Quantitative Researcher – Portfolio Analytics

Testing Site - JPMC; New York (NY); On-site; USD 130,000 - 190,000; Full time

Job summary

J.P. Morgan Chase & Co. is seeking a Quantitative Research Analyst to join the Portfolio Analytics team within Wealth Management’s CIO group. You will develop models for asset allocation, portfolio construction, and risk management, collaborating with PMs, product managers, and Technology.

The role emphasizes statistical methods, ML techniques, and rigorous risk attribution to support tactical allocation decisions across multi-asset classes.

Qualifications

• Bachelor’s or Master’s degree in a quantitative field.
• Minimum 3 years’ experience on an investment team in an asset management firm.
• Advanced Python, including data analysis libraries (Pandas, NumPy).
• Proficiency in statistics, econometrics, ML/AI techniques.
• Understanding of performance attribution techniques.

Responsibilities

• Model Development: Build and maintain models using Python and large datasets.
• Data Management: Maintain datasets used within the CIO team.
• Risk Modeling: Develop risk models for multi-asset portfolios.
• Performance Attribution: Develop attribution analyses for multi-asset portfolios.
• Quantitative Research: Apply ML techniques to investment research.
• Model Management: Document and validate models with governance teams.
• Collaboration: Communicate complex quantitative findings to portfolio managers.

Skills

Python programming

Data analysis

Machine learning

Econometrics

Statistical analysis

Communication

Education

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

Tools

Pandas

NumPy

Barra

Axioma

PORT

Job description

J.P. Morgan Chase & Co. is seeking a Quantitative Research Analyst to join the Portfolio Analytics team within Wealth Management’s CIO group. You will develop models for asset allocation, portfolio construction, and risk management, collaborating with PMs, product managers, and Technology.

The role emphasizes statistical methods, ML techniques, and rigorous risk attribution to support tactical allocation decisions across multi-asset classes.