JOB DESCRIPTION
DESCRIPTION:
Duties: Research, create, and evaluate mathematical optimization models for tax-smart portfolio management products.
Implement and provide expertise on model implementation, testing, performance tuning and enhancements.
Present quantitative results to research and non-technical audience.
Write model specifications and documentations.
Provide clear and concise oral and written communication across various functions and levels.
Assist in initiatives related to improvement of the model development processes and infrastructure in production environment.
Assist in initiatives related to investment product design, feature enhancements, and testing.
Support for live account trading, respond to trading and debugging requests.
QUALIFICATIONS:
Minimum education and experience required: Master’s degree in Finance, Financial Engineering or related field of study.
Skills Required: Requires demonstrated knowledge or experience with the following skills: financial engineering; solving financial problems using techniques in the fields of applied mathematics, statistics, computer science, and economics; explaining the results of quantitative analysis such that it can be understood by both technical and non-technical audiences; developing, implementing, and evaluating statistical learning and artificial intelligence models using Python; developing, implementing, and evaluating statistical learning and artificial intelligence models using R; data analysis using numpy; data analysis using pandas; data analysis using sklearn; analyzing model property and hyperparameter tuning of AI/ML; and, applying software development tools and practices, including: IDEs, GIT, Unit Testing; object-oriented programming (OOP); conducting portfolio analysis of trades, holdings and risk exposure; performing historical (back-test) statistical simulations and analysis; performing forwarding-looking (Monte-Carlo) statistical simulations and analysis; and designing, implementing, performance testing and tuning optimization models using Gurobi optimizer.
The employer will accept any amount of graduate-level coursework, graduate-level internship experience, or professional experience with the required skills.
Job Location: One Liberty Square, Boston, MA 02109.
ABOUT US
JPMorgan Chase & Co.
, one of the oldest financial institutions, offers innovative financial solutions to millions of consumers, small businesses and many of the world’s most prominent corporate, institutional and government clients under the J.
P.
Morgan and Chase brands.
Our history spans over 200 years and today we are a leader in investment banking, consumer and small business banking, commercial banking, financial transaction processing and asset management.
We offer a competitive total rewards package including base salary determined based on the role, experience, skill set, and location.
For those in eligible roles, we offer discretionary incentive compensation which may be awarded in recognition of firm performance and individual achievements and contributions.
We also offer a range of benefits and programs to meet employee needs, based on eligibility.
These benefits include comprehensive health care coverage, on-site health and wellness centers, a retirement savings plan, backup childcare, tuition reimbursement, mental health support, financial coaching and more.
Additional details about total compensation and benefits will be provided during the hiring process.
We recognize that our people are our strength and the diverse talents they bring to our global workforce are directly linked to our success.
We are an equal opportunity employer and place a high value on diversity and inclusion at our company.
We do not discriminate on the basis of any protected attribute, including race, religion, color, national origin, gender, sexual orientation, gender identity, gender expression, age, marital or veteran status, pregnancy or disability, or any other basis protected under applicable law.
We also make reasonable accommodations for applicants’ and employees’ religious practices and beliefs, as well as mental health or physical disability needs.
Visit our FAQs for more information about requesting an accommodation.
JPMorgan Chase is an Equal Opportunity Employer, including Disability/Veterans
ABOUT THE TEAM
J.
P.
Morgan Asset & Wealth Management delivers industry-leading investment management and private banking solutions.
Asset Management provides individuals, advisors and institutions with strategies and expertise that span the full spectrum of asset classes through our global network of investment professionals.
Wealth Management helps individuals, families and foundations take a more intentional approach to their wealth or finances to better define, focus and realize their goals.