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Business Systems Architect (Vice President)

Job Description

JPMorgan Chase & Co. (NYSE: JPM) is a leading global financial services firm with assets of $2.6 trillion and operations worldwide. The firm is a leader in investment banking, financial services for consumers and small business, commercial banking, financial transaction processing, and asset management. A component of the Dow Jones Industrial Average, JPMorgan Chase & Co. serves millions of consumers in the United States and many of the world's most prominent corporate, institutional and government clients under its J.P. Morgan and Chase brands. Information about JPMorgan Chase & Co. is available at www.jpmorganchase.com.

 

Build and support enterprise wide stress framework application for providing unified stress tests and risk calculations for Prime Brokerage, Asset Management, Fixed Income Financing, F&O, OTC Clearing, Collateral, Credit and Securities portfolio groups within the context of regulatory filings for CCAR, Dodd Frank, and FRTB. Build the platform to capture market and credit risk, capital and liquidity requirements across Interest Rates, Foreign Exchange, Equities, Credit Derivatives and Commodities asset classes. Design and implement stress test scenarios involving rates and OAS shocks, equity prices and volatility, foreign exchange spots and volatility, credit spread widening/narrowing for single name and basket products, calculating Incremental VaR, Greeks and custom exposure metrics by working with the Quantitative Research team. Identify the use of, and perform numerical analysis on very large data sets to enable the validation of the correct pricing, and market data models and interpolation techniques for complex derivatives. Use information gathered to assess vendor models, software communication protocols, market data and pricing methodologies and represent technology platforms at firm model validation and effective challenge processes. Lead an agile application development team by mentoring junior developers, business analysts and QA teams to achieve quality, resiliency & platform service goals of Chief Development Office via continuous integration, code reviews, source code management strategy. Support business by generating reports, explaining risk numbers & irregularities reported to JPM line of business and regulators. Implement asynchronous micro services architecture in Scala, JMS and expose web services using front end technologies and Python modules to augment firm wide risk and sensitivity calculation engine. Implement a massively distributed, concurrent, high availability, real time computing platform using the JVM ecosystem using both relational and NoSQL databases for persistence.

Educational Requirements: Masters in Computer Science, Applied Mathematics or Software Engineering. 

 

Experience:  6 years of experience in software development or business analysis.

 

Alternative Education/Experience: Bachelor’s in Computer Science, Applied Mathematics or Software Engineering + 8 years of experience in software development or business analysis.

 

Special Skills: Must have experience in each of the following (experience may be gained concurrently): 1. Three years building risk based margining and regulatory reporting software applications for credit risk and market risk monitoring, collateral management, CCAR and Dodd-Frank (including stressed collateral exposure, Incremental Var, and greeks); 2. Development of simulation stress scenarios for CMBX/ABX index shocks, interest Rate SABR volatility models, FX stochastic graph volatility, and convertible bonds; 3. Working with quantitative research teams on integrating pricing models, benchmarking, discounting and interpolation models, butterfly and risk reversal methodologies and represent technology platforms at firm model validation and effective challenge processes; 4. Five years experience with Object Oriented design and development using Java/C++, Spring, J2EE, Weblogic, GoF design patterns and Maven; 5. Proficient with Python programming and debugging, including pandas and numpy numerical libraries; 6. Three years experience in full stack web development with ExtJS/AngularJS, JSON RESTful web services, Selenium and Mongo DB NoSQL database; 7. Five years of demonstrated industry experience on relational databases like Oracle including PL/SQL, partitioning & query optimization, dynamic SQL.
Req #: 160039122
Location: Brooklyn, NY US
Job Category: Technology
Employment Type: Full Time
Potential Referral Amount: 0 US Dollar (USD)

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