Corporate Technology - RQD - SAS Developer Manager

JPMorgan Chase & Co.

Education
Company Type
Workhours

JPMorgan Chase & Co. (NYSE: JPM) is a leading global financial services firm with assets of $2 trillion and operations in more than 60 countries. The firm is a leader in investment banking, financial services for consumers, small business and commercial banking, financial transaction processing, asset management, and private equity.

 

The Corporate Technology (CT) organization develops applications and provides technology support for corporate functions across JPMorgan Chase, including Global Finance, Corporate Treasury, Risk Management, Human Resources, Compliance, Legal, and all functions within the Corporate Administrative Office (CAO).
 
CT teams are aligned with corporate partners’ evolving technology needs and the firm’s ever expanding technology controls agenda.
A top CT priority is building scalable corporate systems. Teams focus on:
  • Responding to the evolving regulatory environment and helping to meet the firm’s regulatory commitments by addressing internal and external commitments
  • Advancing the firm’s Roadmap programs -- Single Sourcing of data, Architecture Convergence, and Rationalization of Platforms
  • Adopting industry leading technologies to support best-in-class business capabilities for high performance computing and data storage solutions
  • Driving innovation across the firm’s corporate technology portfolio, increasing efficiencies through process automation, and Agile application development, with an emphasis on user experience and shorter development cycles
  • Investing in security & controls for cyber, access/entitlements uplift, data protection and application resiliency

 

 

The Risk Quantitative Development (RQD) Model Implementation team gets models into production.  Our activities include perform hands-on coding of production-ready SAS scripts which implement Risk and Finance models, translate models into other programming languages, assist other teams in their coding, and create tools which validate data and which streamline the implementation process.

 

The Model Remediation Project (MRP) is a three-year effort to bring all Risk and Finance Models into alignment with the guidance provided by the Federal Reserve in SR11-7.  As part of this effort, RQD will be creating a consistent set of rigorous controls along with a fast-track implementation process for delivery to production of newly designed models.

 

The Risk Quant Developer will be a hands-on technical member of the Model Remediation Project, and will work closely with the Model Design teams to get each model ready for review and approval.  The RQD teams will deliver a ready-for-production implementation at the time each model is submitted for review.

 

The candidate must be a talented SAS programmer and a pro-active problem solver.   In addition, the candidate must exhibit a thorough understanding of model implementation, data structures, data manipulation, distributed processing, application development, and automation.  The candidate must have a solid understanding of consumer financial products, data systems and data environments, and processes that are necessary for the implementation of Risk and Finance models.

 

Responsibilities:

The Risk Quant Developer will be a member of the teams that designs and develops robust automated solutions in partnership with Model Design teams and other stake-holder groups in Risk and Finance.  The ideal candidate will possess strong technical skills and an understanding of data systems, and will execute the end-to-end implementation effort.

- Develop, test, and maintain data and analytics needed for risk and finance models

- Process analysis and process improvement,

- Create and maintain technical documentation,

- Contribute to the group’s knowledge base by finding new and valuable ways to approach problems and projects.

- Deliver high-quality results under tight deadlines

- Experience manipulating and summarizing large quantities of data.

- Knowledge of the consumer lending lifecycle, including loan origination, sale/servicing, default management/loss mitigation

Basic Qualifications:

- Degree in computer science or a numerate subject (e.g. engineering, sciences, or mathematics) or Bachelor's degree with 6 years of experience, or Master’s degree with 4 years of experience, or a Ph.D. and two years of experience.

- 2 to 4 years experience designing and developing in SAS on Unix based platforms. 

- 3 to 5 years experience with Unix shell scripting

- 3 to 5 years experience with SQL

 ·        

Preferred Qualifications:

- 5 years' experience with version control tools and processes (Subversion, CVS, Clear Case etc.)
- 3 years' experience in programming additional languages, especially C++,  Python, R.


Read Full DescriptionHide Full Description
Confirmed a day ago. Posted 30+ days ago.

Discover Similar Jobs

Suggested Articles