J.P. Morgan's Credit QR team is looking to enhance real-time risk management capabilities for trading stakeholders, addressing current infrastructure shortcomings and designing a new strategic infrastructure.
Requirements
- Knowledge of the credit and fixed income business with a structured approach to problem-solving.
- Strong software design and data science skills, with experience in Python preferred.
- Interest in good software design principles.
- Exceptional analytical, quantitative, and problem-solving skills.
- Experience supporting a credit market-making desk with P&L or risk production responsibilities.
- Advanced degree in math, statistics, physics, financial engineering, or computer science.
- Proactive attitude with a natural interest in learning about our business, models, and infrastructure.
Responsibilities
- Address the current infrastructure's shortcomings by gathering user feedback and ensuring consistent and accurate risk and P&L views.
- Identify and implement effective methods to project P&L into the major risk factors that originate it.
- Collaborate with our Technology partners to ensure accurate data exposure in the User Interface (UI).
- Contribute to designing the new strategic infrastructure to replace the current system.
- Partner with our Credit Data Tech team to ensure all exposed data is recorded and auditable.
- Document the data product and streams, detailing model and implementation choices for defining various P&L and risk factors.
- Coordinate with the QR team to align activities and agree on optimal implementation choices, working with sub-teams in Credit QR: Credit Cash, Credit Macro, Credit Exotic, and Loan, CLO, and Financing teams.
Other
- Team player with excellent oral and written communication skills for interaction with trading, technology, and peer QR teams.
- Attention to detail and a focus on quality deliverables.
- Ability to work effectively in a high-pressure environment.
- Advanced degree in math, statistics, physics, financial engineering, or computer science.
- Those in eligible roles may receive commission-based pay and/or discretionary incentive compensation, paid in the form of cash and/or forfeitable equity, awarded in recognition of individual achievements and contributions.
