JOE Listings (Job Openings for Economists)

August 1, 2015 - January 31, 2016

J.P. Morgan Asset Management

This listing is inactive.
Asset Management
U.S. Behavioral Finance Group
U.S. Equity Quantitative Analyst (Associate)

JOE ID Number: 2015-02_111455022
Date Posted: 12/08/2015
Date Inactive: 01/31/2016
Position Title/Short Description
Title: U.S. Equity Quantitative Analyst (Associate)
Section: Full-Time Nonacademic
Location: New York, New York, UNITED STATES
JEL Classification: 00 -- Default: Any Field
Keywords:
Asset Management
PhD
Risk Models
Behavioral Finance
Full Text of JOE Listing:

Quantitative Equity Analyst
The U.S. Behavioral Finance group within JPMorgan Asset Management is looking for a new or experienced PhD who will join its New York office. The group uses a hybrid approach by combining quantitative models grounded in Behavioral Finance and fundamental insights of portfolio managers. The group currently manages more than $20 billion in U.S. equity markets.

Job Description:
The quantitative researcher will help implement the research agenda of the group in collaboration with the existing team of researchers and portfolio managers. The researcher will conduct quantitative research on all aspects of the group’s investment process. The job will include, but not be limited to, the following:
- Forecasting models of stock and portfolio returns
- Research on tactical factor timing and sector rotation
- Risk models of stock volatility and covariance
- Equity trading strategies and transaction cost models
- Portfolio optimization
- Performance attribution

Job Qualifications:
- PhD in finance, economics, accounting or related fields
- Experience in empirical analysis using large data sets/databases
- Strong knowledge of econometrics or statistics
- Programming experience in statistical packages, such as SAS/STATA/R/Matlab
- Excellent communication skills, verbal and written
- 0-2 years of experience in related fields

Application Requirements:
  • External Application Link
Application deadline: 01/31/2016