JPMorgan Asset Management - Hedge Fund Solutions Investment 

United States, New York, New York 

464256138

Job Summary, knowledge, analytics and infrastructure remain cutting edge.
Job Responsibilities

• Provide investment risk analysis with a focus on Relative Value Hedge Fund strategies; Quantitative Equities and Futures, Multi-Strat, Macro, and related Market Neutral approaches. Secondarily, the role will have exposure to Fundamental based Hedge Fund and Private Credit Strategies.
• Engineer new and scalable quantitative methods to analyze the risk profile and investment performance of hedge fund strategies.
• Develop and maintain analytical and visualization tools.
• Support Senior members of the Investment Risk Team, Research, and Portfolio Management to formulate investment insights that can be leveraged by the Investment Committee to generate the best outcomes for our clients. The investment process combines a rigorous qualitative and quantitative analysis of people, process, and investment strategies.

Required Qualifications, Capabilities and Skills

• At least 1+ years of experience in the financial industry (investment management, hedge fund, fintech, hedge fund allocator, market/data analytics) with superior analytical skills and experience processing large sets of information and data.
• Strong verbal and written communication skills
• A degree in Computational Finance, Financial Engineering or Quantitative Risk
• A strong command of statistical concepts and applied experience is necessary, but not sufficient for success

Preferred Qualifications, Capabilities and Skills

• MSc / CFA / CRM preferred
• Excel and Python skills are a must, Tableau and Database knowledge (SQL) is a plus.
• A basic understanding of financial markets - derivatives experience a plus