JPMorgan Chase & Co. (NYSE: JPM) is a leading global financial services firm with assets of $2 trillion and operations in more than 60 countries. 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.
MRQR Time Series Management Team is a group within the Corporate Risk function. It is responsible for Market Risk data control and high level risk analysis. Examples of the group’s work include analysis and review of daily Market data & statistical properties relating to time series. MRQR Time Series Management Team has regular dialogue with Market Risk Management, Market risk quantitative research product specialist and Technology teams across all areas of the bank.
The team is involved in a variety of business projects such as system migration.
• Analyzing Market Data used for Market Risk calculations such as VaR across several asset classes.
• Verifying the above market data to independent sources such as Bloomberg. • Identifying spurious data and correcting these data points; liaising with Market Risk Coverage/MRQR product specialist for remedial action.
• Partnering with AD to provide requirements for a number of Market Data projects. Perform UAT testing for monthly technology releases.
• Provide recommendation for future best practice controls.
• Suggest and participate in continuous improvements to the process and infrastructure.
• Working with stakeholders such as Market Risk Coverage, MRQR product specialist & Technology teams to ensure the operational control of the process and troubleshooting technical issues.
• Participate in Projects relating to Control issues / enhancements for Market Data Quality Improvement.
• Assist in the production of weekly scorecards distributed to several groups and senior management. In addition work on weekly / monthly enhancements to the various metric packs.
• Running Market data Quality reports, Quarterly Beta review and analyzing the time series for all positions for on boarding into VaR.
• Follow up on LOB Market Risk audit-related issues.
• Impact analysis on VaR/SVAR.• Good understanding of financial derivatives including Greeks
• Preferred experience in managing a team in the past
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JPMorgan Chase is an equal opportunity and affirmative action employer Disability/Veteran.