JPMorgan Research Analyst 

United States, Massachusetts, Boston 

660528902

DESCRIPTION:

Duties: Research, create, and evaluate mathematical optimization models for tax-smart portfolio management products. Implement and provide expertise on model implementation, testing, performance tuning and enhancements. Present quantitative results to research and non-technical audience. Write optimization model specifications and documentations. Assist in initiatives related to improvement of the model development processes and infrastructure in production environment. Research solutions and contribute to initiatives related to investment product design, feature enhancements, and testing. Analyze and vet algorithmic trade suggestions and respond to trading and debugging requests.

QUALIFICATIONS:

Minimum education and experience required: Master’s degree in Mathematical Finance, Economics, Mathematics, Operations Research, Financial Engineering, or related field of study plus 2 years of experience in the job offered or as a Research Analyst, Quantitative Analyst, Risk Analyst, Risk Modeler, or related occupation.

Skills Required: Requires experience in the following: Solving complex data intensive problems using SAS or python; Researching, creating and evaluating quantitative and statistical optimization models including regression analysis; Using principal component analysis and dimensionality reduction models to solve investment problems; analyzing and working with large datasets; working with model validation and review groups; unit testing and infrastructure design using Git version control; portfolio analytics, including risk attribution and analysis; SQL; data analysis; model development.