Market Risk E-Trading Risk Management Associate Vice President
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Job Summary
Bring your expertise to JPMorgan Chase. As part of Risk Management and Compliance you are at the center of keeping JPMorgan Chase strong and resilient. You help the firm grow its business in a responsible way by anticipating new and emerging risks and using your expert judgement to solve real-world challenges that impact our company customers and communities. You will be part of a team focusing on Macro Markets (Rates Commodities and FX asset classes) where you will build up an in-depth knowledge of JPMCs proprietary E-Trading algorithms. As well as being responsible for ensuing appropriate controls are in place you will be uniquely positioned and encouraged to develop large data set analytics using the latest tools and techniques.
As a Market Risk E-Trading Risk Management Associate/ Vice President In MArket Risk team you will be part of a team that encompasses E-Trading Analytics for Macro Markets within the Corporate and Investment Bank (CIB). You will be responsible for E-Trading controls implementation and review usage and reporting of valuation and E-Trading models as well as the development of data analytics within ETRM. The Macro team is part of the wider global ETRM team spread across London New York and Hong Kong.
Job responsibilities:
Work closely with QTR (Quantitative Trading Research) and FO Technology to define identify and set controls required for the firms E-Trading Activities (including trading and algo models)
Collaborate with Market Risk Coverage teams and partner closely with Trading Business Control Management Technology and QTR (Quantitative Trading Research) on risk appetite review
Provide insights into market microstructure including liquidity and market impact analysis for Risk and Business using advanced data science techniques on a global cross asset basis
Provide ad-hoc analysis for calibration of the controls (e.g using data techniques based on realised intraday volatility using Python and KDB)
Provide weekly and periodic risk and P&L review of E-Trading activities quaterly idiosyncratic stresses on e-trading activities
Required qualifications capabilities and skills:
Strong academic background with a Bachelors or Masters degree ideally in a quantitative and/or financial field
Good understanding of financial products and macro markets
Excellent communication skills to be able to manage a wide range of stakeholders
Ability to multi-task and balance multiple priorities work under pressure and manage tight deadlines
Strong sense of accountability and ownership work independently and diligent when following up on time sensitive issues and balance multiple projects with tight time constraints
Preferred qualifications capabilities and skills
Familiarity with several asset classes
Good understanding of computer programming languages and coding techniques such as Python or R
Good understanding of Market Risk approaches namely stress testing scenario analysis VaR risk sensitivities limits
Experience with intra-day controls aimed to monitor electronic trading
Familiarity with execution algos
Required Experience:
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About Company
JPMorganChase, 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 ov ... View more
