JPMorgan Asset & Wealth Management (AWM) Risk is seeking a dynamic data science professional with quantitative analysis skills to join our Risk Analytics team. This team, a part of AWM Risk Management, is a diverse group of innovative quantitative and market risk-oriented professionals. Our responsibility is to develop and maintain risk measurement methodologies and perform analytics calculations. We also own and continuously develop the AWM Risk System (Newton) used by AWM Risk Management and Front Office stakeholders. 

As a Data Scientist in the Asset Wealth Risk Analytics team you'll partner with senior members of our team to embark on a journey of innovation to introduce and scale up data-driven risk analytics solutions through data science and machine learning techniques to transform our operations and business processes, strengthening the core value proposition of our system and expanding flexible analytical capabilities for the growth of Newton’s platform. We offer a vibrant and inclusive workplace that benefits from the perspectives and talents of our diverse team. We encourage open dialogue and professional growth. Join us and be a part of a global organization that is redefining the world of asset and wealth management.

Job responsibilities

• Work with peers and stakeholders to identify use cases and opportunities for Data Science to create value. Use your knowledge of Computer Science, Statistics, Mathematics and Data Science techniques to provide further insights into security and portfolio risk analytics.

• Lead continuous improvements in our adopted artificial intelligence/machine learning (AI/ML) and statistical technics used in our data and analytics validation process.

• Collaborate, design, and deliver solutions that are flexible and scalable using the firm’s approved new technologies and tools, such as AI and large language models (LLMs). Use citizen developer journey platform to find efficiencies in our processes.

• Contribute to the analysis of new and large data sets and assist with their onboarding, following our best practice data model and architecture using big data platforms.

• Contribute to the research and enhancement of the risk methodology for AWM Risk Analytics. The methodology covers sensitivity, stress, value at risk (VaR), factor modeling, and Lending Value pricing for investment (market), counterparty (credit), and liquidity risk.

Required qualifications, capabilities, and skills

• 2+ years experience as a Data Scientist or in an adjacent quantitative role.

• A quantitative, technically proficient individual who is detail-oriented, able to multi-task, and work independently.

• Effective communication skills to clearly explain complex concepts.

• A strong understanding of statistical models, applied AI/ML techniques, and a practical problem-solving mindset. 

• Knowledge in modular programming in SQL, Python, ML, AWS Sagemaker, TensorFlow, Bitbucket, GitHub or alike.

Preferred qualifications, capabilities, and skills

• Practical experience in financial markets in a quantitative analysis/research role within Risk Management, a Front Office role, or equivalent is a plus.

• Knowledge of asset pricing, VaR backtesting techniques, and model performance testing is a plus.

• A degree in a quantitative or technology field (Economics, Maths/Statistics, Engineering, Computer Science or equivalent) 

  Same Posting Description for Internal and External Candidates