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

J.P. Morgan; London; On-site; GBP 80,000 - 150,000; 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 a unique opportunity to lead innovative research in cross-asset risk premia strategies and contribute to impactful research publications. You will leverage your strong quantitative and analytical skills to collaborate with internal teams and present insights to external clients. The ideal candidate will possess excellent coding skills in Python and a deep understanding of machine learning and big data. Join a dynamic team where your expertise will shape the future of systematic strategies and client engagement.

Qualifications

• Master’s or Ph.D. in a quantitative field is essential.
• Strong analytical skills and previous investment banking experience are required.

Responsibilities

• Conduct innovative research in cross-asset risk premia strategies.
• Collaborate with internal teams and present findings to clients.

Skills

Quantitative Analysis

Analytical Skills

Python Coding

Machine Learning

Big Data

Communication Skills

Presentation Skills

Teamwork

Education

Master’s or Ph.D. in a Quantitative Subject

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.