JPMorgan Chase
Job title:
Asset Administration – Multi-Asset Options, Quantitative Analysis – Vice President
Firm
JPMorgan Chase
Job description
Job Description:On this position, you can be researching danger traits of long-term asset allocation methods by danger forecasting fashions, multi interval Monte Carlo simulations, historic stress-tests and cluster evaluation.Job abstract:As a Quantitative Researcher, Vice President for MAS you’ll focus totally on three features of MAS’s funding course of: strategic asset allocation, tactical asset allocation, and portfolio building. Members of our workforce additionally contribute to the firm-wide improvement of Lengthy Time period Capital Market Assumptions and designing of danger managed portfolios.Job obligations
- Analysis and implement systematic alpha fashions for equities, charges and FX
- Contribute to improvement of portfolio building and danger administration infrastructure for the multi-asset workforce
- Current new analysis and weekly outputs of the fashions at varied inner boards
- Answerable for day-to-day administration of the systematic fashions
- Liaise with portfolio managers to facilitate systematic execution of the fashions throughout varied portfolios
Required {qualifications}, capabilities, and abilities
- Latest and related expertise in monetary markets and ideally a powerful understanding of multi-asset portfolios
- A grasp’s or PhD diploma in a quantitative self-discipline reminiscent of arithmetic, statistics or engineering and with or coursework in asset pricing, monetary economics, statistical evaluation, macroeconomics or econometrics, and stochastic modeling and situation evaluation (CFA or equal)
- Robust coding and knowledge evaluation abilities are required with a choice for Python expertise (extra expertise in R or Matlab, SQL and SPARK and familiarity with giant monetary databases)
- Expertise with monetary databases, portfolio optimization strategies and fashionable machine studying strategies
- Clear and efficient communication abilities (each verbal and written), particularly for presenting complicated quantitative analysis
About Us: J.P. Morgan is a world chief in monetary companies, offering strategic recommendation and merchandise to the world’s most outstanding firms, governments, rich people and institutional traders. Our first-class enterprise in a first-class manner strategy to serving purchasers drives all the things we do. We try to construct trusted, long-term partnerships to assist our purchasers obtain their enterprise targets.We acknowledge that our individuals are our energy and the various skills they convey to our international workforce are straight linked to our success. We’re an equal alternative employer and place a excessive worth on range and inclusion at our firm. We don’t discriminate on the premise of any protected attribute, together with race, faith, shade, nationwide origin, gender, sexual orientation, gender id, gender expression, age, marital or veteran standing, being pregnant or incapacity, or another foundation protected underneath relevant regulation. We additionally make affordable lodging for candidates’ and workers’ non secular practices and beliefs, in addition to psychological well being or bodily incapacity wants. Go to our for extra details about requesting an lodging.In regards to the Crew: J.P. Morgan Asset & Wealth Administration delivers industry-leading funding administration and personal banking options. Asset Administration gives people, advisors and establishments with methods and experience that span the total spectrum of asset lessons by our international community of funding professionals. Wealth Administration helps people, households and foundations take a extra intentional strategy to their wealth or funds to higher outline, focus and notice their targets.
Anticipated wage
Location
London
Job date
Sat, 09 Mar 2024 04:22:47 GMT
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