Risk & Finance Technology - Senior Python Application Developer

  • Competitive
  • Jersey City, NJ, USA
  • Permanent, Full time
  • JPMorgan.
  • 28 Sep 16

Risk & Finance Technology - Senior Python Application Developer

JPMorgan Chase & Co. (NYSE: JPM) is a leading global financial services firm with assets of $2.6 trillion and operations worldwide. The firm is a leader in investment banking, financial services for consumers and small business, commercial banking, financial transaction processing, and asset management. A component of the Dow Jones Industrial Average, JPMorgan Chase & Co. serves millions of consumers in the United States and many of the world's most prominent corporate, institutional and government clients under its J.P. Morgan and Chase brands. Information about JPMorgan Chase & Co. is available at www.jpmorganchase.com .

Strategic Forecasting Program (SFP) is a multi-year initiative to design, build and implement a multi-dimensional forecasting platform that will serve multiple functions and stakeholders and cover the entire balance sheet and P&L. The platform will support all lines of businesses and Corporate with highly flexible infrastructure to implement and execute various analytics models. It will also provide distributed calculation and centralized consolidation, aggregation and further downstream calculations required for various reporting requirements.

As a senior application developer, you will work with business and IT partners to understand the requirements, and be will be responsible for designing, developing, testing and documenting functionality to satisfy requirements of one ore more user areas.

Candidate will

  • Serve as the technical subject matter expert on designing and developing high performance analytical models for balance sheet and P&L forecasting using Python
  • Develop scalable and flexible integration solutions with external modules/components provided by the LOB technology teams
  • Work closely with business analysts, quantitative research team, and business users to interpret the requirements and evaluate alternative solutions
  • Create technical design recommendations for developing and integrating programs per written specifications
  • Perform unit testing and system integration testing of the newly developed functionality
  • Help set development standards in areas of best practices, code quality, test coverage, monitoring, logging, exception management, and others
  • Conduct code reviews on components and applications to ensure adherence to the development standards and best practices
  • Collaborate and build relationships with other development teams, operate and operations partners, and business clients


Qualifications
  • 8 + years of application development experience.
  • 4+ years of advanced Python skills (deep understanding of language internals, profiling, best practices)
  • Proficient in Python extensions for Scientific Computing (e.g. numpy, pandas, cython, numba, theano, f2py)
  • Strong skills in statistics, math, or similar quantitative field
  • Very good understanding of object oriented design patterns and Python idioms; software engineering background a plus
  • Experience with ETL/DBMS, preferably Oracle, PL SQL
  • Experience in model development economic capital, ICAAP/CCAR, operational risk, liquidity risk, or ALM a plus
  • Thorough knowledge of statistics and econometrics and experience with statistical software (SAS, R) highly desirable
  • Experience with proprietary Python frameworks (e.g. JPMC's Athena, Bank of America's Quartz) desirable
  • Knowledge of C++, Fortran, OpenMP, and MPI desirable
  • Experience with high performance computing, grid computing, distributed data caches and risk pricing
  • Knowledge of version and revision control practices and procedures