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JPMorgan Chase & Co,

CIB Risk- Market Risk Model Delivery - Associate

JPMorgan Chase & Co, - New York City, NY

CIB Risk- Market Risk Model Delivery - Associate','170125068','!*!

This is an Analytics development position within the Market Risk Model Delivery group with a focus on Market Risk Capital modeling, and other related Capital and Risk analytics (e.g. derivative Greeks, portfolio structure analysis, etc). The role affords the new team member opportunities to gain cross-asset experience in a wide range of business areas and its product and models, while contributing to the model development for business specific as well as bank-wide models.

Core Responsibilities:

Work on the implementation of the next generation of Market Risk analytics platform.

Integration of pricing models.

Work on analytics delivery for Market Risk calculations.

Improvement of performance and scalability of analytics algorithms.

 ','!*!Qualifications:

Good interpersonal and communication skills, ability to work in a group

Graduate degree in a technical field, such as Math, CS, Physics, or Engineering.

Expertise in C and/or Python, including experience with numpy, scipy and/or pandas

Expertise in data structures, standard algorithms and OO design.

Strong software design skills and implementation skills

Strong analytical and problem solving abilities.

Probability theory, financial math or stochastic calculus is a plus

Development using multi threading, GPU, MPI, grid, or other HPC technologies is a plus','JPMorgan Chase is an equal opportunity and affirmative action employer Disability/Veteran.','Risk','US-NY-New York-277 Park Avenue / 03363','','CORPORATE & INVESTMENT BANK','Full-time','Standard','Day Job','','','J.P. Morgan','J.P. Morgan','','','CIB Risk- Market Risk Model Delivery - Associate

18 days 1 hour ago

JPMorgan Chase & Co,

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CIB Risk- Market Risk Model Delivery - Associate JPMorgan Chase & Co, - New York City, NY, United States

   

Location: New York City, NY

Company Profile:
JPMorgan Chase (NYSE: JPM) is one of the oldest financial institutions in the United States. With a history dating back over 200 years, here's where we stand today: JPMorgan Chase (NYSE: JPM) is one of the oldest financial institutions in the United States. With a history dating back over 200 years, here's where we stand today: