Posted: Monday, August 28, 2017 3:10 AM
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 JP Morgan and Chase brands. Information about JPMorgan Chase & Co. is available at pmorganchase.com/ . The Corporate Technology (CT) organization develops applications and provides technology support for corporate functions across JPMorgan Chase, including Global Finance, Corporate Treasury, Risk Management, Human Resources, Compliance, Legal, and all functions within the Corporate Administrative Office (CAO). The RQD (Risk Quantitative Development) IT Organization has responsibility for implementation of Retail financial models in credit, collections, fraud, and regulatory reporting, as well as providing firm-wide model governance systems, and analytical environments for business analysts and model developers. The Corporate Technology (CT) organization develops applications and provides technology support for corporate functions across JPMorgan Chase, including Global Finance, Corporate Treasury, Risk Management, Human Resources, Compliance, Legal, and all functions within the Corporate Administrative Office (CAO). CT teams are aligned with corporate partners' evolving technology needs and the firm's ever expanding technology controls agenda. + A top CT priority is building scalable corporate systems. Teams focus on: + Responding to the evolving regulatory environment and helping to meet the firm's regulatory commitments by addressing internal and external commitments + Advancing the firm's Roadmap programs -- Single Sourcing of data, Architecture Convergence, and Rationalization of Platforms + Adopting industry leading technologies to support best-in-class business capabilities for high performance computing and data storage solutions + Driving innovation across the firm's corporate technology portfolio, increasing efficiencies through process automation, and Agile application development, with an emphasis on user experience and shorter development cycles + Investing in security & controls for cyber, access/entitlements uplift, data protection and application resiliency The Risk Quantitative Development (RQD) Model Implementation team helps modelers implement their models into production. Our activities include perform hands-on coding of production-ready SAS modeling code to convert then in Python so that it can be implemented in Common Model Deployment System (CMDS). This team is also responsible for validating output of models with modeling team before it can be implemented in production environment. Other functionalities include creating reports like PROC Means, PSI, Characteristic Report and various other control reports in conjunction with reporting and modeling team. The Model Remediation Project (MRP) is a three-year effort to bring all Risk and Finance Models into alignment with the guidance provided by the Federal Reserve in SR11-7. As part of this effort, RQD will be creating a consistent set of rigorous controls along with a fast-track implementation process for delivery to production of newly designed models. The Risk Quant Developer/Lead will be a hands-on technical member of the Model Implementation team, and will work closely with the Modeling team, Data Management and Orchestration team to implement models in production (CMDS). The candidate must be a talented programmer with the skills listed below and a pro-active problem solver. In addition, the candidate must exhibit a thorough understanding of model implementation, data structures, data manipulation, distributed processing, application development, and automation. The candidate must have a solid understanding of consumer financial products, data systems and data environments, and processes that are necessary for the implementation of Risk and Finance models. **Responsibilities** : The Risk Quant Developer/Lead will be a member of the teams that designs and develops robust automated solutions in partnership with Model Design teams and other stake-holder groups in Risk and Finance. The ideal candidate will possess strong technical skills and an understanding of data systems, and will execute the end-to-end implementation effort. + Develop, test, and maintain data and analytics needed for risk and finance models + Process analysis and process improvement, + Create and maintain technical documentation, + Contribute to the group's knowledge base by finding new and valuable ways to approach problems and projects. + Deliver high-quality results under tight deadlines + Experience manipulating and summarizing large quantities of data. + Knowledge of the consumer lending lifecycle, including loan origination, sale/servicing, default management/loss mitigation **Basic Qualifications:** + Degree in computer science or a numerate subject (eg engineering, sciences, or mathematics) or Bachelor's degree with 6 years of experience, or Master's degree with 4 years of experience, or a Ph.D. and two years of experience. + Development and implementation experience of applications for 5-7 years. + 2 to 4 years' experience designing and developing in Python. + 2 to 4 years' experience in Hadoop Platform (Hive, HDFS and Spark) + 3 to 5 years' experience with Unix shell scripting + 3 to 5 years' experience with SQL + 1 to 2 years' experience with SparkSoftware + Knowledge of Java and Scala **Preferred Skills:** + 5 years' experience with version control tools and processes (Subversion, CVS, Clear Case etc. + 3 years' experience in programming additional languages, especially C++, R, SAS JPMorgan Chase is an equal opportunity and affirmative action employer Disability/Veteran.
• Post ID: 7225433 delaware