Cross-Asset Risk Premia Research – Quantitative Strategist – Vice President

J.P. Morgan; City Of London; On-site; GBP 90,000 - 120,000; Full time

Job summary

A global financial institution in London is seeking a Vice President Quantitative Strategist for their Global Research team. The ideal candidate will lead innovative research in cross-asset risk premia strategies and will need a Master's or Ph.D. degree along with strong quantitative and coding skills, particularly in Python. This role involves collaboration with internal teams and external clients, making communication skills essential.

Qualifications

• Master’s or Ph.D. degree in a quantitative subject.
• Previous experience in research or structuring department of an investment bank or relevant buy-side experience.
• In-depth knowledge of machine learning and big data.

Responsibilities

• Conduct innovative research in cross-asset risk premia strategies.
• Contribute to research publications focused on systematic strategies.
• Present research findings to external clients.

Skills

Strong quantitative skills

Analytical mindset

Excellent coding skills in Python

Strong communication skills

Team-player attitude

Education

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

Tools

Machine learning knowledge

Big data knowledge

Job description

Overview

Join J.P. Morgan's Global Research team as a Vice President 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 an Vice President 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.

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 fixed income and/or 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.