Asset Management - Quantitative Research – Vice President

  • Competitive
  • New York, NY, USA
  • Permanent, Full time
  • JPMorgan.
  • 19 May 19

Asset Management - Quantitative Research – Vice President

AWM QR - Quantitative Research Asset Management
JPMorgan Chase & Co. (NYSE: JPM) is a leading global financial services firm with assets of $2.4 trillion and operations worldwide. The Firm is a leader in investment banking, financial services for consumers and small businesses, commercial banking, financial transaction processing, asset management and private equity. A component of the Dow Jones Industrial Average, JPMorgan Chase & Co. serves millions of consumers in the United States and many of the world's most prominent corporate, institutional and government clients under its J.P. Morgan and Chase brands .

About JP Morgan Asset & Wealth Management J.P. Morgan is a global leader in asset and wealth management services. The Asset & Wealth Management line of business serves institutional, ultra-high net worth, high net worth and individual clients through its Asset Management and Wealth Management businesses. With client assets of $2.7 trillion and assets under management of $2.0 trillion, we are one of the largest asset and wealth managers in the world. (Assets as of December 31, 2018). The division offers investment management across all major asset classes including equities, fixed income, alternatives, multi-asset and money market funds. For individual investors, the business also provides retirement products and services, brokerage and banking services including trusts and estates, loans, mortgages and deposits.

About JP Morgan Asset & Wealth Management- Quantitative Research JPMorgan AWM is expanding its derivatives capabilities for better risk management, return generation and liability hedging - across its multi asset portfolio consisting of equity, credit, rates and FX derivatives.
The primary aim of this team is to lead buildout of strategic multi asset AWM Derivatives platform. This involves:

  • Work with portfolio managers to build new portfolio analytics and measures
  • Build robust toolset for structuring, scenario testing and back testing of strategies
  • Develop new instrument representations and integrate with pricing libraries
  • Develop hedging capability for key risks [ equity , credit ,rates and FX ]
  • Collaborate with IB QR teams to use, build and enhance their products /models for AWM
  • Liaising with business functions- operations, controls and compliance

Essential attributes

  • Excellent analytical and problem-solving abilities
  • Strong collaborative team player with excellent written and oral communication skills
  • Experience in equity derivatives pricing theory and standard models (either front office or model validation)
  • Excellent coding skills with python/C++ development experience
  • Outstanding academic record with a scientific/engineering degree from a top-tier institution