Job Abstract

Duties: Develop and support a variety of cutting-edge quantitative tools to enhance JPMC’s investment process. Conduct research and ad-hoc analysis on performance attribution, risk management, and portfolio construction. Perform analysis and interpret statistical trends using quantitative techniques including multivariate regression, back-testing, optimization, and Monte Carlo simulation. Assist colleagues in meeting risk and review requirements for all models and tools. Work closely with portfolio managers and other business partners to address the issues arising from the daily portfolio management process and the new product launch process. Assist colleagues outside the team in their understanding and use of the team's models and assumptions. Work with technology partners to implement the models.

QUALIFICATIONS:

Minimum education and experience required: Bachelor’s degree in Financial Mathematics, Finance, Engineering (any), Economics, Statistics, Mathematics, or related field of study plus three (3) years of experience in the job offered or as a Data Scientist, Risk and Quantitative Analyst, Quantitative Modeler, or related occupation. The employer will alternatively accept a Master’s degree in Financial Mathematics, Finance, Engineering (any), Economics, Statistics, Mathematics, or related field of study plus one (1) year of experience in the job offered or as a Data Scientist, Risk and Quantitative Analyst, Quantitative Modeler, or related occupation.

Skills Required: Requires experience in the following: Python; Matlab; statistics and econometrics and analyzing large data sets; databases and data query languages including SQL; dashboards, including Tableau or Pydash; market risk, including equity and fixed income risk management; risk modeling, including factor model approach; performance attribution; portfolio construction; portfolio implementation vehicles, including mutual funds or ETFs; financial data sources including Bloomberg, Factset or Morningstar.

Job Location: 390 Madison, New York, NY 10017. Telecommuting permitted up to 40% of the week.

Full-Time. Salary: $155,000.00- $155,000.00 per year.