Data Scientist Analyst Asset and Wealth Management Risk
Data Scientist Analyst Asset and Wealth Management Risk
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Job Description
Are you looking for an exciting opportunity to join a dynamic and growing team in a fast paced and challenging area This is a unique opportunity for you to work in our team to partner with the Business to provide a comprehensive view.
As Data ScientistAnalystAsset and Wealth Management Risk in our AWM Risk team you will be a senior members of our team to embark on a journey of innovation to introduce and scale up datadriven risk analytics solutions through data science and machine learning techniques to transform our operations and business processes strengthening the core value proposition of our system and expanding flexible analytical capabilities for the growth of Newtons platform.
JPMorgan Asset & Wealth Management Risk (AWM) is seeking a dynamic Risk professional with quantitative analysis skills to join our AWM Risk Analytics team. This team a part of AWM Risk Management is a diverse group of innovative quantitative and market riskoriented professionals. Our responsibility is to develop and maintain risk measurement methodologies and perform analytics calculations. We also own and continuously develop the AWM Risk System (Newton) used by AWM Risk Management and Front Office stakeholders.
Job responsibilities :
Work with peers and stakeholders to identify use cases and opportunities for Data Science to create value. Use your knowledge of Computer Science Statistics Mathematics and Data Science techniques to provide further insights into security and portfolio risk analytics.
Lead continuous improvements in our adopted AI/ML and statistical technics used in our data and analytics validation process.
Collaborate design and deliver solutions that are flexible and scalable using the firms approved new technologies and tools such as AI and LLMs. Use citizen developer journey platform to find efficiencies in our processes.
Contribute to the analysis of new and large data sets and assist with their onboarding following our best practice data model and architecture using big data platforms.
Contribute to the research and enhancement of the risk methodology for AWM Risk Analytics. The methodology covers sensitivity stress VaR factor modeling and Lending Value pricing for investment (market) counterparty (credit) and liquidity risk.
Required qualifications capabilities and skills
Minimum 6months experience as a Data Scientist or in an adjacent quantitative role.
A quantitative technically proficient individual who is detailoriented able to multitask and work independently.
Excellent communication skills.
A strong understanding of statistics applied AI/ML techniques and a practical problemsolving mindset.
Knowledge in modular programming in SQL Python ML AWS Sagemaker TensorFlow or alike.
Preferred qualifications capabilities and skills :
Practical experience in financial markets in a quantitative analysis/research role within Risk Management a Front Office role or equivalent is a plus.
Knowledge of asset pricing VaR backtesting techniques and model performance testing is a plus.
A degree in a quantitative or technology field (Economics Maths/Statistics Engineering Computer Science or equivalent) is preferred.
Required Experience:
IC
Employment Type
Full-Time
