Wealth Management, Quantitative Portfolio Manager, Equities CIO, Vice President

JPMorgan Chase & Co.; New York (NY); On-site; USD 250,000 - 450,000; Full time

Job summary

JPMorgan Chase & Co. in New York is seeking an experienced Quantitative Portfolio Manager, VP, to lead the Equities CIO team.

You will set the quantitative research agenda, own core portfolio analytics and risk frameworks, and drive systematic, factor-based insights for an $80bn equity portfolio benchmarked against MSCI World. This role requires deep expertise in equity factor research, portfolio construction, and risk management—plus the credibility to influence senior colleagues and translate

Qualifications

• 6+ years in quantitative investing, equity research or risk analytics with demonstrated impact.
• Deep understanding of equity markets, factor investing, risk modeling, and constrained portfolios.
• Proven experience with risk models, exposure management, scenario analysis, and attribution.
• Advanced Python skills (Pandas, NumPy) and production-quality research practices.
• Solid grounding in statistics/econometrics; familiarity with ML in investment contexts.
• Bachelor’s degree required; CFA is a plus.

Responsibilities

• Act as the senior quantitative partner to the equity team, influencing overlays, factor tilts, risk budgeting, and implementation choices.
• Lead integration of quantitative signals with fundamental views, ensuring a repeatable, well-governed process.
• Own multi-factor risk models to monitor exposures, crowding, concentration, liquidity, and scenarios.
• Design and improve portfolio construction frameworks including constraints, turnover control, costs, and rebalancing.
• Lead performance attribution and factor decomposition to diagnose drivers and inform decisions.
• Drive development of scalable analytics tooling (Python-first), data pipelines, and standardized PM reporting.
• Communicate complex quantitative concepts clearly to senior investment professionals; deliver crisp trade-offs.

Skills

Python programming

Equity markets expertise

Factor investing

Risk modeling

Portfolio construction

Statistical thinking

Communication with stakeholders

Education

Bachelor's degree

Master's/PhD in quantitative field

Tools

Axioma

Job description

As aQuantitative Portfolio Manager, VP, within Wealth Management’sChief Investment Office (CIO) – Equitiesteam, you will be a senior leader in a growing, innovative Equity Portfolio Management organization, reporting to the Head of Equities. You willset the quantitative research agenda,own core portfolio analytics and risk frameworks, anddrive implementation of systematic, factor-based and data-driven insightsfor an $80bn equity portfolio benchmarked against MSCI World.

This role requires deep expertise in equity factor research, portfolio construction, and risk management—combined with the credibility to influence other senior portfolio managers and fundamental analysts. You will translate complex quantitative work into investment decisions, elevate the team’s analytical capabilities, and serve as a thought partner to CIO leadership on process, tooling, governance, and portfolio outcomes.

Responsibilities

• Quantitative leadership & investment partnership
  • Act as the senior quantitative partner to the equity team, influencingsecurity selection overlays,factor tilts,risk budgeting, andimplementation choicesacross regional and global mandates.
  • Lead the integration of quantitative signals with fundamental views, ensuring a repeatable, well-governed investment process.
• Risk model ownership & portfolio risk governance
  • Own the application and interpretation ofmulti-factor risk models(e.g., Axioma and/or equivalent) to monitor exposures, crowding, concentration, liquidity considerations, and scenario sensitivities.
  • Establish escalation frameworks and decision support for material risks; contribute to portfolio review cadence and senior risk discussions.
• Portfolio construction, optimization & attribution
  • Design and improve portfolio construction frameworks including constraints, turnover control, transaction cost awareness, and rebalancing discipline.
  • Leadperformance attributionandfactor decompositionto diagnose drivers of returns, active risk, and drawdowns; turn findings into actionable portfolio recommendations.
• Data, engineering & advanced analytics
  • Drive development of scalable research and analytics tooling (Python-first), including data pipelines, reusable libraries, and standardized reporting for PM workflows.
  • Evaluate and apply machine learning/AI techniques where appropriate (feature engineering, ensemble methods, NLP for alternative data), with emphasis on interpretability and investment relevance.
• Stakeholder management & communication
  • Communicate complex quantitative concepts clearly to senior investment professionals; deliver crisp trade-offs and recommendations rather than “model outputs.”
  • Partner with technology, data, risk, compliance, and control stakeholders to ensure model governance and appropriate use.
• Controls & compliance

  • Maintain a consistent focus on risk management, model governance, suitability, and adherence to applicable policies and controls.

Required Responsibilities, Capabilities and Skills:

• 6+ yearsof experience in quantitative investing, equity research, portfolio construction, or risk analytics (buy-side preferred), with demonstrated impact on portfolio outcomes (alpha, risk-adjusted returns, drawdown control, implementation efficiency).
• Deep understanding ofequity markets,factor investing,risk modeling, and portfolio construction under real-world constraints (turnover, costs, liquidity, client guidelines).
• Proven experience owning or heavily influencingrisk model usage(Axioma or similar), exposure management, scenario analysis, and attribution.
• Advanced programming capability inPython, including strong applied experience with data analysis libraries (Pandas, NumPy, SciPy, stats/ML stack) and production-quality research practices (version control, testing, code review).
• Solid grounding instatistics/econometricsand familiarity with ML techniques appropriate for investment contexts (regularization, tree-based methods, cross-validation, time-series pitfalls).
• Bachelor’s degree required;

Preferred Responsibilities, Capabilities and Skills:

• Master’s/PhDin a quantitative discipline (Math, CS, Engineering, Statistics, Financial Engineering, etc.) strongly preferred.
• CFAprogress or designation is a plus (not required), particularly where it strengthens investment judgement and communication with fundamental stakeholders.