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JPMorgan Chase & Co. Investment Product Specialist [MR-IPS-RI-045331.103255] in New York, New York

JPMorgan Chase & Co. seeks an Investment Product Specialist in New York, NY.DUTIES: Develop and support a variety of cutting-edge quantitative tools to enhance JPMC's investment process. Conduct research and ad-hoc analysis on performance attribution, risk management, and portfolio construction. Perform analysis and interpret statistical trends using quantitative techniques including multivariate regression, back-testing, optimization, and Monte Carlo simulation. Assist colleagues in meeting risk and review requirements for all models and tools. Work closely with portfolio managers and other business partners to address the issues arising from the daily portfolio management process and the new product launch process. Assist colleagues outside the team in their understanding and use of the team's models and assumptions. Work with technology partners to implement the models.REQUIREMENTS: Bachelor's degree in Financial Mathematics, Finance, Engineering (any), Economics, Statistics, Mathematics, or related quantitative field of study plus 3 years of experience in the job offered or as a Data Scientist, Risk and Quantitative Analyst, Quantitative Modeler, or related occupation. The employer will alternatively accept a Master's degree in Financial Mathematics, Finance, Engineering (any), Economics, Statistics, Mathematics, or related quantitative field of study plus 1 year of experience in the job offered or as a Data Scientist, Risk and Quantitative Analyst, Quantitative Modeler, or related occupation. This position requires experience with the following: Data manipulation, data structuring and transformation using Python, including packages including pandas, NumPy and matplotlib; processing and querying large data sets using relational management database, including filter/group by and join/merge; advanced factor-based risk models including Bloomberg and Aladdin; advanced performance attribution models including Brinson attribution and risk factor based attribution; Developing and maintaining dynamic and interactive dashboards using python dashboarding packages including Streamlit, dash and Tableau; Automating the production of recurring reports and dashboards using SQL, Python, and visualization tools; risk management using tracking error, stress testing, and scenario analysis; equity and fixed income ETFs and mutual funds; equity risk management strategies using equity region, industry and style factors; fixed income risk management strategies using bond analytics, including Taylor expansion for duration and convexity, option-adjusted analytics, and yield measures; collecting financial data and performing data analytics using Bloomberg terminal, Bloomberg API, and Bloomberg excel add-in; conducting portfolio construction using optimization techniques; performing statistical analysis using advanced techniques including multivariate regression, logistic regression, principal component analysis and Monte Carlo simulations; performing analysis using machine learning models for classification, trend analysis, and predictive modeling; Matlab programming language. Full-time. Salary: $170,373 - $285,000 per year. To apply for this position, please email your resume to my.resume@jpmchase.com with following job ID clearly indicated: [MR-IPS-RI-045331.103255]. JPMorgan Chase & Co. is an Equal Opportunity and Affirmative Action Employer, M/F/D/V.

Minimum Salary: 170,373 Maximum Salary: 285,000 Salary Unit: Yearly

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