VP ML: Time Series & Reinforcement Learning for Finance

The Machine Learning team at JPMorgan Chase combines cutting edge machine learning techniques with the company’s unique data assets to optimize all the business decisions we make. In this role, you will be part of our world-class machine learning team, and advance the state-of-the-art in financial applications ranging from pricing and credit models to natural language processing. Our work spans the company’s lines of business, with exceptional opportunities in each. The Job The successful candidate will apply sophisticated machine learning methods to banking applications including risk assessment, trading models, customer relationship management, and pricing models. Machine learning techniques will include feed-forward, recurrent, recursive and convolutional neural networks, maximum entropy models, and other algorithms related to time series analysis and supervised learning. You will be called upon to draw from your research and work experience to help us implement intelligent and practical algorithms. The ideal candidate will have a deep understanding of the various techniques, models and cutting edge practices in machine learning and will have insight into what works best in real-world situations. You will be at the center of prescribing, designing and building mission-critical solutions. Job Responsibilities Develop scalable tools leveraging machine learning and deep learning models to solve real-world problems for various problems related to finance, economics and operations of JP Morgan. Collaborate with all of JPMorgan Chase's lines of businesses, such as Investment Bank, Commercial Bank, and Asset Management. Lead your own project. Suggest, collect and synthesize requirements. Create an effective roadmap towards the deployment of a production-level machine learning application. Required qualifications, capabilities, and skills PhD in a quantitative discipline, e.g. Computer Science, Mathematics, Operations Research, Data Science For VP position, minimum 3 years of working experiences Experiences in machine learning project development Knowledge of machine learning / data science theory, techniques, and tools Scientific thinking, ability to work with literature and the ability to implement complex projects Ability to understand business problem, study literature for a solution approach, write high quality code for the chosen method, design training and experimentation to validate the algorithms and implementation, and to evaluate intrinsic and extrinsic metrics for model performance aligned with business goals Solid written and spoken communication to effectively communicate technical concepts and results to both technical and business audiences Curious, hardworking, detail-oriented and motivated by complex analytical problems Preferred qualifications, capabilities, and skills Solid time series analysis, speech recognition, NLP or financial engineering background. Strong background in Mathematics and Statistics. Published research in areas of Machine Learning, Deep Learning or Reinforcement Learning at a major conference or journal. Experience with GPUs and cloud-based training of deep neural networks. Contribution to open-source projects on Machine Learning. Knowledge in Reinforcement Learning or Meta Learning. Experience with big-data technologies such as Hadoop, Spark, SparkML, etc

ABOUT US

JPMorgan Chase & Co., one of the oldest financial institutions, offers innovative financial solutions to millions of consumers, small businesses and many of the world’s most prominent corporate, institutional and government clients under the J.P. Morgan and Chase brands. Our history spans over 200 years and today we are a leader in investment banking, consumer and small business banking, commercial banking, financial transaction processing and asset management. We offer a competitive total rewards package including base salary determined based on the role, experience, skill set, and location. For those in eligible roles, we offer discretionary incentive compensation which may be awarded in recognition of firm performance and individual achievements and contributions. We also offer a range of benefits and programs to meet employee needs, based on eligibility. These benefits include comprehensive health care coverage, on-site health and wellness centers, a retirement savings plan, backup childcare, tuition reimbursement, mental health support, financial coaching and more. Additional details about total compensation and benefits will be provided during the hiring process. We recognize that our people are our strength and the diverse talents they bring to our global workforce are directly linked to our success. We are an equal opportunity employer and place a high value on diversity and inclusion at our company. We do not discriminate on the basis of any protected attribute, including race, religion, color, national origin, gender, sexual orientation, gender identity, gender expression, age, marital or veteran status, pregnancy or disability, or any other basis protected under applicable law. We also make reasonable accommodations for applicants’ and employees’ religious practices and beliefs, as well as mental health or physical disability needs. Visit our FAQs for more information about requesting an accommodation. JPMorgan Chase is an Equal Opportunity Employer, including Disability/Veterans #J-18808-Ljbffr JPMorgan Chase