JPMorgan Asset Management - Multi-Asset Solutions Quantitative 

United Kingdom, England, London 

719992368

In this role, you will be researching risk characteristics of long-term asset allocation strategies through risk forecasting models, multi period Monte Carlo simulations, historical stress-tests and cluster analysis.

Job summary:

As a Multi-Asset Solutions Quantitative Researcher, Vice President you will focus primarily on three aspects of MAS’s investment process: strategic asset allocation, tactical asset allocation, and portfolio construction. You will as part of our team also contribute to the firm-wide development of Long Term Capital Market Assumptions and designing of risk controlled portfolios.

Job responsibilities

• Research and implement systematic alpha models for equities, rates and FX
• Contribute to development of portfolio construction and risk management infrastructure for the multi-asset team
• Present new research and weekly outputs of the models at various internal forums
• Manage the day-to-day management of the systematic models
• Liaise with portfolio managers to facilitate systematic execution of the models across various portfolios

Required qualifications, capabilities, and skills

• Recent and relevant experience in financial markets and a strong understanding of multi-asset portfolios
• A master’s or PhD degree in a quantitative discipline such as mathematics, statistics or engineering and with or coursework in asset pricing, financial economics, statistical analysis, macroeconomics or econometrics, and stochastic modeling and scenario analysis (CFA or equivalent)
• Strong coding and data analysis skills are required
• Python experience (additional experience in R or Matlab, SQL and SPARK and familiarity with large financial databases)
• Experience with financial databases, portfolio optimization techniques and modern machine learning techniques
• Clear and effective communication skills (both verbal and written), especially for presenting complex quantitative research