DESCRIPTION:

Duties: Work with strategic partners, including portfolio management, investment research, and business leader groups within JPMorgan Asset & Wealth Management, to provide a variety of cutting-edge, quantitative tools to enhance research process. Support research and portfolio management projects, focusing on long-only equity, fixed income and multi-asset, as well as alternative investment including long-short, macro, credit relative value hedge funds. Provide, maintain, and automate quantitative analytics, including Holdings-based and returns-based investment strategy analysis, Portfolio construction and optimization, and Systematic research and due diligence tools. Conduct research in quantitative finance and develop statistical/machine learning based models to deliver market/investment insights. Drive database design and analyze and process large datasets efficiently.

QUALIFICATIONS:

Minimum education and experience required: Master's degree in Quantitative & Computational Finance, Finance Engineering, Mathematics, Statistics, Finance, Economics, Computer Science, Computer Engineering or related field of study plus 3 (Three) years of experience in the job offered or as Investment Product Specialist, Quantitative Risk Analyst, Quantitative Analyst, Quantitative Research, or related occupation.

Skills Required: This position requires 3 (Three) years of experience with the following: Capital market, portfolio optimization and market risk analytics; Python and its associated libraries, including Pandas, Numpy, Statsmodels, QuantLib and Plotly to conduct research and tech development in quantitative finance; Performing statistical analysis using machine learning methods including logistic regression, multivariate regression, and PCA; Expanding and enhancing codebase libraries of modeling, analytics, and automation tools; Object-oriented programming language including C# and VBA. Requires any amount of experience with the following skills: Investment risk reporting and monitoring; Hedging strategy using derivatives and exotic derivatives; Data scripting and manipulation of financial data from financial data vendors including Bloomberg and Morningstar; Machine Learning Framework such as Scikit-learn, PyTorch, or Tensorflow; Revision control system such as Subversion or GIT.    

Job Location: 390 Madison Ave, New York, NY 10017.

Full-Time. Salary: $160,000 - $160,000 per year.