Risk Management - Capital Risk Analytics - Associate

Key Skills

Aartificial intelligence, Data science techniques, Data Visualization, Effective communication skills, Generative AI, Machine learning techniques, Python Programming, Risk Analytics, SQL

Job Description

As part of the newly-formed & growing Analytics team, you will look into all aspects of Capital and Risk Weighted Assets (RWA), both at a firmwide level and at the level of key legal entities in the firm. Your role will be critical for achieving the goal of driving data-based capital decisions and applying innovative approaches to enhance the understanding of capital. You will be challenged to be innovative in applying analytical techniques to investigate the sufficiency and composition of Capital in all circumstances (both normal and highly stressed scenarios) to ensure that JPM remains within both required and desired levels. You will also engage in Capital calculations and help manage aspects on buffers, dividends and buy-backs – some of the most critical and top-of-the-house decisions in the firm.

Job responsibilities

• Developing and implementing innovative statistical and machine learning models to forecast, optimize and stress Capital data in Python.
• Conducting in-depth analysis of Capital and RWA data and creating data visualizations to generate data-driven insights for the senior management in a clear and intuitive manner.
• Contributing to the build out of Capital analytics platform user interface.
• Performing scenario analysis and stress-testing, as well as using results to inform decision making and to determine suitable buffers.
• Developing a deep understanding of both firmwide and key legal entity Capital requirements.
• Collaborating across teams and geographies to leverage data, build analytical tools, as well as to help design and build the next generation of predictive models.
• Continuously evaluating and improving data collection, analysis, and modeling processes to enhance accuracy and efficiency.

Required qualifications, capabilities, and skills

We are keen to hear from candidates who have prior quantitative risk analytics experience. More importantly, we are looking for someone who is intellectually curious with as many of the following on their CV:

• High level of proficiency with Python.
• Experience in building statistical models and applying machine learning techniques (clustering, regression, neural networks, time series analysis).
• Strong data analytics & data science skills, demonstrated experience of extracting insights from the large amounts of data and visualizing the result in an intuitive way.
• Highly adaptable, thriving in an environment where things change quickly and where new approaches and experiments are required.
• Lateral thinker with a commitment to getting things done and good problem solving skills.
• Good partnership and communication skills, including credibility & ability to convey complex concepts to both technical and non-technical stakeholders.
• Strong academic background with a minimum bachelor’s degree. JPMorgan recruits from all academic disciplines.
• 3+ years’ experience in data science role.

Preferred qualifications, capabilities, and skills

The following additional items are a plus but not essential for this role. JP Morgan believes in a culture of continuous learning, and we are happy to support your learning journey in the pursuit of these skillsets (subject to meeting the minimum internal criteria)

• Front End Development/ UI/ Dashboarding Skills strongly preferred.
• Knowledge of SQL.
• Interest in developing Generative AI solutions.
• Experience in finance or risk management.

ABOUT US

J.P. Morgan is a global leader in financial services, providing strategic advice and products to the world’s most prominent corporations, governments, wealthy individuals and institutional investors. Our first-class business in a first-class way approach to serving clients drives everything we do. We strive to build trusted, long-term partnerships to help our clients achieve their business objectives.

We recognize that our people are our strength and the diverse talents they bring to our global workforce are directly linked to our success. We are an equal opportunity employer and place a high value on diversity and inclusion at our company. We do not discriminate on the basis of any protected attribute, including race, religion, color, national origin, gender, sexual orientation, gender identity, gender expression, age, marital or veteran status, pregnancy or disability, or any other basis protected under applicable law. In accordance with applicable law, we make reasonable accommodations for applicants’ and employees’ religious practices and beliefs, as well as any mental health or physical disability needs.