Quantitative Research – Strategic Indices – Vice President

JPMorgan Chase & Co.; London; On-site; GBP 100,000 - 150,000; Full time

Job summary

A global financial services firm in London seeks a Vice President for its Strategic Indices Quantitative Research team. The role involves developing and maintaining algorithmic trading strategies and supporting risk management for investable indices. Candidates should have a Master’s or PhD in a relevant field, strong programming skills, and experience in quantitative investment strategies.

Qualifications

• Advanced degree in a relevant field.
• Experience with quantitative investment strategies.
• Strong programming skills in Python.

Responsibilities

• Develop systematic trading strategies.
• Maintain algorithmic trading strategies.
• Support risk management for investable indices.

Skills

Quantitative investment strategies

Python programming

Analytical skills

Financial modeling

Problem-solving

Education

Master’s or PhD in Mathematics, Computer Science, Physics, Engineering

Job description

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Quantitative Research – Strategic Indices – Vice President, London

Client:

Location: London, United Kingdom

Job Category: Other

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EU work permit required: Yes

Job Reference:

f83e0d523428

Job Views:

11

Posted:

12.08.2025

Expiry Date:

26.09.2025

Job Description:

Quantitative Research (QR) is an expert quantitative modelling group at Morgan, leading in financial engineering, data analytics, statistical modelling, and portfolio management. As a global team, QR collaborates with traders, marketers, and risk managers across all regions and products, contributing to sales, client interaction, product innovation, valuation, risk management, inventory and portfolio optimization, electronic trading, market making, and financial risk controls.

Job summary:

As a Vice President within the Strategic Indices Quantitative Research team, you will be responsible for the implementation, deployment, independent calculation, and risk management of investable indices, known as Quantitative Investment Strategies (QIS). You will work closely with Trading, Structuring, and Technology teams globally to support the firm’s Strategic Indices business. Our team covers a broad range of asset classes including Equities, Rates, Commodities, and FX, and plays a direct role in revenue generation in partnership with other teams.

Job Responsibilities:

• Participate in developing Morgan’s systematic trading strategies with Structuring teams
• Develop, deploy, and maintain algorithmic trading strategies
• Support the risk management platform used for hedging investable indices traded with clients
• Build infrastructure to support new products, enhance efficiency, and improve controls
• Support Trading teams through risk analysis and investigations of trading strategies
• Contribute to automation efforts by delivering end-to-end automation of trading and risk workflows
• Collaborate with teams in Asia-Pacific and New York, demonstrating proactive learning of Morgan’s solutions

Required qualifications, capabilities, and skills:

• Advanced degree (Master’s or PhD) in Mathematics, Computer Science, Physics, Engineering, or equivalent
• Experience with quantitative investment strategies and derivatives, with cross-asset exposure preferred
• Strong programming skills, especially in Python
• Attention to detail and quality of deliverables
• Knowledge of advanced mathematics used in financial modeling: calculus, numerical analysis, optimization, statistics
• Understanding of valuation of financial products and trading strategies
• Exceptional analytical and problem-solving skills
• Excellent verbal and written communication skills for technical topics

Preferred qualifications, capabilities, and skills:

• Experience in financial markets and familiarity with trading concepts and terminology
• Knowledge of derivatives pricing, trading algorithms, and financial regulations
• Understanding of financial risks and risk management techniques
• Interest in agile development practices in a trading environment
• Practical knowledge of derivatives pricing and risk management of vanilla options and volatility products
• Robust system and solution design mindset with diligent testing and verification