New York, NY, United States
5 hours ago
Balance Sheet Optimization Principal Software Engineer

If you are looking for a game-changing career, working for one of the world's leading financial institutions, you’ve come to the right place.

As a Principal Software Engineer at JPMorgan Chase within the Corporate Sector in Treasury and Chief Investment Office Strategy and Research team, you will be at the forefront of systematically enhancing our balance sheet optimizer application including, improving performance runtime, improving inputs / output data management process, and the enhancement of the optimizer logic and functionality to reflect evolving business and regulatory environment.

The Balance Sheet Optimization Principal Engineer will spearhead the team's engineering efforts, developing analytics and conducting research to shape the Firm's strategy in various aspects of bank balance sheet management. This position enables you to apply your software engineering skills to developing an best-in-class proprietary balance sheet optimization model to directly support senior management in shaping the Firm's balance sheet strategy, thereby making a substantial contribution to one of the world's leading global financial institutions.

Job responsibilities

Creates complex and scalable coding frameworks using appropriate software design frameworks Lead as the Principal Python Engineer to develop balance sheet optimization and reporting Serve as the primary technical authority, driving decisions on software architecture and data models Grow potential team of junior engineers Build effective partnerships within TCIO and across LOB corporate treasury teams to further improve upstream analytics processes which feed the Optimizer model and explore opportunities to leverage the Optimizer to support our business partners’ balance sheet strategy efforts Undertake quantitative research efforts bank balance sheet strategy, summarize complex research takeaways in presentable form and communicate to senior management Champions the firm’s culture of diversity, equity, inclusion, and respect

Required qualifications, capabilities, and skills

Formal training or certification on software engineering concepts and 10+ years applied experience Hands-on practical experience delivering system design, application development, testing, and operational stability Extensive experience as a software engineer is required Strong python programming skills required (e.g., analytic libraries [pandas, numpy, matplotlib, etc.] and concurrency / parallel programming [multiprocessing, dask, etc.]) Extensive experience in Fixed Income research and strategy, and/or Bank balance sheet management Strong communication skills (both verbal and written), ability to prepare high quality PowerPoint presentations and to communicate findings to a non-technical audience Demonstrated ability to build partnerships across the organization, strong leadership skills The candidate must be a self-starter who is able to independently work in a fast paced, results driven environment Strong academic background with a Ph.D. or an M.S. in engineering, mathematics, physics, economics or any other quantitative or technical background, with a strong interest in finance and banking Experience in Computer Science, Computer Engineering, Mathematics, or a related technical field Preferred qualifications, capabilities, and skills Preferred experience in linear programing / operations research
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