Asset Management - Institutional Strategy and Analytics - Associate / Analyst

Testing Site - JPMC; Hong Kong; On-site; HKD 500,000 - 900,000; Full time

Job summary

Testing Site - JPMC in Hong Kong is seeking a quantitative analyst to conduct portfolio analyses, optimize assets, and support client advisory activities with rigorous data-driven insights.

The role emphasizes model development, regulatory awareness, and delivering high-quality research for insurance and financial product decisions, requiring strong Python/Matlab skills and a solid math background.

Qualifications

• Bachelor’s or Master’s degree in a quantitative or analytical discipline (e.g., actuarial science, computer science, mathematics, physics, operations research, statistics, engineering) or equivalent experience.
• Strong quantitative analysis and software engineering skills: Deep knowledge of quantitative techniques used in investment and risk management. Proficient programmer with hands‑on experience in Python and/or Matlab.

Responsibilities

• Complete client advisory assignments: conduct analyses to meet client needs, present results, and incorporate revisions or extensions as required.
• Perform analyses including portfolio optimization, stochastic modeling, and financial data analysis to inform portfolio construction and client advisory work.
• Monitor regulatory, accounting, and capital frameworks: Stay up to date on the implications of regulatory, accounting, and capital changes on investment, product development, and risk management decisions made by insurance companies.
• Enhance existing modeling platforms: Adapt and improve existing models to increase scalability, flexibility, and efficiency.
• Develop new analytical capabilities: Implement new models for constrained asset allocation, including tactical portfolio optimization, generate sales insights from various data sets, and develop other applications as needed.
• Contribute to intellectual capital: Produce high-quality research and analysis in response to industry developments.

Skills

Python

Matlab

Quantitative analysis

Education

Bachelor’s or Master’s degree in a quantitative discipline

Job description

• Complete client advisory assignments: Conduct analyses to meet client needs, present results, and incorporate revisions or extensions as required. Perform analyses including portfolio optimization, stochastic modeling, and financial data analysis to inform portfolio construction and client advisory work.
• Monitor regulatory, accounting, and capital frameworks: Stay up to date on the implications of regulatory, accounting, and capital changes on investment, product development, and risk management decisions made by insurance companies.
• Enhance existing modeling platforms: Adapt and improve existing models to increase scalability, flexibility, and efficiency.
• Develop new analytical capabilities: Implement new models for constrained asset allocation, including tactical portfolio optimization, generate sales insights from various data sets, and develop other applications as needed.
• Contribute to intellectual capital: Produce high-quality research and analysis in response to industry developments.

Required qualifications, capabilities and skills

• Bachelor’s or Master’s degree in a quantitative or analytical discipline (e.g., actuarial science, computer science, mathematics, physics, operations research, statistics, engineering) or equivalent experience.
• Strong quantitative analysis and software engineering skills: Deep knowledge of quantitative techniques used in investment and risk management. Proficient programmer with hands‑on experience in Python and/or Matlab.

Preferred qualifications, capabilities and skills

• Apply basic investment management concepts, such as efficient frontiers, capital constraints, risk attribution and risk limits, factor investing, etc.
• Demonstrate familiarity with basic asset classes (e.g., corporate bonds, CLOs, private equity) and their expected return, market risk, credit risk, structure, liquidity, cash flow characteristics, diversification benefits, etc.
• Complete coursework or have work experience covering linear and non-linear optimization (including the formulation of problems, development of constraints, and use of software to solve these problems, especially mixed integer optimization problems), advanced statistical methods, econometrics, and stochastic processes.
• Demonstrate working familiarity with IFRS accounting, insurance capital models (such as Asia RBC/ICS), or defined benefit pensions.
• Exhibit strong verbal and written communication skills and extensive work experience preparing high-quality presentation materials for clients.
• Bring experience working in a client-facing or consulting environment.