Executive Director, Asset Management - Investment Platform Trading Analytics & Strategy

JPMorgan Chase

Confirmed live yesterday High trust

Quick summary

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

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Salary context

How this pay compares to similar roles

Similar $231k
$163k most similar roles pay here $287k

This listing doesn't post a salary. Most similar roles pay $191,400–$271,346.

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 · Executive Director, Asset Management - Investment Platform Trading Analytics & Strategy

As an Asset Management - Investment Platform Trading Analytics & Strategy (GFICC) - Executive Director on the Investment Platform Trading Research team, you will lead cross-functional projects and provide execution consultancy for GFICC asset classes. You will work directly with traders to automate workflows, reduce manual intervention, and improve execution consistency for liquidity-constrained instruments like credit and securitized products. Your role involves conducting quantitative research into market microstructure, price formation, and liquidity dynamics across rates, credit, FX, and commodities. You will build dashboards, transaction cost analysis frameworks, and reporting tools while providing data-driven recommendations to portfolio managers. Required skills include Python proficiency using pandas and NumPy, experience with tick-level market data, Git version control, and applied machine learning techniques. You must possess deep knowledge of fixed income and FX microstructure to optimize order routing and execution timing.

What you'll do

  • Automate trading workflows to reduce manual intervention and improve execution speed for liquidity-constrained instruments.
  • Conduct quantitative research on market microstructure and price formation across rates, credit, FX, and commodities.
  • Develop statistical frameworks to optimize execution timing, venue selection, and order routing.
  • Provide data-driven execution consultancy to traders and portfolio managers regarding market impact and transaction costs.
  • Build and maintain dashboards and TCA frameworks to provide transparency into trading performance and slippage.
  • Coordinate with technology teams to define requirements and deliver end-to-end analytics solutions.
  • Translate complex quantitative outputs into actionable recommendations for non-technical stakeholders.

What we're looking for

  • Strong hands-on experience with Python for quantitative research, including pandas, NumPy, and performance-oriented coding.
  • Demonstrated ability to work with tick-level market data using high-performance query tools and financial databases.
  • Solid understanding of fixed income and FX market microstructure, execution dynamics, and liquidity provisioning.
  • Practical knowledge of algorithmic execution, smart order routing, and the quantitative drivers of transaction costs.
  • Proven ability to translate complex quantitative outputs into actionable recommendations for non-technical stakeholders.
  • Experience working in team-based development environments using Git and structured code review processes.
  • Familiarity with machine learning techniques such as supervised/unsupervised learning or reinforcement learning applied to financial data.

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