Description

This is a position in the Market Risk Time Series Management team in Mumbai. Market Risk Time Series Management team oversees the end-to-end process for time series data quality controls under the Data Quality Program (DQP). Our mission is to ensure the integrity of market data—including both historical price time series used by the firm’s Value at Risk (VaR) model in Market Risk, and Average Daily Traded Volume (ADTV) used in our internal Gross Market Concentration (GMC) risk and Strategic Stress liquidity calculations in Credit Risk. Accurate VaR results rely on historical time series data that truly reflects market movements and relationships across key factors. Likewise, reliable ADTV data is essential for GMC, a framework our Credit Officers use to approve trades and manage concentrated positions relative to the size of the traded market. The team works closely with internal stakeholders to ensure any data quality issue is remediated in a timely manner for accurate risk computation.



We are also responsible for onboarding recent market data which would enhance accuracy of risk calculation and risk management.
Job Responsibilities
Analyze and verify market data used for risk calculations such as VaR, concentration risk and liquidity add-on across various asset classes;
Identify spurious data like spikes and gaps, and liaise with stakeholders for remedial action;
Interpret data, analyze results, and summarize complex data into understandable and actionable insights for decision-makers;
Work with Market Risk Coverage, QR product specialist, Credit Risk QR, and Technology teams to investigate data quality issues and ensure the operational control of the process;
Provide update and report time series data quality issues in the weekly VaR Working Group;
Provide recommendation for future best practice controls;
Onboard current market data to enhance risk capturing for accurate risk measurement;
Assist in various audit activities to ensure adherenc

📌 Market Risk Time Series Management – Analyst Mumbai
🏢 JPMorganChase
📍 Mumbai