JPMorgan Index Research 

United States, New York, New York 

80844325

DESCRIPTION:

Duties: Analyze numerous index families globally, as well as passive assets linked to those indices such as ETFs, Delta One products, etc., to develop complex actionable strategies around index events. Assess potential index rebalancing changes and calculate expected imbalances. Handle time-sensitive requests involving data gathering, advanced data analysis, presentation of results, along with providing written summaries for internal and external circulation. Develop and implement innovative opportunistic and/or tactical asset strategies for various exposures to domestic and international equity market, fixed income, and derivatives instruments. Responsible for creating index/passive strategy content and driving client interactions. Generate period publications with customized analysis for clients. Participate in producing various screens research papers and daily/weekly publications targeting clients. This position requires up to 10% domestic travel.

QUALIFICATIONS:

Minimum education and experience required: Master’s degree in Financial Mathematics, Finance, Mathematics, or related field of study plus 3 years of experience in the job offered or as Index Research Analyst, Quantitative and Derivatives Strategist, or related occupation. The employer will alternatively accept a PhD in Financial Mathematics, Finance, Mathematics, or related field of study plus 1 year of experience in the job offered or as Index Research Analyst, Quantitative and Derivatives Strategist, or related occupation.

Skills Required: Requires experience in the following: building and maintaining Excel Macros; utilizing statistical functions in Excel to handle large sets of data; using Excel API addins; charting in Excel; using pivot tables in Excel; VBA coding; analyzing tradeable delta one financial market instruments including Indices and Futures; publishing quantitative investment research and strategies for Asian equities; Python coding in index rebalance analysis; performing statistical modeling with equity market instruments including Stocks, options, futures, and ETFs; FTP site management; Factset; Bloomberg; SQL; R; Tableau; applying index methodologies for the MSCI, S&P, FTSE, and Russell index families.

Full-Time. Salary: $215,000 - $215,000 per year.