Description

• Complete client advisory assignments: Conduct analyses to meet client needs, present results, and incorporate revisions or extensions as required. Perform analyses including portfolio optimization, stochastic modeling, and financial data analysis to inform portfolio construction and client advisory work.
• Monitor regulatory, accounting, and capital frameworks: Stay up to date on the implications of regulatory, accounting, and capital changes on investment, product development, and risk management decisions made by insurance companies.
• Enhance existing modeling platforms: Adapt and improve existing models to increase scalability, flexibility, and efficiency.
• Develop new analytical capabilities: Implement new models for constrained asset allocation, including tactical portfolio optimization, generate sales insights from various data sets, and develop other applications as needed.
• Contribute to intellectual capital: Produce high-quality research and analysis in response to industry developments.

Required qualifications, capabilities and skills

• Bachelor's or Master's degree in a quantitative or analytical discipline (e.g., actuarial science, computer science, mathematics, physics, operations research, statistics, engineering) or equivalent experience.
• Strong quantitative analysis and software engineering skills: Deep knowledge of quantitative techniques used in investment and risk management. Proficient programmer with hands-on experience in Python and/or Matlab.

Preferred qualifications, capabilities and skills

• Apply basic investment management concepts, such as efficient frontiers, capital constraints, risk attribution and risk limits, factor investing, etc.
• Demonstrate familiarity with basic asset classes (e.g., corporate bonds, CLOs, private equity) and their expected return, market risk, credit risk, structure, liquidity, cash flow characteristics, diversification benefits, etc.
• Complete coursework or have work experience covering linear and non-linear optimization (including the formulation of problems, development of constraints, and use of software to solve these problems, especially mixed integer optimization problems), advanced statistical methods, econometrics, and stochastic processes.
• Demonstrate working familiarity with IFRS accounting, insurance capital models (such as Asia RBC/ICS), or defined benefit pensions.
• Exhibit strong verbal and written communication skills and extensive work experience preparing high-quality presentation materials for clients.
• Bring experience working in a client-facing or consulting environment.

About Us

J.P. Morgan is a global leader in financial services, providing strategic advice and products to the world's most prominent corporations, governments, wealthy individuals and institutional investors. Our first-class business in a first-class way approach to serving clients drives everything we do. We strive to build trusted, long-term partnerships to help our clients achieve their business objectives.

We recognize that our people are our strength and the diverse talents they bring to our global workforce are directly linked to our success. We are an equal opportunity employer and place a high value on diversity and inclusion at our company. We do not discriminate on the basis of any protected attribute, including race, religion, color, national origin, gender, sexual orientation, gender identity, gender expression, age, marital or veteran status, pregnancy or disability, or any other basis protected under applicable law. We also make reasonable accommodations for applicants' and employees' religious practices and beliefs, as well as mental health or physical disability needs. Visit our FAQs for more information about requesting an accommodation.

About the Team

J.P. Morgan Asset & Wealth Management delivers industry-leading investment management and private banking solutions. Asset Management provides individuals, advisors and institutions with strategies and expertise that span the full spectrum of asset classes through our global network of investment professionals. Wealth Management helps individuals, families and foundations take a more intentional approach to their wealth or finances to better define, focus and realize their goals.