JPMorgan Chase & Co.

The Applied AI and Machine Learning team at JP Morgan Corporate Investment Bank combines cutting edge machine learning techniques with the company's unique data assets to optimize the business decisions we make. In this role, you will be part of our industry-leading data analytics team and advance the state-of-the-art in financial applications ranging from generating business intelligence to predictive models and automated decision making. Our work spans the Corporate Investment Banking, with exceptional opportunities in each line of business. The team covers a wide array of activities whether internally or externally focused: Controls, Compliance, Legal, Finance functions, Operations and Digital Investment Banking.

Job responsibilities:

• Conduct end-to-end research such as formulating problems, gathering data, generating hypotheses, developing models and algorithms, conducting experiments, synthesizing results, building prototype applications, communicating the significance of research, and deploying the models following all relevant processes and governance. 
• Anticipate and consider risks when building machine learning solutions and prediction/classification systems. 
• Build and train production grade ML models on large-scale datasets to solve various business use cases for the firm. 
• Develop quantitative and machine learning models for markets data. 
• Develop methodologies for AI/ML model explainability. 
• Analyze trading data, patterns, and trends to detect potential market anomalies. 
• Work with Markets technology to identify and investigate data gaps and curate datasets for modeling. 
• Drive complex projects that require cross-organizational alignment and collaboration. 

Required qualification, capabilities, and skills 

• Master’s, PhD, or equivalent degree program in mathematics, sciences, statistics, econometrics, engineering, financial engineering, computer science, or other quantitative fields 
• Expertise in Time Series Analysis, Forecasting, Statistics
• Markets domain knowledge and Experience working with equities, bonds, or commodities trading data
• Experience with SQL and Q query language for KDB
• Experience with quantitative methods in finance: Probabilistic modeling; Liquidity profiling; Reinforcement Learning; Optimization methods. 
• Experience with Network Analysis
• Experience with opensource models, machine learning APIs and computational packages. 
• Strong written and oral communication and interpersonal skills
• Programming experience with Python. Proficient in git version control 

JPMorgan Chase & Co., one of the oldest financial institutions, offers innovative financial solutions to millions of consumers, small businesses and many of the world’s 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. We also make reasonable accommodations for applicants’ and employees’ religious practices and beliefs, as well as mental health or physical disability needs. Visit our FAQs for more information about requesting an accommodation.

The Corporate & Investment Bank is a global leader across investment banking, wholesale payments, markets and securities services. The world’s most important corporations, governments and institutions entrust us with their business in more than 100 countries. We provide strategic advice, raise capital, manage risk and extend liquidity in markets around the world.