Market Risk Time Series Analytics Specialist

JPMorgan Chase & Co.; Jersey City (NJ); On-site; USD 120,000 - 180,000; Full time

Job summary

JPMorgan Chase & Co. seeks a Market Risk Time Series Analytics Analyst to design and implement analytics and infrastructure for VaR time series across multiple asset classes.

The role emphasizes data quality, outlier detection, and scalable data pipelines, with collaboration across Risk Management, Credit Risk, and Technology teams. The candidate will industrialize production processes for market data analytics, develop APIs, and advance front-end analytics applications, leveraging Python,

Qualifications

• Bachelor's or Master's degree in Statistics, Computer Science, Engineering, Quantitative Finance or related quantitative field.
• Expertise in Python, OOP, plus experience with NumPy and Pandas.
• Ability to perform code optimization, debugging, and reverse engineering.
• Experience analyzing large and unstructured datasets, handling distributed computing for large data processing.

Responsibilities

• Develop and enhance a robust analytics framework and infrastructure for market data time series and Average Daily Trading Volume data for financial instruments across multiple asset classes.
• Research and develop next-generation outlier and variance detection methodologies.
• Build outlier detection and missing data imputation tools, employing statistical tests, and analyze their performance.
• Industrialize and automate the Average Daily Trading Volume production process.
• Design and develop a scalable framework that can easily onboard new data source while adapting to evolving analytics needs.
• Create, maintain and enhance APIs and statistical tools used for time series data management and visualization.
• Develop and implement front-end analytics and applications to deliver end-to-end market data solutions.
• Analyze large, unstructured datasets and perform statistical tests to assess data quality and tool performance.
• Design, develop, and optimize prompts for AI/LLM systems to retrieve and process relevant market data.
• Implement LLM analytics via MCP tool integrations, guardrails, and evaluation/monitoring for reliable outputs.
• Collaborate and liaise with Market Risk Coverage, Credit Risk, Product Specialists, and Technology partners.

Skills

Python

NumPy/Pandas

Data analysis

Distributed computing

Documentation

Communication

Education

Bachelor's or Master's in Statistics/CS/Engineering/Quantitative Finance

Tools

React

JavaScript

HTML

Job description

JPMorgan Chase & Co. seeks a Market Risk Time Series Analytics Analyst to design and implement analytics and infrastructure for VaR time series across multiple asset classes.

The role emphasizes data quality, outlier detection, and scalable data pipelines, with collaboration across Risk Management, Credit Risk, and Technology teams. The candidate will industrialize production processes for market data analytics, develop APIs, and advance front-end analytics applications, leveraging Python,