AWM Risk Analytics Group – Data Scientist - Vice President
On-site · New York City, New York, United States
Job Summary
AWM Risk Analytics Group – Vice President Data Scientist role focusing on building and deploying data-driven risk analytics solutions. Lead development of AI/ML methods, design production-grade language models for hierarchical classification, summarization, and QA, and collaborate with Technology teams to optimize model performance and deployment on AWS. Responsibilities include identifying use cases for data science in risk analytics, advancing AI/ML techniques, onboard and analyze large datasets, and communicate complex concepts to technical and non-technical stakeholders. Emphasis on delivering scalable, industry-relevant risk analytics within JPMorgan’s Asset & Wealth Management framework, leveraging NLP, large language models, and distributed systems to enhance risk methodologies and business outcomes.
Required Qualifications
- 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
- Preferred: Experience in financial markets in a quantitative analysis, research, or risk management role
- Preferred: Knowledge of asset pricing, VaR backtesting, and model performance testing
- Preferred: Advanced degree (Master’s or PhD) in a quantitative or technology discipline
- Preferred: Experience with model serving systems and distributed architectures
- Preferred: Familiarity with citizen developer platforms and process automation
- Preferred: Exposure to Front Office or equivalent financial roles
- Preferred: Demonstrated ability to drive innovation and efficiency in risk analytics
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