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CIB QR- Quantitative Research - Wholesale Credit Model Implementation - Quantitative Developer - Exe

Company: JPMorgan Chase
Location: Jersey City
Posted on: May 3, 2021

Job Description:

*Job Summary:* The successful candidate will be a key member of the Core Analytics Implementation and Execution team within Wholesale Credit Quantitative Research. The team focuses on the design, implementation, delivery and support of models for the firms Wholesale Credit Stress (CCAR, ICAAP, Risk Appetite) and Loan loss reserves (CECL, IFRS9) models. In particular, for this role, the team focuses on the development, delivery and maintenance of high performance analytics frameworks and libraries. The successful candidate will work on playing a leadership role in the evolution of our frameworks and related tools to enhance ease of integration of pricing and forecast models, improve flexibility and extendibility of the framework as well as improve scalability and performance. This will require the candidates to work with and/or manage other more experienced Wholesale Credit model developers and business partners and enhance their quantitative as well as business skills..*Core Responsibilities:* Play a key role in the design, architecture and implementation of the firm's next generation stress and risk analytics platform for Wholesale Credit alongside Technology and the Business. The successful candidate will work on the design and implementation state of the analytics platform and frameworks for forecast and valuation models in Wholesale Credit. She/He will be responsible for development, enhancement and support of our frameworks and their delivery via the platform. Focus will be on the end-to-end analytics infrastructure aspects. Work with technology and the business on the development of its strategic analytics platform as well as support the implementation and integration of models into the firms delivery platforms. Understand the technical side of the platforms and partner to design and implement solutions that work well for the group's quantitative models as well as are highly scalable. Work on designing, implementing, testing, releasing and supporting the groups analytics library/platform This position will require the candidate to work with other experienced modellers and business partners to enhance quantitative as well as business skills..*Essential*.*skills, experience, and qualifications* : Ph.D or MS in a numerate subject (eg Computer Science, Applied Math, Physics, Computational Biology, Engineering, etc) Expert knowledge of Python and its use in Finance Strong quantitative problem solving skills and experience applying them to model or quantitative implementations Focus on functional and numerical testing through entire model development software cycle Must be self-motivated, pro-active, responsible and driven to deliver Proficient working in a Linux/UNIX environment.*Desirable*.*skills, experience, and qualifications (optional):* Experience implementing analytics frameworks in finance Experience with improving performance of Python applications and performance profiling Experience with parallel computing and/or GPU Experience with Subversion, automated build/test systems, code coverage, unit testing and release processes Experience implementing, integrating and deploying financial models end-to-end Knowledge of Wholesale Credit, CCAR, Allowance (IFRS 9/CECL), Basel II/III regulatory capital Proven ability to develop collaborative relationships with key internal partners to achieve objectives and prioritizationsJPMorgan 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 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. In accordance with applicable law, we make reasonable accommodations for applicants' and employees' religious practices and beliefs, as well as any mental health or physical disability needs. Equal Opportunity Employer/Disability/Veterans

Keywords: JPMorgan Chase, Jersey City , CIB QR- Quantitative Research - Wholesale Credit Model Implementation - Quantitative Developer - Exe, IT / Software / Systems , Jersey City, New Jersey

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