Job Description
In this role, you will be researching risk characteristics of long-term asset allocation strategies through risk forecasting models, multi period Monte Carlo simulations, historical stress-tests and cluster analysis.
Job summary:
As a Multi-Asset Solutions Quantitative Researcher, Vice President you will focus primarily on three aspects of MAS's investment process: strategic asset allocation, tactical asset allocation, and portfolio construction. You will as part of our team also contribute to the firm-wide development of Long Term Capital Market Assumptions and designing of risk controlled portfolios.
Job responsibilities
- Research and implement systematic alpha models for equities, rates and FX
- Contribute to development of portfolio construction and risk management infrastructure for the multi-asset team
- Present new research and weekly outputs of the models at various internal forums
- Manage the day-to-day management of the systematic models
- Liaise with portfolio managers to facilitate systematic execution of the models across various portfolios
Required qualifications, capabilities, and skills
- Recent and relevant experience in financial markets and a strong understanding of multi-asset portfolios
- A master's or PhD degree in a quantitative discipline such as mathematics, statistics or engineering and with or coursework in asset pricing, financial economics, statistical analysis, macroeconomics or econometrics, and stochastic modeling and scenario analysis (CFA or equivalent)
- Strong coding and data analysis skills are required
- Python experience (additional experience in R or Matlab, SQL and SPARK and familiarity with large financial databases)
- Experience with financial databases, portfolio optimization techniques and modern machine learning techniques
- Clear and effective communication skills (both verbal and written), especially for presenting complex quantitative research
About Us
J.P. Morgan is a global leader in financial services, providing strategic advice and products to the world's most prominent corporations, governments, wealthy individuals and institutional investors. Our first-class business in a first-class way approach to serving clients drives everything we do. We strive to build trusted, long-term partnerships to help our clients achieve their business objectives.
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.
About the Team
J.P. Morgan Asset & Wealth Management delivers industry-leading investment management and private banking solutions. Asset Management provides individuals, advisors and institutions with strategies and expertise that span the full spectrum of asset classes through our global network of investment professionals. Wealth Management helps individuals, families and foundations take a more intentional approach to their wealth or finances to better define, focus and realize their goals.
