About the position
J.P. Morgan Asset Management is the world's third-largest alternatives manager, with a 40-year history of delivering innovative alternative solutions across market cycles. Our alternative investment engines are managed by highly specialized independent teams, backed by the global reach, vast resources and robust governance of J.P. Morgan Asset Management. Our alternative strategies are designed to achieve specific client outcomes and built to deliver uncorrelated returns to traditional asset classes. Customized alternative portfolios can be tailored to individual client needs. We offer strategies across the alternative investment spectrum, including real estate, private equity and credit, infrastructure, transportation, liquid alternatives and hedge funds. As an Investment Risk and Quantitative Analyst on the Hedge Fund Solutions team at J.P. Morgan, you will be part of a world-class team managing $20Bn+ in multi-manager hedge fund & private credit portfolios. You will perform strategy and risk analysis on the complete range of hedge fund strategies, develop risk and portfolio management tools, and collaborate with senior members of the team to formulate investment insights. This role offers the opportunity to contribute to a wide variety of projects aimed at ensuring our risk management practices, knowledge, analytics and infrastructure remain cutting edge.
Responsibilities
- Provide investment risk analysis with a focus on Relative Value Hedge Fund strategies; Quantitative Equities and Futures, Multi-Strat, Macro, and related Market Neutral approaches.
- Engineer new and scalable quantitative methods to analyze the risk profile and investment performance of hedge fund strategies.
- Develop and maintain analytical and visualization tools.
- Support Senior members of the Investment Risk Team, Research, and Portfolio Management to formulate investment insights that can be leveraged by the Investment Committee to generate the best outcomes for our clients.
Requirements
- At least 1+ years of experience in the financial industry (investment management, hedge fund, fintech, hedge fund allocator, market/data analytics) with superior analytical skills and experience processing large sets of information and data.
- Strong verbal and written communication skills
- A degree in Computational Finance, Financial Engineering or Quantitative Risk
- A strong command of statistical concepts and applied experience is necessary, but not sufficient for success.
Nice-to-haves
- MSc / CFA / CRM preferred
- Excel and Python skills are a must, Tableau and Database knowledge (SQL) is a plus.
- A basic understanding of financial markets - derivatives experience a plus.
