Asset Management- Equities Quantitative Developer - Vice President/Associate

JPMorgan Chase & Co.; New York (NY); On-site; USD 120,000 - 170,000; Full time

Job summary

JPMorgan Chase & Co. in New York invites applications for a Quantitative Developer/Engineer who will design, develop, deploy and operate data pipelines and quant applications to support alpha generation for asset management clients.

You will help implement the U.S. Disciplined Core Equity research agenda, enhance production processes, and collaborate with researchers on advanced ML pipelines that can be deployed in production environments.

Qualifications

• 3+ years of experience in relevant fields.
• Degrees in Computer Science or Engineering.
• Proficiency in Python programming, including multithreading and multiprocessing; database management across SQL, NoSQL, and Snowflake; familiarity with ETL pipelines; and experience architecting applications within AWS.
• Familiarity with Git-based version control and collaborative software development workflows.
• Experience with Airflow or similar workflow orchestration tools for production data pipelines.
• Statistics and finance knowledge, especially within equity asset management, quantitative equity investing, or portfolio construction.
• Good communication and project management skills.
• Experience in building sophisticated automated processes and technology infrastructure.

Responsibilities

• Lead the management of production processes and daily communication with technology team to ensure production pipeline is functioning as expected
• Translate research models into production processes
• Automate generation of reports for portfolio managers
• Enhance the efficiency of the research processes such as improving alpha model estimation and optimized backtesting pipeline
• Onboard new data sets and conduct exploratory analysis and manage existing data sets used in research
• Lead development of highly sophisticated end-to-end ML pipelines in research, which can be deployed in production environment easily
• Conduct research projects in quantitative equity investment

Skills

Python programming

Multithreading & multiprocessing

SQL

NoSQL

ETL pipelines

AWS

Git version control

Airflow

Statistics & finance knowledge

Communication skills

Project management

Automation of processes

Education

Bachelors in Computer Science or Engineering

Tools

Snowflake

Git-based workflows

Job description

Role Summary

The Quantitative Developer/Engineer is expected to design, develop, deploy and operate innovative data pipelines and quant applications to impact the team’s alpha generation for asset management clients. You will help implement the research agenda of the U.S. Disciplined Core Equity group and enhance the production processes. The developer will also work on research projects in partnership with other researchers.

Job Responsibilities

• Lead the management of production processes and daily communication with technology team to ensure production pipeline is functioning as expected
• Translate research models into production processes
• Automate generation of reports for portfolio managers
• Enhance the efficiency of the research processes such as improving alpha model estimation and optimized backtesting pipeline
• Onboard new data sets and conduct exploratory analysis and manage existing data sets used in research
• Lead development of highly sophisticated end-to-end ML pipelines in research, which can be deployed in production environment easily
• Conduct research projects in quantitative equity investment

Required qualifications, capabilities and skills

• 3+ years of experience in relevant fields
• Degrees in Computer Science or Engineering
• Proficiency in Python programming, including familiarity with multithreading and multiprocessing; database management experience across SQL, NoSQL, and Snowflake; familiarity with ETL pipelines; and experience architecting applications within AWS
• Familiarity with Git-based version control and collaborative software development workflows
• Experience with Airflow or similar workflow orchestration tools for production data pipelines
• Statistics and finance knowledge, especially within equity asset management, quantitative equity investing, or portfolio construction
• Good communication and project management skills
• Experience in building sophisticated automated processes and technology infrastructure

Preferred qualifications, capabilities and skills

• Experience with tax-aware long‑short optimizations and implementation
• Experience with vendor optimization platforms and packages, such as MSCI Barra Open Optimizer, for portfolio construction, tax optimization, and optimization workflows
• Experience in designing processes used in financial services
• Knowledge of Machine Learning, Natural Language Processing, and other unstructured data
• Experience in building pipelines for ML inference based on text, timeseries or financial data
• Familiarity with statistical packages such as Matlab