JOB DESCRIPTION
QR Operational Risk (QROR) is a team within the Conduct, Compliance and Operational Risk (CCOR) organization of JPMorgan. QROR owns the design, implementation, and development for a broad spectrum of risk models, primarily in the measurement of regulatory operational risk capital, economic operational risk capital, operational risk stress loss. Additionally, QROR engages in R&D related to operational risk quantification. The Role This is a quantitative role focused the firms risk engines for operational risk measurement and management. The role seeks candidates that are creative and have curiosity to solve new and difficult problems, with emphasis on disciplined approach to object-oriented programming, optimization of numerical algorithms, and innate ability and drive to write production-level code. This role will support the team in maintaining inventory of existing models: supporting production runs and facilitating periodic reviews of the model, and code maintenance. Communication skills are important to us. We are seeking candidates who can present technical topics to internal stakeholders, and who are able to write high-quality documentation. Candidates should be comfortable collaborating with colleagues at varying levels of experience and backgrounds. Core responsibilities:

• Support production runs, explains, maintenance and improvements to existing inventory of models
• Translate teams R&D activities into software products
• Be actively involved in code development lifecycle i.e. implementation, testing and ongoing monitoring
• Act as QROR lead for maintaining and improving our code base
• Act as QROR liaison for interfacing with corporate technology

Qualifications 1. Advanced Degree (PhD/MS) in engineering/computer science/statistics/mathematics 2. Expertise in Python; experience with C++/R 3. Proficient in numerical computing 3. Experience in distributed computing, cloud computing and software development lifecycle 4. Experience in statistical modeling, machine learning 5. High quality communication and inter-personal skills JPMorgan Chase is an equal opportunity and affirmative action employer Disability/Veteran. ABOUT US

J.P. Morgan is a global leader in financial services, providing strategic advice and products to the worlds most prominent corporations, governments, wealthy individuals and institutional investors. Our first-class business in a first-class way approach to serving clients drives everything we do. We strive to build trusted, long-term partnerships to help our clients achieve their business objectives.

We recognize that our people are our strength and the diverse talents they bring to our global workforce are directly linked to our success. We are an equal opportunity employer and place a high value on diversity and inclusion at our company. We do not discriminate on the basis of any protected attribute, including race, religion, color, national origin, gender, sexual orientation, gender identity, gender expression, age, marital or veteran status, pregnancy or disability, or any other basis protected under applicable law. We also make reasonable accommodations for applicants and employees religious practices and beliefs, as well as mental health or physical disability needs. Visit our FAQs for more information about requesting an accommodation.


ABOUT THE TEAM

Our professionals in our Corporate Functions cover a diverse range of areas from finance and risk to human resources and marketing. Our corporate teams are an essential part of our company, ensuring that were setting our businesses, clients, customers and employees up for success.