Quant Modeling Machine Learning Associate - JP Morgan, Mumbai

Job responsibilities

• Utilize cutting-edge approaches to design and develop sophisticated machine learning models to drive impactful decisions for the business 
• Leverage big data/distributed computing/cloud computing platforms to optimize and accelerate model development processes
• Work closely with the senior management team to develop ambitious, innovative modeling solutions and deliver them into production 
• Collaborate with various partners in marketing, risk, technology, model governance, etc. throughout the entire modeling lifecycle (development, review, deployment, and use of the models) 

Required qualifications, capabilities, and skills

• Ph.D. or MS degree in Mathematics, Statistics, Computer Science, Operational Research, Econometrics, Physics, or other related quantitative fields
• Deep understanding of advanced machine learning algorithms (e.g., regressions, XGBoost, Deep Neural Network CNN, RNN and Transformer, Clustering, Recommendation) as well as design and tuning procedures
• Polished and clear communication 

Preferred qualifications, capabilities, and skills

• Minimum 4 years of experience in developing and managing predictive risk models in financial industry
• Demonstrated experience in designing, building, and deploying production quality machine learning and deep learning models. Experience in interpreting deep learning models is a plus
• Minimum 4 years of experience and proficiency in coding (Python, Tensorflow or PyTorch, PySpark, SQL), familiarity with cloud services (AWS Sagemaker, Amazon EMR) 
• Demonstrated expertise in data wrangling and model building on a distributed Spark computation environment (with stability, scalability and efficiency). GPU experience is a plus
• Strong ownership and execution, proven experience in implementing models in production