Awm Quant Modelling- Senior Associate

JPMorgan Chase JPMorgan Chase · Banking · Bengaluru, Karnataka, India · Asset & Wealth Management

Senior Associate Data Scientist role in JPMorgan's AWM Risk Analytics Group, focusing on developing and deploying AI/ML models for risk management. Responsibilities include identifying use cases, leading model development (NLP, LLMs), prompt engineering, quantization, evaluation, data onboarding, model optimization, and contributing to risk methodologies. Requires experience with Python, SQL, R, PyTorch/TensorFlow, AWS, and frameworks like LangChain.

What you'd actually do

  1. Identify and evaluate use cases for data science to enhance risk analytics and create business value.
  2. Lead the development and continuous improvement of AI/ML and statistical techniques for data validation and analytics.
  3. Design, pre-train, and fine-tune production-grade language models for hierarchical classification, summarization, and QA.
  4. Collaborate with stakeholders to deliver scalable, flexible solutions using approved AI and LLM technologies.
  5. Perform prompt engineering, quantization, and evaluation to optimize large language model robustness and performance.

Skills

Required

  • Minimum 2 years’ work experience as a Data Scientist or in an applied AI/quantitative role, developing and deploying NLP and predictive models.
  • Strong foundation in statistics, applied AI/ML techniques, and advanced problem-solving.
  • Hands-on experience with distributed computing, NLP (entity recognition, text classification, summarization, QA), and LLM optimization.
  • Proficiency in Python, SQL, R, PyTorch or TensorFlow, and AWS.
  • Experience with frameworks such as LangChain, LangGraph, or AutoGen.
  • Demonstrated ability to improve model robustness and conduct advanced statistical modeling and A/B testing.
  • Detail-oriented, able to multi-task, and work independently in a fast-paced environment.
  • Excellent communication and collaboration skills.
  • Experience in modular programming and big data platforms.
  • Bachelor’s degree in a quantitative or technology field (AI, Mathematics, Statistics, Engineering, Computer Science, or equivalent).
  • Proven track record of delivering data-driven solutions in a business context.

Nice to have

  • Experience in financial markets in a quantitative analysis, research, or risk management role.
  • Knowledge of asset pricing, VaR backtesting, and model performance testing.
  • Advanced degree (Master’s or PhD) in a quantitative or technology discipline.
  • Experience with model serving systems and distributed architectures.
  • Familiarity with citizen developer platforms and process automation.
  • Exposure to Front Office or equivalent financial roles.
  • Demonstrated ability to drive innovation and efficiency in risk analytics.

What the JD emphasized

  • developing and deploying NLP and predictive models
  • developing and deploying advanced machine learning models
  • production-grade language models
  • approved AI and LLM technologies
  • optimize large language model robustness and performance
  • customized training frameworks
  • model serving systems

Other signals

  • developing and deploying advanced machine learning models
  • production-grade language models
  • approved AI and LLM technologies
  • optimize large language model robustness and performance
  • customized training frameworks
  • model serving systems