. The Market Risk Time Series Analytics Analyst is responsible for developing and implementing analytics and infrastructure for VaR time series, ensuring data quality and performance through innovative methodologies.
BankingFinancial Services
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
Qualification
Required
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
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
Benefits
Comprehensive health care coverage
On-site health and wellness centers
A retirement savings plan
Backup childcare
Tuition reimbursement
Mental health support
Financial coaching
Company
Chase
Chase provides broad range of financial services. It is a sub-organization of JP Morgan Chase.
Founded in 2000
10001+ employees
Funding
Current Stage
Late StageLeadership Team
Mike McDonnell
Managing Director, Head of Chase Travel Platform Product
Nicole Sanchez
Managing Director, Consumer Bank, GM and Product Executive, Growth Financial Products
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