Quantitative Trading & Research - Treasury - Executive Director
The Quantitative Trading & Research (QTR) team is looking for a strong candidate to lead all quantitative aspects of financial resource analytics across trading businesses including Equities, Rates, FX, Credit and Commodities.
Job Summary
As a Vice President / Executive Director in the Quantitative Trading & Research (QTR) Securities Services, Payments and CIB Treasury team, you will support the business in tackling their most technically complex business problems. This could range from leveraging LLMs to deliver capabilities at scales never before possible, to developing ML applications that make business-critical predictions, to handling vast data sets using the J.P.Morgan's Cloud capabilities. You will be in tight partnership with the business and associated functions in identifying their most pressing pain points and iterating towards a solution that really works for them. If you are passionate about solving real-world problems using your quantitative background and experience, this may be just the team for you.
Job responsibilities
- Lead the development of statistical models for Commercial Real Estate within CIB Treasury and provide US-based support for the deposit modelling agenda as needed, including managing a team of modellers / data scientists
- Proactively seek opportunities to scale existing models to be increasingly data-driven, including working with business leads to develop ML/AI analytics, automate manual processes and build tools that enable the organization to make improved decisions that are model-driven / data-driven
- Make real-world, commercial recommendations through effective presentations to a diverse set of stakeholders
- Maintain models and associated documentation in line with MRGR guidelines and provide day-to-day modelling support to CIB Treasury
- Partnering with Technology, drive the build out of a cloud-based datalake to support analysis of large datasets
- Partnering closely with other QTR teams to build / re-use best-in-class data and modelling components
Required qualifications, capabilities, and skills
- 5+ years of developing statistical / forecast / ML models
- Robust understanding of Machine Learning, Statistics, and Mathematics, both in fundamentals as well as applying them in real-world problems, from prototype to production
- Excellent communication skills (both verbal and written) and the ability to present findings to a non-technical audience including senior management
- Passion for learning, sharing knowledge, building collaborations, and getting things done
- Advanced degree (PhD or MS) or equivalent in a quantitative field: Physics, Mathematics, Computer Science, Engineering, etc
Preferred qualifications, capabilities, and skills
- Experience in managing a team of modelers and data scientists
- Participation in KDD/Kaggle competition, Hackathons or contribution to GitHub
- Experience in applying LLMs to solve business problems
- Experience in working with Cloud and/or HPC environments