Vice President – Portfolio Analytics & Model Management – Wealth Management Solutions – Mumbai
Company Name:-
JPMorgan Chase Bank, N.A.
Job Location:-
Mumbai, Maharashtra
Job Summary:-
About Wealth Management
With more than 160 years of experience, J.
P.
Morgan Private Bank is a global wealth management leader that delivers the highest quality advice, service, capabilities and products to high net worth individuals and families around the world.
Our teams deliver highly customized and comprehensive solutions to help clients with the many complexities they face on their balance sheets.
The Private Bank is involved with every facet of wealth management, including investments, liquidity and credit management, and tax and estate planning.
Job Responsibilities:Work with a team of quantitative researchers to develop proprietary models and analytical tools for portfolio construction and client advisors
Partner with Technology and Chief Data Office to design the data quality assurance process
Provide quantitative support to Portfolio Management, Due Diligence, Portfolio Governance, Risk Management teams within the WM Solution business
Investment, risk, and optimization models and tools rationalization, documentation and maintenance for client advisors and solutions business
Designing a consistent portfolio construction framework for global multi-asset allocation, risk budgeting and tracking error allocation
Quantitative research and ad-hoc analyses for the Investment Solutions and Client Advisors
Manage the investment vehicle onboarding process for the risk analytic tools and perform vendor analysis to identify golden source of data for portfolio risk analytics
Requirements:
Direct asset management experience in multi-asset, multi-strategy environment with broad experience covering equity, fixed income markets, commodity and currency.
Advanced knowledge of equity, fixed income and alternative markets and investment products including mutual funds, ETFs, hedge funds, structured products etc.
Solid understanding of financial instrument pricing models, multivariate factor modeling, asset allocation, portfolio construction, portfolio optimization and risk management
Graduate degree in a quantitative discipline (Math, Statistics, Finance, Economics, Engineering, etc.
); CFA/FRM charter holder with prior Wealth Management or Asset Management experience preferred
Strong programming skills.
Preferably Python,
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