Securities Services Ops - Vice President Derivates pricing

Profile

Securities Services Ops - Vice President Derivates pricing','200031256','!*!

The Valuation Control Group (VCG) is organized into a team of OTC

derivatives valuation and quantitative analysts based in Dallas, London,

Mumbai, & Singapore.  The VCG team provides independent OTC

derivatives valuations to institutional clients, asset managers, hedge funds,

and insurance companies who have outsourced part or all of their operations to

J.P. Morgan.  The VCG team provides the primary support and expertise for

complex valuations and valuation queries from both internal and external

clients.  The team functions as the Subject Matter Experts for OTC

derivatives valuation, across a wide array of derivative products including

rates, credit, equity, FX, inflation, Commodity, and volatility / variance

swaps.

 

The team is looking for a Data Science & Visualization expert

to assist with the build and optimization of OTC Derivative and

Securities pricing workflows which will harness the power of Drag and Drop

coding platforms in order to drive efficiencies with respect to automating Ops

processes as well as generate insights and trends from large data sets.

 

Summary of Responsibilities

                        

Data

Science SME with deep understanding of application and deployment of

Machine Learning concepts such as Random Forrest analysis, K-means

clustering, &  regression.Develop

and productionize workflows to enable Data Wrangling & deploy Machine

Learning algorithms via drag & drop coding, or outright in Python, R,

etc.Manage and execute the successful delivery of the data

pipelines, analytics platforms and reporting tools to meet business needs.Knowledge

of Big Data concepts and Hadoop File Structure (HDFS) with ability to

perform historical analysis on large and often unstructured data sets

which can be used as 'ground truth' to train and optimize existing models.Utilize

Tableau and embedded SQL functionality to spot trends and extract useful

Business Intelligence for senior management reporting.Establish

and develop strong relationships with internal and external clients, other

internal stakeholdersAssist

with creation of logical data file structures both on premise and cloud

for use in programs that ETL & validate input dataOther

functions as the role and team develops

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Qualifications

 

Background

in Data Science and Machine learning methods (Python & R) as well as

Business Intelligence tools such as Tableau & Qlikview. Experience

using Drag and Drop coding platforms such as Spotfire, Dataiku, DataRobot

& AWS Cloud, etc. to drive automation of new and existing Operations

processes a plus.OTC

Derivatives & Securities valuation knowledge across multiple asset

classes with  understanding of sensitivity analysis including Pv01,

duration, etc.Experience

in and comfortable working within a highly controlled, regulated

environmentExperience

in Bloomberg, Reuters, other trading or risk mgmt platforms

Degree in Computer

Science or relevant technical work experience is highly

positive

','','Operations','US-TX-Plano-Legacy West A / 59693','','CORPORATE & INVESTMENT BANK','Full-time','Standard','Day Job','','J.P. Morgan','J.P. Morgan','Securities Services Ops - Vice President Derivates pricing

Company info

JPMorgan Chase & Co,
Website : http://www.jpmorganchase.com