The GFICC Quantitative Solution (QS) team is responsible for quantitative research to complement the strong fundamental analysis framework within the fixed income business at JP Morgan Asset Management. The team is also responsible for building out and managing customizable, systematic fixed income solutions to meet the needs of JP Morgan Asset management clients.

We are looking for a London-based quantitative researcher to join the team at VP level. Key responsibilities include quantitative research spanning both quantitative signal generation and portfolio implementation to drive fixed income portfolio outcomes. Part of the focus will be on the research and implementation of ESG strategies and data metrics in fixed income. The candidate will also be expected to contribute to the performance of the QS strategies as well as collaborate with the broader active portfolio management teams within GFICC.

Responsibilities

• Research efficient portfolio construction methodologies and enhance the team’s existing systematic fixed income strategies;
• Research, develop and assess sustainable investment approaches in FI to be used in both active and quantitative strategies;
• Assess and enhance ESG analytics and metrics for measuring and improving the management of ESG within GFICC portfolios;
• Be involved in the full research process: idea generation, data collection, modeling, and articulation of strategies to key stakeholders across bottom-up credit and asset allocation;
• Collaborate in a team environment with researchers, portfolio managers and contribute to custom built IT platform;
• The position would involve extensive programming and database related work;
• Partnering with other researchers and portfolio management teams in developing solutions for concrete portfolio management problems;