Drimva

JPMorgan Chase

Wealth Management, Quantitative Portfolio Manager, Equities CIO, Vice President

$162K–$260K

New York, NY · Director · Full-time · Posted Sep 15, 2026

Experience
6+ years; buy-side experience preferred.
Education
Bachelor’s degree required.

About the job

Leads quantitative research, portfolio construction, risk analytics, and systematic investment implementation for an $80bn global equity portfolio.

What you'll do

  • Set the quantitative research agenda and partner with portfolio managers on security selection, factor tilts, risk budgeting, and investment decisions.
  • Own risk-model use, portfolio risk governance, construction, optimization, performance attribution, and factor decomposition.
  • Develop Python-based analytics and research tools; evaluate machine learning and AI methods for investment applications.

What they ask for

  • 6+ years of experience in quantitative investing, equity research, portfolio construction, or risk analytics.
  • Deep understanding of equity markets, factor investing, risk modeling, and portfolio construction under real-world constraints.
  • Experience owning or significantly influencing risk-model usage, exposure management, scenario analysis, and attribution.
  • Advanced Python programming, applied data-analysis libraries, production-quality research practices, and grounding in statistics/econometrics.

Nice to have

  • Master’s/PhD in a quantitative discipline.
  • CFA progress or designation.

Pay

USD 161,500.00-$260,000.00 base salary

Tools

Axioma, Python, Pandas, NumPy, SciPy, NLP, MSCI World

AI focus

Evaluate and apply machine learning/AI techniques, including feature engineering, ensemble methods, and NLP for alternative data, with emphasis on interpretability and investment relevance.

Model-written summary · the original posting is authoritative

First seen Oct 28, 2026 · Last verified Nov 5, 2026 (UTC)