Wealth Management , Private Bank CIO Team ,Portfolio Analytics , Vice President

JPMorgan Chase & Co.•New York, NY

44d•$147,250 - $215,000

About The Position

This position will be a member of the Portfolio Analytics group which is part of the Private Bank Chief Investment Officer Team (PB-CIO Team). This team manages multi-asset and single-asset discretionary model portfolios within WM Solutions. The Portfolio Analytics group is responsible for developing proprietary models and analytical tools for asset allocation, portfolio construction, performance attribution, and risk management.

Requirements

Strong programming skills in Python, Matlab, SQL.
Knowledge of statistics and the ability to analyze large data sets.
Knowledge of asset classes and demonstrate understanding of investment theory.
Knowledge of financial data sources (Bloomberg, Factset, etc.).
Understanding of performance attribution techniques.
Detail oriented, strong team player, excellent written and verbal communication skills.
3-5 years of work experience, preferably in financial industrial.
Graduate degree in a quantitative discipline (Math, Statistics, Computer Science, etc.).

Responsibilities

Help develop and support a variety of cutting-edge, quantitative tools to enhance our investment process.
Design and maintain the proprietary multi-asset portfolio performance contribution/attribution system. Updating weekly global platform performance report.
Running in-house global reference investment portfolio system to ensure a consistent asset allocation/risk budgeting process.
Conduct research and ad-hoc analysis on performance attribution, risk management, and portfolio construction.
Develop new agentic analytics tools to support PMs and enhance the current portfolio management process.
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.
Work with Model Review team to document, test, and validate model techniques and results.
Analysis to support research, views, and investment thoughts and strategies.
Work with Technology and other business partners to implement the models.