Awm Risk Analytics Group – Data Scientist - Vice President

JPMorgan Chase JPMorgan Chase · Banking · New York, NY +1 · Asset & Wealth Management

Vice President Data Scientist role in JPMorgan's Asset & Wealth Management Risk Analytics Group, focusing on developing and deploying advanced AI/ML and LLM solutions for risk management. Responsibilities include identifying use cases, leading model development (pre-training, fine-tuning, optimization), prompt engineering, quantization, evaluation, and collaborating on model serving systems. Requires strong Python, SQL, R, PyTorch/TensorFlow, AWS, and NLP/LLM experience, with frameworks like LangChain/LangGraph/AutoGen.

What you'd actually do

  1. Lead the development and continuous improvement of AI/ML and statistical techniques for data validation and analytics.
  2. Design, pre-train, and fine-tune production-grade language models for hierarchical classification, summarization, and QA.
  3. Perform prompt engineering, quantization, and evaluation to optimize large language model robustness and performance.
  4. Design and implement sophisticated model serving systems leveraging distributed systems and AWS cloud.
  5. Contribute to the research and enhancement of risk methodologies, including sensitivity, stress, VaR, factor modeling, and Lending Value pricing.

Skills

Required

  • Minimum 4 years’ 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

  • production-grade language models
  • optimize large language model robustness and performance
  • model serving systems

Other signals

  • Develop, fine-tune, and deploy advanced machine learning models
  • Design, pre-train, and fine-tune production-grade language models
  • Perform prompt engineering, quantization, and evaluation to optimize large language model robustness and performance
  • Partner with Technology teams to optimize model performance and deployment using customized training frameworks
  • Design and implement sophisticated model serving systems leveraging distributed systems and AWS cloud