This position is a part of the Ongoing Performance Monitoring (OPM) within Model Governance Group.
OPM Analytics team is responsible for the analytics and technology platform that allows performance monitoring for variety of firm models.
- Develop analytics to evaluate various quantitative model performance with an in-depth analysis of various performance characteristics
- Design and implement Python-based scripts within the firm’s proprietary framework (Athena) to facilitate model investigations and associated data analysis
- Heavy-duty empirical data analysis to identify potential model weaknesses
- Strong quantitative skills: The role requires a strong quantitative background (MS degree or equivalent) and working knowledge in statistics, linear algebra, differential equations and numerical methods
- Programming: Ability to write scalable and reusable code in high-level programming languages (such as Python, C++, Java, etc.)
- Good communication skills and ability to interface with other functional areas in the bank on model-related issues
- Some understanding of derivatives theory, econometrics and portfolio theory is a plus
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 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.
Equal Opportunity Employer/Disability/Veterans
About the Team
Our professionals in our Corporate Functions cover a diverse range of areas from finance and risk to human resources and marketing. Our corporate teams are an essential part of our company, ensuring that we’re setting our businesses, clients, customers and employees up for success.