JPMorgan Client Service Manager II 

Philippines, Quezon City 

645180759

DESCRIPTION:

QUALIFICATIONS:

Minimum education and experience required: Master's degree in Quantitative Finance, Mathematics, Finance, Statistics, or related field of study plus 2 years of experience in the job offered or as Quantitative Risk & Portfolio Construction, Alternative Investment Risk Manager, Equity Derivatives Market Risk Analyst, or related occupation.

Skills Required: This position requires experience with the following skills: Delivering written and verbal presentations, collecting data from internal and external databases, and utilizing Bloomberg's data architecture with SQL queries for data selection, filtering, joining, and aggregation; using Pandas and NumPy Python libraries for preprocessing trading and risk data, along with portfolio optimization, Monte Carlo simulations, regression analysis, principal component analysis, RIDGE and LASSO techniques using statsmodels and scikit-learn; Jupyter Notebooks for enhancing data visualization with matplotlib and documenting the analysis process for team replication; reducing investment strategy and portfolio volatility by building machine learning models using supervised learning and recursive feature elimination to identify features predicting asset pairings for cointegration tests; analyzing production environments with Java and Tableau to create daily reports, dashboards, and interactive tables and charts for data filtering; and using financial security valuation modeling and working with complex investment products, including bond futures, interest rate swaps, corporate debt, credit default swaps, CDX tranches, options, convertible debts, warrants, ASCOTs, single-name equity options, index options, dividend swaps, and variance swaps. This position requires one of the following certifications: Financial Risk Manager (FRM); or Chartered Financial Analyst (CFA).

Full-Time. Salary: $190,000 - $190,000 per year.