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JPMorganChase

Asset Management - Fixed Income Quantitative Researcher - Vice President

JPMorganChase, New York, New York, us, 10261


JOB DESCRIPTION The Global Fixed Income, Currency and Commodities team (GFICC) at J.P. Morgan Asset Management is one of the world’s deepest and best-resourced fixed income managers, with expertise across all major fixed income sectors, including niche markets. Every investment decision in our fixed income solutions is underpinned by the proprietary research of a globally integrated team of sector specialists. Our shared research language, combining fundamental, quantitative valuation and technical inputs, facilitates the comparison of ideas across sectors and geographies. Global Fixed Income, Currency and Commodities manages a broad range of strategies, through funds and/or separate accounts, including broad market, long duration, stable value, intermediate high yield, emerging market debt, short and ultra-short duration, global bonds, structured products, mortgages and tax-aware strategies.

Job Summary

We are seeking a Vice President, Quant Researcher, reporting to the global head of GFICC Quant research. As part of the GFICC quant research team, the successful candidate will contribute to research and development efforts to enhance the fixed income investment process. Areas of focus include asset allocation, factor investing, relative value analysis, and portfolio construction.

Required qualifications, capabilities and skills

3+ years of fixed income experience

Deep familiarity with public fixed income markets for credit, interest rates, or structured finance

Strong coding skills for model development, preferably in python or matlab

Clear and effective communication skills, with a view to presenting modelling results to CIO's, portfolio managers and fundamental research analysts.

Experience in quantitative analysis for fixed income markets in at least one of the areas of alpha generation, portfolio construction, or relative-value analysis

Strong quantitative background via a master’s degree or PhD in a discipline such as mathematics, statistics, finance or econometrics

Familiarity with fixed income instruments in at least one of the areas of credit, rates, or structured finance.

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