Apply now - Quantitative Research Market Risk QR Time Series Analytics Analyst/Associate

Job Description

About Quantitative Research Quantitative Research (QR) is an expert quantitative modeling group in J.P. Morgan, as well as a leader in financial engineering, data analytics, statistical modeling and portfolio management. As a global team, QR partners with traders, marketers and risk managers across all products and regions, contributes to sales and client interaction, product innovation, valuation and risk management, inventory and portfolio optimization, electronic trading and market making, and appropriate financial risk controls. Opportunity We are looking for an experienced candidate to join our team in Bengaluru . Market Risk QR Time Series Analytics team oversees the Data Quality Program (DQP) and is specifically responsible for the development and implementation of the analytics and the infrastructure used for VaR (Value at Risk) time series. The team develops methodologies for assessing and grading the quality of the market data time series and for remediating data quality issues. Market data is a key input to the VaR model and other pricing and forecasting models used by the firm. The validity of VaR measure computations relies on the foundation that the historical financial market data (time series) properly reflects the magnitude and relationship of market moves across various market factors.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 Impact You ll contribute to the firm s product innovation, effective risk management, financial risk controls. Specially, you ll have the chance to:
• Develop and enhance a robust Data Quality Program (DQP) infrastructure for VaR market data time series;
• Research and develop next-generation outlier detection and missing data imputation methodologies;
• Industrialize and automate the DQP production process used for time series management performed by time series analysts on the team;
• Create, maintain and enhance APIs and statistical tools used for time series management and visualization;
• Develop and implement front-end analytics and applications to deliver end-to-end market data time series solutions;
• Liaise and collaborate with various functions including peer MRQR Product Specialists, Market Risk Coverage and Technology partners;
• Facilitate quarterly and annual audit processes to ensure compliance with regulatory bodies.
About You
• You have expertise in Python, including experience with Numpy, Scipy, and Pandas;
• You have financial product knowledge across a range of asset classes;
• You have the ability to understand business processes and their risk implications, analyze complex situations, reach appropriate conclusions, and make feasible recommendations;
• You have excellent verbal and written communication skills;
• You have excellent interpersonal skills with an ability to develop effective and credible relationships;
• You demonstrate quantitative and problem-solving skills;
• You are a self-starter with a collaborative mindset to foster teamwork;
• You think strategically and creatively when faced with problems and opportunities;
• You re attentive to detail, easily adaptable, and enthusiastic about knowledge sharing and collaboration.
Desirables
• Bachelor s or master s degree in STEM, Finance or relevant fields;
• Experience in Python with OOP knowledge is a must;
• Knowledge of front-end technologies like React, JS, HTML and integration with large data sets;
• Knowledge of market risk concepts and various financial products;
• Experience with performing statistical analysis on large sets of time series data;
• Proficient in Microsoft Excel, using advanced formulas, pivot tables, etc.;
• Qualifications like CFA/FRM are an added advantage.
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.,

Keyskills :
analyticsaccountabilityadvanced excelagreementsasapitem response theoryfront endmarket riskmarket datatime seriesdata qualitymissing data