Asset Management - Quantitative Research – Vice President Asset Management - Quantitative Research – Vice  …

J.P.Morgan
in New York, NY, United States
Permanent, Full time
Last application, 20 Jun 19
Competitive
J.P.Morgan
in New York, NY, United States
Permanent, Full time
Last application, 20 Jun 19
Competitive
Asset Management - Quantitative Research – Vice President
JPMorgan Chase & Co . is a leading global financial services firmwith assets of more than $2.7 trillion, over 240,000 employees and operationsin over 60 countries. It operates across four business segments including Asset& Wealth Management, Corporate and Investment Banking, Commercial Bankingand Consumer and Community Banking .

J.P. Morgan Asset &Wealth Management, is a global leader in investment and wealth management. Itsclients include institutions, high-net-worth individuals and retail investorsin every major market throughout the world. The division offers investmentmanagement across all major asset classes including equities, fixed income,alternatives, multi-asset and money market funds. For individual investors, thebusiness also provides retirement products and services, brokerage and bankingservices including trusts and estates, loans, mortgages and deposits.

Asset Management is a leading investment manager ofchoice for institutions, financial intermediaries and individual investors, worldwide.With a heritage of more than two centuries, a broad range of core andalternative strategies, and investment professionals operating in every majorworld market, we offer investment experience and insight that few other firmscan match.

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

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