Position available in New York, NY

Job Summary:

The Customized Managed Account Solutions team is seeking a Quantitative Portfolio Specialist to assist in optimizing our team’s various Equity Separately Managed Accounts (SMAs) and multi-asset model portfolios for retail distribution. The candidate will report directly to the Head of Customized Account Solutions and join the fastest growing platform in J.P. Morgan Asset Management. 

Job Responsibilities:

Partner with portfolio management teams in developing a framework to optimize their portfolios for retail distribution, factoring in constraints such as lower minimums, while maintaining a similar risk and return profile of the intended strategy. Partner with sales and Intermediaries to adapt portfolios based on platform specific limitations or requirements. Collaborate with our Portfolio Managers, implementation teams, and 55ip research teams to enhance/evolve optimization logic for our Tax Smart Active SMAs. Support our Tax-Smart team as they further develop their risk monitoring tools for actively managed Tax Managed strategies. Engineer approaches for our glide path model portfolio strategies that routinely rebalance portfolios to different allocations as they mature, while keeping the tactical positioning of the strategy in place.

Required Qualifications, Skills and Attributes:

5-7 years’ work experience in the financial services industry. Previous experience building quantitative models in the investment management industry. Demonstrate intermediate skills in at least one programming language (like C, C++, Java, or Python). An independent thinker who can creatively approach data analysis and communicate complex ideas clearly. Strong analytical skills with a desire to drive automation utilizing intelligent automation tools.