Data Scientist Analyst

Are you seeking an exciting opportunity to join a dynamic and growing team in a fast-paced and challenging environment This unique role offers you the chance to collaborate with the Business team and provide a comprehensive view. As a Data Scientist Analyst in Asset and Wealth Management Risk within our AWM Risk team, you will play a senior role in our journey of innovation. Your primary focus will be on introducing and scaling up data-driven risk analytics solutions through the application of data science and machine learning techniques. Your contributions will transform our operations and business processes, enhancing the core value proposition of our system and expanding flexible analytical capabilities for the growth of Newton's platform. JPMorgan Asset & Wealth Management Risk (AWM) is actively seeking a dynamic Risk professional with strong quantitative analysis skills to join our AWM Risk Analytics team. This team, a pivotal part of AWM Risk Management, comprises a diverse group of innovative quantitative and market risk-oriented professionals. Our key responsibilities include developing and maintaining risk measurement methodologies, conducting analytics calculations, and overseeing the AWM Risk System (Newton) used by AWM Risk Management and Front Office stakeholders. Your responsibilities in this role will include: - Collaborating with peers and stakeholders to identify use cases for Data Science that create value, utilizing your expertise in Computer Science, Statistics, Mathematics, and Data Science techniques for security and portfolio risk analytics. - Leading continuous improvements in AI/ML and statistical techniques used in data and analytics validation processes. - Designing and delivering scalable solutions using approved new technologies and tools, such as AI and LLMs, leveraging the citizen developer journey platform to enhance process efficiencies. - Contributing to the analysis of new and large data sets, adhering to best practice data modeling and architecture using big data platforms. - Contributing to the research and enhancement of the risk methodology for AWM Risk Analytics, covering sensitivity, stress, VaR, factor modeling, and Lending Value pricing for investment, counterparty, and liquidity risk. Required qualifications, capabilities, and skills: - Minimum 6 months of experience as a Data Scientist or in a related quantitative role. - Detail-oriented, technically proficient individual with the ability to multitask and work independently. - Excellent communication skills. - Strong understanding of statistics, applied AI/ML techniques, and a practical problem-solving mindset. - Knowledge in modular programming in SQL, Python, ML, AWS Sagemaker, TensorFlow, or similar tools. Preferred qualifications, capabilities, and skills include: - Practical experience in financial markets within Risk Management or a Front Office role. - Knowledge of asset pricing, VaR backtesting techniques, and model performance testing. Join us in this exciting opportunity to contribute to cutting-edge data-driven risk analytics solutions within the Asset and Wealth Management Risk sector.,