Cross-Asset Risk Premia Research - Quantitative Strategist - Vice

J.P. MORGAN-1; London; On-site; GBP 100,000 - 150,000; Full time

Job summary

A leading global investment firm is seeking a Vice President or Executive Director Quantitative Strategist in London. This position focuses on innovative research in cross–asset risk premia strategies, leveraging strong quantitative skills and collaboration with sales teams. The successful candidate will need a Master's or Ph.D. in a quantitative field and excellent coding skills in Python. This role plays a critical part in presenting insights to clients and producing impactful research.

Qualifications

• Master's or Ph.D. degree in a quantitative subject is required.
• Strong quantitative and analytical skills needed.
• Experience in research or structuring department of investment bank preferred.

Responsibilities

• Conduct innovative research in cross–asset risk premia strategies.
• Contribute to and originate research publications focused on systematic strategies.
• Collaborate with internal sales and structuring teams.

Skills

Strong quantitative and analytical skills

Excellent coding skills in Python

Strong communication, presentation, and writing skills

Team-player attitude

Education

Master's or Ph.D. degree in a quantitative subject

Tools

Python

Job description

Join J.P. Morgan's Global Research team as a Vice President or Executive Director Quantitative Strategist, where your expertise will contribute to cutting–edge research and systematic strategies. Collaborate with internal teams and present insights to external clients, leveraging your strong quantitative skills and analytical mindset.

As a Vice President or Executive Director Quantitative Strategist within our Cross–Asset Risk Premia Research team, you will conduct innovative research in cross–asset risk premia strategies, contribute to research publications, and collaborate with internal sales and structuring teams. Your role will involve presenting to external clients and participating in client meetings.

Job Responsibilities:

• Conduct innovative research in cross–asset risk premia strategies.
• Contribute to and originate periodic and dedicated research publications focused on systematic strategies.
• Collaborate with internal sales and structuring teams.
• Present research findings to external clients and participate in client meetings.

Required Qualifications, Capabilities, and Skills:

• Master's or Ph.D. degree in a quantitative subject.
• Strong quantitative and analytical skills.
• Previous experience in a research or structuring department of an investment bank or relevant buy–side experience.
• Excellent coding skills in Python.
• In–depth knowledge of machine learning and big data.
• Strong communication, presentation, and writing skills.
• Team–player attitude.

Preferred Qualifications, Capabilities, and Skills:

• Previous experience in quant equity and/or fixed income, credit strategies is a plus.

This role encompasses the performance of UK regulated activity. The successful candidate will therefore be subject to meeting UK regulatory requirements in the assessment of fitness, propriety, knowledge and competence (as assessed by the Firm) and (where appropriate) approval by the UK Financial Conduct Authority and/or the Prudential Regulation Authority to carry out such activities.

J.P. Morgan's Commercial & Investment Bank is a global leader across banking, markets, securities services and payments. Corporations, governments and institutions throughout the world entrust us with their business in more than 100 countries. The Commercial & Investment Bank provides strategic advice, raises capital, manages risk and extends liquidity in markets around the world.