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 Responsibilities

• Develop 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 Capabilities

• 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 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 skills

• Knowledge 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/Veterans

Base Pay/Salary

Jersey City,NJ $135,000.00 - $150,000.00 / year