Gauss is the firm's Counterparty Credit Risk calculator for JPMorgan's OTC derivatives portfolio. Gauss is a full revaluation, Monte Carlo simulation engine and it computes the credit exposure if the counterparty defaults. Gauss uses the latest cutting-edge technology such as Python, high performance grid computing and performs over 3 trillion MTM calculations in its daily calculation run.
As a Business Analyst in Gauss, you will work closely with various stakeholders, which include our business users, quantitative research team, developers, and peer technology teams.
Day to Day Responsibilities include:
Elicit and interpret user needs to understand and document business requirements and E2E workflow, functional requirements, and design specifications.
Write detailed application level and multi-application E2E test cases and execute them.
Effectively communicate with developers and other analysts in the team, without having a direct managerial responsibility.
Perform data and results analysis, identify the deviations and trends, and follow up with the quants and business users to review and confirm results quality.
Hold regular meetings with the project stakeholders and maintain a project plan to track status and provide updates.
Please note that J.P. Morgan will not accept unsolicited approaches or speculative CVs, nor will J.P. Morgan be responsible for any related fees, from Third Party Firms who are not preferred suppliers.
The firm invites all interested and qualified candidates to apply for employment opportunities.
If you are a US or Canadian applicant with a disability who is unable to use our online tools to search and apply for jobs, please contact us by calling (US and Canada Only) 1-866-777-4690. Please indicate the specifics of the assistance needed.