Market Risk E-Trading Risk Management Associate/ Vice President

Testing Site - JPMC; Greater London; Vor Ort; GBP 120.000 - 190.000; Vollzeit

Zusammenfassung

JPMorgan Chase in London is seeking a Market Risk E-Trading Risk Management Associate/VP to join the E-Trading and Analytics team. You will help implement robust controls, review models, and develop data analytics for Macro Markets across a global platform including London, New York, and Hong Kong.

You will partner with Quant Trading Research, FO Technology and Market Risk Coverage to monitor risk appetite and provide insights on market microstructure, liquidity, and intraday volatility.

Qualifikationen

• Bachelor’s or Master’s degree in a quantitative and/or financial field.
• Good understanding of financial products and macro markets.
• Excellent communication skills to manage many stakeholders.
• Ability to multi-task and meet tight deadlines.
• Strong sense of accountability and ownership; work independently.

Aufgaben

• Define and implement controls for E-Trading activities and models.
• Collaborate with Market Risk Coverage, Trading, and Technology on risk appetite reviews.
• Provide insights into liquidity and market impact using advanced data science techniques.
• Perform ad-hoc calibration analyses using Python and data techniques.
• Deliver weekly risk and P&L reviews and quarterly stress testing on E-Trading activities.

Kenntnisse

Quantitative finance

Market risk knowledge

Communication skills

Project management

Attention to detail

Ausbildung

Bachelor's degree (quantitative/financial)

Master's degree (quantitative/financial)

Tools

Python

R

Jobbeschreibung

Bring your expertise to JPMorgan Chase. As part of Risk Management and Compliance, you are at the center of keeping JPMorgan Chase strong and resilient. You help the firm grow its business in a responsible way by anticipating new and emerging risks, and using your expert judgement to solve real-world challenges that impact our company, customers and communities. You will be part of a team focusing on Macro Markets (Rates, Commodities and FX asset classes) where you will build up an in-depth knowledge of JPMCs proprietary E-Trading algorithms. As well as being responsible for ensuing appropriate controls are in place, you will be uniquely positioned and encouraged to develop large data set analytics using the latest tools and techniques.

As a Market Risk E-Trading Risk Management Associate/ Vice President In MArket Risk team, you will be part of a team that encompasses E-Trading, Analytics for Macro Markets, within the Corporate and Investment Bank (CIB). You will be responsible for E-Trading controls implementation and review, usage and reporting of valuation and E-Trading models, as well as the development of data analytics within ETRM. The Macro team is part of the wider global ETRM team, spread across London, New York and Hong Kong.

Job responsibilities

• Work closely with QTR (Quantitative Trading Research) and FO Technology to define, identify and set controls required for the firm’s E-Trading Activities (including trading and algo models)
• Collaborate with Market Risk Coverage teams and partner closely with Trading, Business Control Management, Technology, and QTR (Quantitative Trading Research) on risk appetite review
• Provide insights into market microstructure including liquidity and market impact analysis for Risk and Business, using advanced data science techniques on a global cross asset basis
• Provide ad-hoc analysis for calibration of the controls (e.g using data techniques based on realised intraday volatility using Python and KDB)
• Provide weekly and periodic risk and P&L review of E-Trading activities, quaterly idiosyncratic stresses on e-trading activities

Required qualifications, capabilities, and skills

• Strong academic background with a Bachelor’s or Master’s degree, ideally in a quantitative and/or financial field
• Good understanding of financial products and macro markets
• Excellent communication skills to be able to manage a wide range of stakeholders
• Ability to multi-task and balance multiple priorities, work under pressure and manage tight deadlines
• Strong sense of accountability and ownership, work independently and diligent when following up on time sensitive issues and balance multiple projects with tight time constraints

Preferred qualifications, capabilities, and skills

• Familiarity with several asset classes
• Good understanding of computer programming languages and coding techniques, such as Python or R
• Good understanding of Market Risk approaches, namely stress testing, scenario analysis, VaR, risk sensitivities, limits
• Experience with intra-day controls aimed to monitor electronic trading
• Familiarity with execution algos