Job Location: Mumbai
- Analyzing Market Data used for Market Risk calculations such as VaR across several asset classes.
- Verifying the above market data to independent sources such as Bloomberg.
- Identifying spurious data and correcting these data points; liaising with Market Risk Coverage/MRQR product specialist for remedial action.
- Partnering with AD to provide requirements for a number of Market Data projects. Perform UAT testing for monthly technology releases.
- Provide recommendation for future best practice controls.
- Suggest and participate in continuous improvements to the process and infrastructure.
- Working with stakeholders such as Market Risk Coverage, MRQR product specialist & Technology teams to ensure the operational control of the process and troubleshooting technical issues.
- Participate in Projects relating to Control issues / enhancements for Market Data Quality Improvement.
- Assist in the production of weekly scorecards distributed to several groups and senior management. In addition work on weekly / monthly enhancements to the various metric packs.
- Running Market data Quality reports, Quarterly Beta review and analyzing the time series for all positions for on boarding into VaR.
- Follow up on LOB Market Risk audit-related issues.
- Impact analysis on VaR/SVAR.
- Good understanding of financial derivatives including Greeks.
Qualifications
- Professional, self-motivated, and adaptable person who can work effectively under pressure.
- Attention to detail will be key in this role.
- Basic understanding of product knowledge across a range of asset classes – Credit, Rates, Equities, Commodities etc.
- Ability to work and solve problems independently, and be able to work in a deadline oriented environment working with large amounts of data.
- Ability to understand business processes and their risk implications, analyze complex situations, reach appropriate conclusions, and make value-added and practical recommendations.
- Excellent verbal and written communication skills, with the ability to create and present training materials. Excellent interpersonal skills; ability to develop effective credible relationships with the business and functional partners.
- Very proficient and experienced in Microsoft Excel, using advanced formulas; Pivot tables; data management and linking to external databases, etc.; ability to build macros and VBA desirable.
- Candidates will need to work in a dynamic development environment. Familiarity with Python and SQL is a plus.
- University graduate in Finance / Math or related discipline preferred.
- Prior experience of a Market Data analysis.
- Ability to perform analysis on large sets of data and analyze trends.
- Experience of using Bloomberg desirable.
- Preferred qualifications CFA/FRM.
JPMorgan Chase & Co., one of the oldest financial institutions, offers innovative financial solutions to millions of consumers, small businesses and many of the worlds most prominent corporate, institutional and government clients under the J.P. Morgan and Chase brands. Our history spans over 200 years and today we are a leader in investment banking, consumer and small business banking, commercial banking, financial transaction processing and asset management.
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. In accordance with applicable law, we make reasonable accommodations for applicants and employees religious practices and beliefs, as well as any mental health or physical disability needs.
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