Risk Management -Market Risk - Average Daily Trading Volume Analytics - Analyst
Aumni
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See open jobs at Aumni.See open jobs similar to "Risk Management -Market Risk - Average Daily Trading Volume Analytics - Analyst" NEXT Frontier Capital.Job Description
We are looking for an experienced candidate to join our team in New York. Market Risk ADTV Analytics team is responsible for the development and implementation of the analytics used for Average Daily Trading Volume (ADTV) calculation for various asset classes. The team develops infrastructure to calculate ADTV with data sourced from multiple providers. ADTV is a key input to the Strategic Stress liquidity add-on and Gross Market Concentration (GMC) risk calculations. GMC is a limit framework used by the firm’s Credit Officers to approve trades and manage concentrated positions at the counterparty level versus the size of the traded market (ADTV).
As a Market Risk - Average Daily Trading Volume (ADTV) Analytics - Analyst in our Market Risk ADTV Analytics team, you will be responsible for the development and implementation of analytics used for ADTV calculation across various asset classes. You will work closely with teams in New York, London, and India, and will need to be proactive to develop and improve the market data time series analytics in the strategic market risk platform. This role provides an opportunity to access and learn J. P. Morgan’s highly sophisticated solutions.
Job Responsibilities
- Develop and enhance a robust analytics framework and infrastructure for Average Daily Trading Volume time series data for financial instruments across multiple asset classes;
- Research and develop next-generation outlier and variance detection methodologies;
- Build outlier detection and missing data imputation tools, employing statistical tests, and analyze their performance;
- Industrialize and automate the Average Daily Trading Volume production process;
- Design and develop a scalable framework that can easily onboard new data source while adapting to evolving analytics needs;
- Create, maintain and enhance APIs and statistical tools used for time series data management and visualization;
- Develop and implement front-end analytics and applications to deliver end-to-end market data solutions;
- Liaise and collaborate with various functions including peer Market Risk Coverage, Credit Risk and Technology partners;
- Facilitate periodic audit processes to ensure compliance with regulatory bodies.
Overall, the candidate will need to work closely with teams in New York, London, and India, and will need to be proactive to develop and improve the market data time series analytics in the strategic market risk platform, access and learn J. P. Morgan’s highly sophisticated solutions.
Required Qualifications, Skills and Capabilities
- Advanced degree in Financial Engineering, Computer Science, or related quantitative field;
- Expertise in Python, OOP knowledge is a must, plus experience with Numpy and Pandas;
- Ability to perform code optimization, debugging and reverse engineering;
- Strong analytical skills with a keen attention to detail;
- Experience in analyzing large and unstructured datasets;
- Knowledge of financial instruments and risk management principles;
- Ability to independently problem solve and take ownership for delivery;
- Ability to think critically and adapt to rapidly changing requirements;
- Excellent verbal/written communication skills and proficiency in technical documentation;
- Enthusiasm for knowledge sharing and ability to collaborate effectively.
Preferred qualifications, capabilities, and skills
- Knowledge of front-end technologies like React, JS, HTML and integration with large data sets;
- Proficient in Microsoft Excel, using advanced formulas, pivot tables, etc.;
- Strategic and creative thinker when faced with problems and opportunities;
- Ability to understand business processes and their risk implications, analyze complex situations, reach appropriate conclusions, and make feasible recommendations;
- Qualifications like CFA/FRM are an added advantage.
This job is no longer accepting applications
See open jobs at Aumni.See open jobs similar to "Risk Management -Market Risk - Average Daily Trading Volume Analytics - Analyst" NEXT Frontier Capital.