QR WSC Implementation Analyst

Job Description

We are looking for an experienced Developerto join our team in Mumbai, India.The Wholesale Credit Implementation QR teams mission is to design, implement, deliver and support the firm s Wholesale Credit Stress (CCAR, ICAAP, Risk Appetite) and Loan loss reserves 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 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 other more experienced Wholesale Credit model developers and business partners and enhance their quantitative as well as business skills.In addition, we are providing on job training, intensive internal classroom training, and online courses, all given by our experienced quants. Through the diversity of the businesses it supports and the variety of functions that it is responsible for, Quantitative Research group provides unique growth opportunities for you to develop your abilities and your career. We make reasonable accommodations for applicants and employees religious practices and beliefs, as well as any mental and physical health needs or particular family considerations.If you are passionate, curious and ready to make an impact, we are looking for you.Your ImpactYou ll contribute to the firm s product innovation, effective risk management, financial risk controls. Specially, you ll have the chance to:

• Work on the design and implementation state of the art forecast and valuation models in Wholesale Credit. She/He will be responsible for development, enhancement and support of our valuation and forecasting modeling frameworks and their delivery via our library. Focus will be on the end-to-end analytics infrastructure aspects.
• Work with technology and the business on 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
• Work on the design and implementation of the firm s next generation stress and risk analytics platform for Wholesale Credit alongside Technology and the Business.
• This position will require the candidate to work with other experienced modellers and business partners to enhance quantitative as well as business skills.

About You

• You have a Bachelor s or Master s degree in Engineering, Mathematics, Physics, Computer Science, etc.
• You have strong quantitative programming skills in Python; C++ a plus
• You are experienced at Core software frameworks design and development
• You demonstrate quantitative and problem-solving skills and is adept at applying them to model or quantitative implementations
• You are well versed with functional and numerical testing through entire model development software cycle
• You re attentive to detail and easily adaptable
• You re enthusiastic about knowledge sharing and collaboration
• You have strong interpersonal skills you listen and communicate in a direct, succinct manner;
• You are proficient working in a Linux/UNIX environment

Desirables

• 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 source control, 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 prioritizations

Beyond that, we re interested in the things that make you unique: personal qualities, outside interests and achievements beyond academia and profession that demonstrate the kind of person you are and the differences you could bring to the team.About UsJ.P. Morgan is a global leader in financial services, providing strategic advice and products to the world s most prominent corporations, governments, wealthy individuals and institutional investors. Our first-class business in a first-class way approach to serving clients drives everything we do. We strive to build trusted, long-term partnerships to help our clients achieve their business objectives.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.About the TeamThe Corporate & Investment Bank is a global leader across investment banking, wholesale payments, markets and securities services. The world s most important corporations, governments and institutions entrust us with their business in more than 100 countries. We provide strategic advice, raise capital, manage risk and extend liquidity in markets around the world.Clients turn to our industry-leading Markets, Sales and Research team to offer clients unique market insights on sectors and companies, and actionable ideas using research to make well-informed investment decisions. Teams understand products across asset classes and help clients structure solutions that manage risk, enhance yield and solve complex financial problems.,

Keyskills :
customer relationsrisk analyticsquality controlunit testingproject managementtroubleshootingdocumentationcode coveragefinancial riskstrong interpersonal skills