Corporate – Risk - Model Risk Group – Quantitative Python Developer - VP
Req #: 180029828
Job Category: Accounting/Finance/Audit/Risk
Corporate – Risk - Model Risk Group – Quantitative Python Developer – VP
Financial Institutions routinely use complex mathematical models for a broad range of decision making activities. Model Risk arises from the potential adverse consequences of making decisions based on incorrect or misused model outputs and reports, leading to financial loss or reputational damage.
Within MRG, the Model Integrity, Analytics & Delivery (MIAD) team is responsible for developing the MRG Jupyter notebook based analytics platform, used by the validation team to test models using R and Python code in a transparent and repeatable way. Usage has doubled in a year and the platform is now being upgraded to support increased capacity and evolve towards cloud technologies.
The role affords the new team member opportunities to gain experience with a wide range of technologies including Jupyter and Cassandra and get exposure to models used in multiple business areas.
Essential skills, experience, and qualifications:
Python including Scientific Python
Experience of the full software lifecycle; design, coding, test, deployment, and ongoing support.
Experience of using GIT
Excellent communication skills (written and verbal)
Team work oriented
Experience with UNIX or Linux systems
Inquisitive nature with a Risk & Control mind-set
Desirable skills, experience and qualifications
Experience with open source software
Experience with C++ and R
Experience with Jupyter and Tornado
Experience of Cassandra or other NoSQL database implementation
Understanding of computer system security
Understanding of software verification
Degree in Computer Science, Engineering, Math, Math Finance, Physics or similar
Experience of delivery in a banking environment
About J.P. Morgan Chase & Co:
J.P. Morgan serves one of the largest client franchises in the world. Our clients include corporations, institutional investors, hedge funds, governments and affluent individuals in more than 100 countries. J.P. Morgan is part of JPMorgan Chase & Co. (NYSE: JPM), a leading global financial services firm with assets of $2.1 trillion. The firm is a leader in investment banking, financial services for consumers, small business and commercial banking, financial transaction processing, asset management, and private equity. A component of the Dow Jones Industrial Average, JPMorgan Chase serves millions of clients and consumers under its JPMorgan and Chase, and WaMu brands.
J.P. Morgan offers an exceptional benefits program and a highly competitive compensation package. J.P. Morgan is an Equal Opportunity Employer