J.P. Morgan Asset & Wealth Management, with client assets of $2.4 trillion, is a global leader in investment and wealth management. Its clients include institutions, high-net-worth individuals and retail investors in every major market throughout the world. The division offers investment management across all major asset classes including equities, fixed income, alternatives, multi-asset and money market funds. For individual investors, the business also provides retirement products and services, brokerage and banking services including trusts and estates, loans, mortgages and deposits.
We are looking for a Hong Kong-based Junior Portfolio Manager/Quantitative Researcher to join Quantitative Beta Strategies (QBS) within J.P. Morgan Asset Management. QBS is part of Beta Strategies and is responsible for managing and developing a suite of quantitatively-driven, factor-based portfolios. This includes alternative beta and strategic beta products across all major liquid asset classes.
The primary function of this role is supporting the day-to-day management of the team’s portfolios in addition to quantitative investment research. This position will have extensive interaction and collaboration with investment professionals in other parts of the firm.
Responsibilities will include but are not limited to:
Providing implementation support, including segregated accounts, mutual funds and ETFs
Driving improvement in portfolio management processes, efficiency, risk control, and operational processes
Performing ad hoc analysis on portfolios and investment strategies
Collaboration with technology professionals to improve portfolio management and risk systems
Working with client-facing professionals to deliver periodic client reports, ad-hoc client queries, and proposals
Researching, developing, and testing investment strategies from both a theoretical and practical standpoint
Experience managing, researching, and developing quantitative strategies (e.g. factor-based/risk premia investing) is an advantage
Strong academic background (advanced degree(s) in a quantitative discipline advantageous)
Ability to perform well under pressure and deliver within tight deadlines
Strong attention to detail and ability to collaborate with others
Ambitious self-starter able to think independently
Proficiency in programing languages (MATLAB, VBA, SQL, Python advantageous)
Highly developed quantitative and analytical skills and ability to tackle quantitative research projects both independently and collaboratively
Strong investment interest and desire to learn (e.g. willingness to work towards CFA charter)
The ability to read, write and speak Chinese (Mandarin) is highly desired
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The firm invites all interested and qualified candidates to apply for employment opportunities.
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