Portfolio Manager

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

Portfolio Manager

Conduct quantitative analyses of information affecting investment programs, and contribute to research that drives the investment process and its implementation in capital markets. Perform ad hoc quantitative analysis on existing portfolios and investment strategies for consumption internally and by clients. Perform comparative analysis versus other methods employed by peer companies. Use advanced optimization techniques and transaction cost analysis in order to perform quantitative portfolio construction and investment research. Conceive, research, develop, and test investment strategies. Deliver periodic research reports and proposals. Conduct research into relationships between asset classes, risk factors, and the current macro environment, as well as other information that may affect quantitative investment strategies. Implement investment strategies in a wide range of investment vehicles, including segregated accounts, mutual funds, and ETFs. Design and implement improvements to the portfolio management processes, efficiency, risk control, and operational processes. Train others in the efficient implementation of these processes.
Minimum education and experience required: This position requires a Master's degree in Mathematics of Finance, Economics, Statistics, or related field of study plus one (1) year of experience in the job offered or one (1) year of experience as Financial/Actuarial Analyst or related occupation.
Skills Required: This position requires one (1) year of experience with each of the following types of systematic factor-based and risk-based investment strategy design: asset allocation models; security selection models; and hedge fund strategies including global-macro and fixed income arbitrage. This position requires one (1) year of experience with each of the following skills and technologies: factor models for investing, including risk modeling, attribution analysis and arbitrage pricing theory; portfolio optimization research; portfolio optimization techniques including linear, quadratic, convex, and integer programming; building macroeconomics and econometrics models including GARCH and fundamental driven investment models; investment performance metric analysis including factor analysis, scenario analysis, and stress testing; presenting technical research projects to quantitative researchers; and MatLab and VBA.