CIB – Market Risk Model Delivery – Associate - NY
JPMorgan Chase - New York, NY

This job posting is no longer available on JPMorgan Chase. Find similar jobs: JPMorgan Chase jobs

-

130113873

Job Description

J.P. Morgan is a leader in financial services, offering innovative and intelligent solutions to clients in more than 100 countries with one of the most comprehensive global product platforms available. We have been helping our clients to do business and manage their wealth for more than 200 years and we keep their interests foremost in our minds at all times. This combination of product strength, intellectual capital and character sets us apart as an industry leader. J.P. Morgan is part of J.P. Morgan Chase & Co. (NYSE: JPM), a global financial services firm with assets of $2.0 trillion.

This is an Analytics development position within the Market Risk Model Delivery group with a focus on Market Risk Capital modeling, and other related Capital and Risk analytics (e.g. derivative Greeks, portfolio structure analysis, etc). The role affords the new team member opportunities to gain cross-asset experience in a wide range of business areas and its product and models, while contributing to the model development for business specific as well as bank-wide models.

Core Responsibilities:
Work on the implementation of the next generation of Market Risk analytics platform.

Integration of pricing models.

Work on analytics delivery for Market Risk calculations.

Improvement of performance and scalability of analytics algorithms.

Qualifications

Good interpersonal and communication skills, ability to work in a group

Graduate degree in a technical field, such as Math, CS, Physics, or Engineering.

Strong C++ and/or Python development skills

Strong analytical and problem solving abilities.

Probability theory, financial math or stochastic calculus is a plus

Development using multi threading, GPU, MPI, grid, or other HPC technologies is a plus

JPMorgan Chase & Co. offers an exceptional benefits program and a highly competitive compensation package.

JPMorgan Chase & Co. is an Equal Opportunity and Affirmative Action Employer, M/F/D/V

Job

Risk

Primary Location

US-NY-New York-277 Park Avenue / 03363

Organization

Risk Management

Schedule

Full-time

Job Type

Standard

Shift

Day Job

Employee Status

Regular

Corporate Brand

J.P. Morgan

JPMorgan Chase - 10 months ago - save job - copy to clipboard
Recommended Jobs
CIB Operations - Global Cross Risk Data Busin...
JPMorgan Chase - Brooklyn, NY
JPMorgan Chase - 28 days ago

CIB F&BM- Program Management – Associate (Vol...
JPMorgan Chase - New York, NY
JPMorgan Chase - 7 days ago

Corporate - Risk Management - Wholesale Credi...
JPMorgan Chase - New York, NY
JPMorgan Chase - 30+ days ago
About this company
5,435 reviews
At JPMorgan Chase, the work we do matters. All of us are committed to putting our resources and our voices to work every day for our...