Market Risk Time Series Analytics Analyst Associate

JPMorgan Chase

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Work type
On-site
Location
Jersey City, NJNew York, NY
Posted
2 days ago
Freshness
Confirmed live today

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How this pay compares to similar roles

Similar $146k
$104k most similar roles pay here $183k

This listing doesn't post a salary. Most similar roles pay $117,000–$175,000.

Based on 240 similar postings.

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About JPMorgan Chase

JPMorgan Chase & Co. is a global financial services firm and one of the largest banks in the world, offering investment banking, commercial banking, asset management, and consumer financial services.

JPMorgan Chase currently has 1138 open roles on FindRole.

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At a glance

TL;DR · Market Risk Time Series Analytics Analyst Associate

As a Market Risk Time Series Analytics - Analyst/Associate within the Risk Management and Compliance team, you will develop and implement analytics and infrastructure for VaR time series. You will build robust frameworks for market data time series and Average Daily Trading Volume across multiple asset classes while researching next-generation outlier detection and missing data imputation tools. Your daily work involves industrializing production processes, creating APIs for data management, and developing front-end applications to deliver end-to-end solutions. You will utilize Python, Numpy, Pandas, and advanced Excel to analyze large, unstructured datasets and perform statistical tests. Additionally, you will design prompts for AI/LLM systems and implement LLM analytics via MCP tool integrations. The role addresses the technical challenge of assessing market data quality and managing risk metrics like historical simulation and Monte Carlo simulations.

What you'll do

  • Develop and enhance analytics frameworks and infrastructure for market data time series across multiple asset classes.
  • Research and develop next-generation outlier detection and variance detection methodologies.
  • Build tools for missing data imputation using statistical tests to ensure high data quality.
  • Automate the production process for Average Daily Trading Volume data.
  • Create and maintain APIs and statistical tools for time series management and visualization.
  • Develop front-end applications to deliver end-to-end market data solutions.
  • Design and optimize prompts for AI/LLM systems to retrieve and process market data.
  • Implement LLM analytics using MCP tool integrations, guardrails, and monitoring systems.

What we're looking for

  • Bachelor's or Master's degree in Statistics, Computer Science, Engineering, Quantitative Finance, or a related quantitative field.
  • Expertise in Python with OOP knowledge and experience using Numpy and Pandas.
  • Ability to perform code optimization, debugging, and reverse engineering.
  • Experience analyzing large, unstructured datasets and handling distributed computing for large data processing.
  • Knowledge of financial instruments and risk management principles such as VaR, historical simulation, Monte Carlo, and greeks.
  • Strong analytical skills, problem solving, attention to detail, and excellent verbal/written communication skills.
  • 0–4 years of relevant full-time experience in investment banking, hedge funds, asset management, or a related financial institution (preferred).
  • Familiarity with front-end technologies, prompt engineering for AI models, advanced Excel, or CFA/FRM certifications (preferred).

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