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.
JPMAM’s Infrastructure Investments Group (“IIG”) manages institutional infrastructure strategies within JPMAM -the largest being an open-ended OECD diversified fund that invests in regulated utilities and distributions assets, power generation assets and GDP sensitive infrastructure assets such as airports. Based in New York, the team is looking to add a Head of Quantitative Research, to help us improve our outcomes by bringing an independent and analytically sophisticated perspective to our acquisitions, asset management and portfolio management processes. Specifically, the candidate will interact with investment principals and their outside consultants as they underwrite transactions. Additionally, the chief investment officer and portfolio manager will seek advice from the candidate on the impact of investment decisions on exposures across industry, economic, regulatory factors.
Portfolio modeling and analysis of existing portfolio
Portfolio construction and optimization analysis
Scenario analysis based on economic inputs, asset specific inputs and other projections
Maintain baseline macroeconomic assumptions for portfolio team and provide updates / analysis / insight
Financial analysis at asset level including scenario analysis, benchmarking etc.
Comparable valuation analysis and maintaining industry data
Work with Investment Principals of IIG in assessing the macro environment for any new investments they are looking to underwrite
Research report for each new investment / divestment in the portfolio to be included in the Investment Committee memorandums
Tracking market transactions and performing relevant analysis and developing insights for investment team
Discuss research inputs and outputs with consultants and investors and prospects
Work with relevant counterparts in Alternatives and Institutional Asset Management to ensure up to date sharing of information and learnings from relevant markets with respect to portfolio outcomes
Develop and update research themes / papers from time to time
An advanced degree in a quantitative field (math, engineering, science, finance)
7 - 12 years of experience in a similar field / role including industry consulting, banking, asset management, etc.
Relevant industry experience in valuation / financial modelling / portfolio modeling, etc.
Excellent oral and written communication skills
Team player able to work closely with senior and junior members of the team and build and maintain relationships with consultants and investors
Demonstrated focus on continuous improvement and problem solving