Market Risk Time Series Analytics Specialist

Testing Site - JPMC; Jersey City (NJ); Vor Ort; USD 110.000 - 150.000; Vollzeit

Zusammenfassung

JPMorgan Chase in Jersey City seeks a Market Risk Time Series Analytics Analyst to develop analytics and infrastructure for VaR time series across asset classes. You will improve data quality and implement automated data workflows with AI/LLM support.

You will collaborate with risk coverage teams, product specialists, and technology partners to deliver end-to-end market data solutions and robust risk insight through scalable analytics platforms.

Qualifikationen

• Advanced degree in Financial Engineering, Computer Science, or related quantitative field.
• Strong Python coding and OOP proficiency with NumPy and Pandas.
• Experience handling large unstructured datasets and distributed computing.
• Knowledge of VaR, historical simulation, Monte Carlo, and greeks.
• Experience with AI/LLM prompts and prompt engineering.

Aufgaben

• Develop and maintain analytics framework for market data time series across asset classes.
• Research and implement outlier detection and variance analysis methods.
• Build tools for missing data imputation and statistical testing.
• Automate Average Daily Trading Volume production processes.
• Design scalable data onboarding for new sources and evolving needs.
• Create APIs and tools for time series data management and visualization.
• Develop front-end analytics applications delivering end-to-end market data solutions.
• Analyze large datasets and perform statistical validation of tool performance.
• Design and optimize prompts for AI/LLM to retrieve market data.
• Apply Retrieval-Augmented Generation techniques to enhance data analytics.

Kenntnisse

Python

OOP

NumPy

Pandas

Code optimization

Debugging

Reverse engineering

Analytical skills

Distributed computing

VaR knowledge

AI/LLM prompts

Problem solving

Critical thinking

Communication

Documentation

Collaboration

Ausbildung

Financial Engineering

Computer Science

Quantitative field

Tools

Athena environment

React

JavaScript

HTML

Excel

RAG concepts

Jobbeschreibung

JPMorgan Chase in Jersey City seeks a Market Risk Time Series Analytics Analyst to develop analytics and infrastructure for VaR time series across asset classes. You will improve data quality and implement automated data workflows with AI/LLM support.

You will collaborate with risk coverage teams, product specialists, and technology partners to deliver end-to-end market data solutions and robust risk insight through scalable analytics platforms.