Senior Quantitative Model Developer & Data Quality Lead

JPMorgan Chase & Co.; Jersey City (NJ); On-site; USD 160,000 - 238,000; Full time

Benefits offered by this job

Comprehensive health care

On-site wellness centers

Retirement savings plan

Backup childcare

Tuition reimbursement

Mental health support

Financial coaching

Job summary

JPMorgan Chase & Co. seeks a Senior Quantitative Developer to oversee daily time series analytics for market data used in Counterparty Credit Risk limits. You will lead analytics projects, review code, and mentor juniors while developing scalable models and infrastructure for anomaly detection.

The role emphasizes API and visualization tool development, data quality metrics, and collaboration with risk/control functions. Location is Jersey City, NJ.

Qualifications

• Master's degree in Computational Finance or related field plus 2 years of experience in model development or quantitative research.
• Proficiency developing numerical programs for financial time series analytics in Python and related libraries.
• Experience building and optimizing SQL queries for multi-source time series data.
• Ability to design statistical models to detect data anomalies and ensure data integrity.

Responsibilities

• Oversee daily calculation of Average Daily Trading Volume and ensure timely delivery of high-quality data for risk limits.
• Lead analytics projects, review code, and mentor junior developers.
• Develop and maintain models, methodologies, and infrastructure to detect anomalies in time series data.
• Create APIs and visualization tools for time series data management and analysis.

Skills

Python

NumPy

Pandas

SciPy

Seaborn

Matplotlib

SQL

VaR modeling

Time series analysis

Data visualization

Education

Master's degree in Computational Finance or related field

Tools

Python

NumPy

Pandas

SciPy

Seaborn

Matplotlib

SQL

Job description

JPMorgan Chase & Co. seeks a Senior Quantitative Developer to oversee daily time series analytics for market data used in Counterparty Credit Risk limits. You will lead analytics projects, review code, and mentor juniors while developing scalable models and infrastructure for anomaly detection.

The role emphasizes API and visualization tool development, data quality metrics, and collaboration with risk/control functions. Location is Jersey City, NJ.