Asset Management Equities Quantitative Developer, Vice President/Associate

JPMorgan Chase

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Quick summary

Work type
On-site
Location
New York, NY
Employment
Full-time
Posted
77 days ago
Freshness
Confirmed live today
Nearby
99+ roles within 25 mi

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Salary context

How this pay compares to similar roles

Similar $167k
$117k $212k
below market most similar roles pay here above market

This listing doesn't post a salary. Most similar roles pay $142,300–$192,375.

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 1226 open roles on FindRole.

Listed pay typically runs $156,750–$215,000 across 5 roles with salary data.

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At a glance

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

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The Asset Management- Equities Quantitative Developer - Vice President/Associate will join the U.S. Disciplined Core Equity group to design, develop, and operate innovative data pipelines and quantitative applications. The role focuses on impacting alpha generation by translating research models into production processes, automating reports for portfolio managers, and enhancing research efficiency through optimized backtesting pipelines. Key responsibilities include onboarding new data sets, conducting exploratory analysis, and leading the development of end-to-end machine learning pipelines. Candidates must possess proficiency in Python, including multithreading and multiprocessing, alongside experience with SQL, NoSQL, Snowflake, and AWS. Required skills include ETL pipeline management, Git version control, and Airflow. The position requires a strong foundation in statistics and finance, specifically regarding quantitative equity investing, portfolio construction, and sophisticated automated technology infrastructure.

Skills

Python AWS SQL NoSQL Snowflake ETL Airflow Git Machine Learning Natural Language Processing Matlab Multithreading Multiprocessing Portfolio Construction Backtesting Data Pipelines

What you'll do

  • Design, develop, and deploy innovative data pipelines and quantitative applications for alpha generation.
  • Translate research models into production-ready processes.
  • Automate the generation of reports for portfolio managers.
  • Improve alpha model estimation and optimize backtesting pipelines.
  • Onboard new data sets and conduct exploratory analysis for research purposes.
  • Develop end-to-end machine learning pipelines for research and production environments.
  • Conduct research projects in quantitative equity investment.
  • Manage production processes and daily communication with the technology team.

What we're looking for

  • 3+ years of experience in relevant fields.
  • Degree in Computer Science or Engineering.
  • Proficiency in Python programming, including multithreading, multiprocessing, and ETL pipelines.
  • Experience with database management across SQL, NoSQL, and Snowflake.
  • Experience architecting applications within AWS.
  • Experience with Airflow or similar workflow orchestration tools for production data pipelines.
  • Knowledge of statistics and finance, especially within equity asset management or portfolio construction.
  • Experience with tax-aware long-short optimizations and vendor optimization platforms like MSCI Barra Open Optimizer (preferred).

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