Cross-Asset Risk Premia Research - Quantitative Strategist - Vice President or Executive Director

JPMorgan Chase & Co.; London; On-site; GBP 80,000 - 120,000; Full time

Job summary

An established industry player is seeking a Vice President or Executive Director Quantitative Strategist to join their Global Research team. This role offers the opportunity to conduct innovative research in cross-asset risk premia strategies and contribute to impactful research publications. You will collaborate with internal teams and present insights to external clients, leveraging your strong quantitative skills and analytical mindset. The ideal candidate will possess a Master's or Ph.D. in a quantitative subject, excellent coding skills in Python, and a deep understanding of machine learning and big data. This is a unique chance to make a significant impact in a dynamic and collaborative environment.

Qualifications

• Master's or Ph.D. in a quantitative field with strong analytical skills.
• Excellent coding skills in Python and knowledge of machine learning.

Responsibilities

• Conduct innovative research in cross-asset risk premia strategies.
• Present research findings to external clients and participate in meetings.

Skills

Quantitative Skills

Analytical Skills

Python Coding

Communication Skills

Presentation Skills

Team Player Attitude

Education

Master's Degree in Quantitative Subject

Ph.D. in Quantitative Subject

Tools

Machine Learning

Big Data

Job description

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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 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.