· Partner with Model developers to understand, implement and onboard pricing and forecasting models onto our platform.
· Enhance our core analytic library framework to improve its flexibility and performance.
· Research and implement innovative approaches to improving the performance of our analytics libraries by enhancing algorithms, parallelizing, employing GPUs, etc.
· Work with our Technology and Business partners to support the end to end delivery of analytics to the firms Risk systems
· Ensure that the modeling code, parameters are released in a controlled fashion with proper test coverage.
· Exceptional Python development skills; C++ a plus
· Experience with and knowledge of Pandas, numpy, scipy, etc
· Exceptional object-oriented design skills
· Strong analytical and problem solving abilities
· Good communication and able to work in a team-oriented environment
· Must be self-motivated, pro-active, responsible and driven to deliver
· Graduate degree in either computer science or a numerate subject (e.g. engineering, sciences, computing or mathematics)
· Experience with model development and quantitative programming
· Experience with improving performance of Python applications and parallel computing
· Experience with performance profiling, code coverage and unit testing
· Experience with Finance, Regulatory Capital and CCAR a plus
· Experience with subversion, automated build/test systems and release processes
· Experience developing software on Linux/Unix
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.