Asset Management, MAS Quant, Portfolio Director, Vice President

Location: Greater London

Location

60 Victoria Embankment, London, Greater London, EC4Y 0JP
, GB

Job Description

Quantitative Researcher – Multi‑Asset Solutions

Join a team where your quantitative expertise directly  global investment solutions. At JPMorgan Chase, you’ll collaborate with talented professionals, grow your career, and make a meaningful impact for clients worldwide. You’ll have the opportunity to innovate, learn, and contribute to strategies that help people reach their financial goals. We value your skills and encourage you to push boundaries in a supportive, inclusive environment.

Job Summary

As a Quantitative Researcher in Multi‑Asset Solutions, you will advance our investment process through high‑impact research and hands‑on implementation. You’ll work closely with portfolio managers and strategists to develop and refine asset allocation models, focusing on individual retirement savings and spending. Within our collaborative team, you will translate research insights into actionable strategies and tools. Your work will help shape the future of investment solutions for a diverse range of clients.

Job responsibilities

• Conduct research on risk characteristics of long‑term asset allocation strategies using advanced quantitative methods.
• Develop and manage global tactical asset allocation models in partnership with strategy and portfolio management teams.
• Support portfolio construction by creating strategic asset allocation benchmarks for custom portfolios and funds.
• Implement and enhance quantitative models, applying machine learning to financial time series and alternative data.
• Translate research insights into actionable investment strategies and tools.
• Develop and present client materials-Abclar explanations of quantitative models and investment processes.
• Produce marketing collateral, including whitepapers and thought leadership materials, to communicate research findings.
• Collaborate across teams to drive innovation and improve investment outcomes.
• Ensure accuracy and clarity in all research and client communications.

Required qualifications, capabilities, and skills

• Bachelor’s, Master’s, or PhD in Mathematics, Engineering, Physics, Computer Science, or other STEM discipline.
• Advanced coursework in financeademy, asset pricing, econometrics, or stochastic modelling is a plus.
• 4 years of experience in financial markets with strong knowledge of multi‑asset portfolios.
• Proficiency in Python, SPARK, R, Matlab, SQL, and experience with large financial databases.
• Demonstrated experience Rug applying machine learning techniques to financial applications.
• Hands‑on, practical approach to implementing and testing models.
• Strong analytical and problem‑solving skills with attention to detail.
• Intellectual curiosity and drive for continuous learning.
• Excellent verbal and written communication skills for both technical and non‑technical audiences.

Preferred qualifications, capabilities, and skills

• Experience developing and managing global tactical asset allocation models.
• Background in creating strategic asset allocation benchmarks for custom portfolios.
• Experience presenting complex quantitative research to diverse audiences.
• Ability to produce high‑quality marketing collateral and thought leadership materials.
• Collaborative mindset and ability to work effectively across teams.
• Experience with financial time series analysis and alternative data sources.
• Strong organizational skills and ability to manage multiple projects.

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About UsJ.P. Morgan is a global leader in financial services, providing strategic advice back also products to 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 recognize that our people are our strength and the diverse talents they bring…