Wealth Management Quantitative Portfolio Manager Equities CIO Vice President

JPMorgan Chase

Confirmed live yesterday High trust

Quick summary

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

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Salary context

How this pay compares to similar roles

Similar $191k
$133k most similar roles pay here $230k

This listing doesn't post a salary. Most similar roles pay $161,250–$220,900.

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.

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At a glance

TL;DR · Wealth Management Quantitative Portfolio Manager Equities CIO Vice President

As a Wealth Management, Quantitative Portfolio Manager, Equities CIO, Vice President, you will join the Chief Investment Office – Equities team as a senior leader in an innovative portfolio management organization. You will set the quantitative research agenda, own core portfolio analytics and risk frameworks, and drive the implementation of systematic, factor-based insights for an equity portfolio benchmarked against MSCI World. Your daily work involves integrating quantitative signals with fundamental views, managing multi-factor risk models like Axioma, and performing performance attribution and factor decomposition. You will build scalable research tools using a Python-first approach, including data pipelines and reusable libraries, while applying machine learning techniques such as ensemble methods and NLP for alternative data. The role requires expertise in equity factor research, portfolio construction, and risk management to solve complex problems regarding exposure, liquidity, and transaction costs.

What you'll do

  • Set the quantitative research agenda and integrate quantitative signals with fundamental views for global equity mandates.
  • Own multi-factor risk models to monitor exposure, concentration, liquidity, and scenario sensitivities.
  • Design and improve portfolio construction frameworks including turnover control, transaction costs, and rebalancing discipline.
  • Lead performance attribution and factor decomposition to diagnose drivers of returns and active risk.
  • Develop scalable research tools and data pipelines using Python-first development practices.
  • Apply machine learning and AI techniques for feature engineering and alternative data analysis.
  • Translate complex quantitative concepts into actionable investment recommendations for senior leadership.
  • Ensure model governance, suitability, and adherence to internal risk management policies.

What we're looking for

  • Bachelor's degree required.
  • Master's or PhD in a quantitative discipline (preferred).
  • 6+ years of experience in quantitative investing, equity research, portfolio construction, or risk analytics.
  • Deep understanding of equity markets, factor investing, risk modeling, and portfolio construction under real-world constraints.
  • Proven experience owning or influencing risk model usage (Axioma or similar), exposure management, scenario analysis, and attribution.
  • Advanced programming capability in Python with experience in data analysis libraries and production-quality research practices.
  • Solid grounding in statistics/econometrics and familiarity with machine learning techniques for investment contexts.
  • CFA progress or designation (preferred).

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