Asset Management Equities Quantitative Developer Vice President Associate

JPMorgan Chase

Confirmed live yesterday High trust

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Work type
On-site
Location
New York, NY
Posted
31 days ago
Freshness
Confirmed live yesterday

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How this pay compares to similar roles

Similar $167k
$125k most similar roles pay here $217k

This listing doesn't post a salary. Most similar roles pay $144,687–$188,510.

Based on 240 similar postings.

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About JPMorgan Chase

JPMorgan Chase & Co. is a global financial services firm and one of the largest banks in the world, offering investment banking, commercial banking, asset management, and consumer financial services.

JPMorgan Chase currently has 1117 open roles on FindRole.

Listed pay typically runs $186,160–$215,000 across 7 roles with salary data.

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At a glance

TL;DR · Asset Management Equities Quantitative Developer Vice President Associate

As an Asset Management- Equities Quantitative Developer - Vice President/Associate, you will join the U.S. Disciplined Core Equity group to design, develop, and operate innovative data pipelines and quantitative applications that impact alpha generation for asset management clients. You will translate research models into production processes, automate portfolio manager reports, and enhance research efficiency by improving alpha model estimation and backtesting pipelines. Your daily work involves onboarding new datasets, conducting exploratory analysis, and building sophisticated end-to-end machine learning pipelines. The role requires proficiency in Python, including multithreading and multiprocessing, along with experience in SQL, NoSQL, Snowflake, ETL pipelines, and AWS architecture. You will utilize Git for version control and Airflow for workflow orchestration. Required expertise includes statistics, finance knowledge, and portfolio construction within the quantitative equity investment domain to solve complex financial engineering problems.

What you'll do

  • Design, develop, and operate innovative data pipelines and quantitative applications to impact alpha generation.
  • Translate research models into production processes for the U.S. Disciplined Core Equity group.
  • Automate the generation of reports for portfolio managers.
  • Enhance research process efficiency by improving alpha model estimation and optimizing backtesting pipelines.
  • Onboard new datasets, conduct exploratory analysis, and manage existing data used in research.
  • Develop sophisticated end-to-end machine learning pipelines that can be deployed easily into production environments.
  • Conduct quantitative equity investment research projects in partnership with other researchers.

What we're looking for

  • 3+ years of experience in relevant fields.
  • Degree in Computer Science or Engineering.
  • Proficiency in Python including multithreading, multiprocessing, and database management across SQL, NoSQL, and Snowflake.
  • Experience with ETL pipelines, AWS architecture, Git version control, and Airflow or similar orchestration tools.
  • Knowledge of statistics and finance, specifically within equity asset management, quantitative investing, or portfolio construction.
  • Strong communication and project management skills.
  • Experience in building sophisticated automated processes and technology infrastructure.
  • Experience with tax-aware optimizations, vendor optimization platforms (e.g., MSCI Barra), ML/NLP, and Matlab (preferred).

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