Quantitative Researcher

Title: Quantitative Researcher

  • Reference #: Asset Management Solutions - GMAG
  • Employer: J.P. Morgan Asset Management
  • Salary: Competitive
  • Location: London, UK
  • Job Description:

    The Global Multi-Asset Group (GMAG) is looking to hire a quantitative researcher. GMAG manages approximately $85 billion globally across traditional balanced, tactical asset allocation and total return products. Candidates must have the ability to apply academic research to real-world issues and present concise explanations of complex analysis. The ideal candidate will possess a strong empirical background and excellent interpersonal skills.

    About GMAG
    The Global Multi-Asset Group (GMAG) is a multi-asset, multi-strategy investment team within J.P. Morgan Asset Management (JPMAM) with over 40 years of experience managing multi-asset portfolios. GMAG leverages its specialized investment expertise together with the vast resources of J.P. Morgan Asset Management and its partners and affiliates to provide customized, cross-asset class solutions for the investment management needs of corporate and public pension plans, endowments and foundations and retail investors.
    GMAG's investment process is designed to add value to client portfolios in multiple ways through top-down asset allocation and bottom-up manager and security selection decisions, reflecting the investment insights generated from quantitative and qualitative analysis over a variety of time horizons from strategic, to intermediate and tactical. The group considers this multi-dimensional approach to be the most resilient way to create and capture investment insight in portfolios.


    • Ph.D. candidate in Finance, Economics, Statistics, or related area, expected to finish by mid-2013

    • Strong programming skills in statistical packages such as Matlab, R, SAS, Stata, and Excel VBA; Familiarity with financial data source such as Datastream, Bloomberg is a plus

    • Demonstrated ability to complete high-level, investments related research independently

    • Demonstrated empirical skill; Strong econometrics and statistical modeling skills (i.e. time-series and cross-sectional skills); Strong understanding of financial markets, including drivers of return, risk control and portfolio construction techniques

    • Knowledge of economics and multiple asset classes, including equities, fixed income, real estate highly valued

    • Excellent communication skills, both verbal and written


    • The Research Team works closely with portfolio managers to develop analytics and quantitative models to formulate investment views and algorithms leading to investment decisions. Examples include development of systematic factors for forecasting returns, quantitative methodologies to better manage and estimate portfolio and asset risks, research on liability driven investments, portfolio construction and risk management methodologies, analysis and investment strategies on various asset classes using advanced quantitative techniques.

    Interested candidates should apply online https://jpmchase.taleo.net/careersection/2/jobdetail.ftl?lang=en&job=130003045&src=JB-10661

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