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Asset Management, Junior Portfolio Manager/Quantitative Researcher, Quant Beta Strategies, Associate / Analyst

Req #: 180013418
Location: Hong Kong, , HK
Job Category: Asset Management
Job Description:

J.P. Morgan Asset & Wealth Management, with client assets of $2.4 trillion, is a global leader in investment and wealth management. Its clients include institutions, high-net-worth individuals and retail investors in every major market throughout the world. The division offers investment management across all major asset classes including equities, fixed income, alternatives, multi-asset and money market funds. For individual investors, the business also provides retirement products and services, brokerage and banking services including trusts and estates, loans, mortgages and deposits.


We are looking for a Hong Kong-based Junior Portfolio Manager/Quantitative Researcher to join Quantitative Beta Strategies (QBS) within J.P. Morgan Asset Management. QBS is part of Beta Strategies and is responsible for managing and developing a suite of quantitatively-driven, factor-based portfolios. This includes alternative beta and strategic beta products across all major liquid asset classes.


Job Description 


The primary function of this role is supporting the day-to-day management of the team’s portfolios in addition to quantitative investment research. This position will have extensive interaction and collaboration with investment professionals in other parts of the firm.


Responsibilities will include but are not limited to:

  • Providing implementation support, including segregated accounts, mutual funds and ETFs

  • Driving improvement in portfolio management processes, efficiency, risk control, and operational processes

  • Performing ad hoc analysis on portfolios and investment strategies

  • Collaboration with technology professionals to improve portfolio management and risk systems

  • Working with client-facing professionals to deliver periodic client reports, ad-hoc client queries, and proposals

  • Researching, developing, and testing investment strategies from both a theoretical and practical standpoint

  • Experience managing, researching, and developing quantitative strategies (e.g. factor-based/risk premia investing) is an advantage

  • Strong academic background (advanced degree(s) in a quantitative discipline advantageous)

  • Ability to perform well under pressure and deliver within tight deadlines

  • Strong attention to detail and ability to collaborate with others

  • Ambitious self-starter able to think independently

  • Proficiency in programing languages (MATLAB, VBA, SQL, Python advantageous)

  • Highly developed quantitative and analytical skills and ability to tackle quantitative research projects both independently and collaboratively

  • Strong investment interest and desire to learn (e.g. willingness to work towards CFA charter)

  • The ability to read, write and speak Chinese (Mandarin) is highly desired

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