A quantitative role within J.P. Morgan Asset Management's Institutional Strategy and Analytics team developing investment management solutions for institutional clients. Ideal for professionals with strong analytical and programming skills interested in asset allocation, financial modeling, and client advisory work.
Enhancing and developing modeling platforms for investment management, working on scalable analytical solutions for insurance companies, pension funds, and institutional investors. Responsibilities include adapting existing models, implementing new optimization techniques, conducting client advisory assignments, and producing high-quality research.
Requires a Bachelor's degree in a quantitative discipline like computer science, mathematics, or engineering, with excellent programming skills in Python or Matlab. Strong mathematical and statistical background is essential, with experience in optimization, stochastic modeling, and financial analysis.
Offers an opportunity to work with a global financial leader, developing intellectual capital in investment management, gaining exposure to complex financial systems, and building expertise across asset classes and institutional client types with potential for international career growth.
