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- Tasks: Conduct innovative research in cross-asset risk premia strategies and present findings to clients.
- Company: Join J.P. Morgan's Global Research team, a leader in financial services.
- Benefits: Competitive salary, professional development, and opportunities for client engagement.
- Why this job: Make an impact with cutting-edge research and collaborate with top professionals in finance.
- Qualifications: Master's or Ph.D. in a quantitative subject with strong coding skills in Python.
- Other info: Dynamic role with excellent career growth and exposure to the financial industry.
The predicted salary is between 43200 - 72000 £ per year.
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 a 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 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.
Cross-Asset Risk Premia Research – Quantitative Strategist – Vice President in London employer: J.P. Morgan
Contact Detail:
J.P. Morgan Recruiting Team
StudySmarter Expert Advice 🤫
We think this is how you could land Cross-Asset Risk Premia Research – Quantitative Strategist – Vice President in London
✨Tip Number 1
Network like a pro! Reach out to your connections in the finance and research sectors. Attend industry events or webinars where you can meet potential colleagues or clients. Remember, it’s all about who you know!
✨Tip Number 2
Show off your skills! Prepare a portfolio of your best research projects or coding samples in Python. When you get the chance to chat with hiring managers, share these examples to demonstrate your expertise and analytical mindset.
✨Tip Number 3
Practice your presentation skills! Since you'll be presenting to clients, rehearse how you’d explain complex concepts in simple terms. This will help you stand out during interviews and show that you can communicate effectively.
✨Tip Number 4
Apply through our website! We’ve got loads of resources to help you prepare for interviews and showcase your skills. Don’t miss out on the chance to join our team at J.P. Morgan – we’re excited to see what you bring to the table!
We think you need these skills to ace Cross-Asset Risk Premia Research – Quantitative Strategist – Vice President in London
Some tips for your application 🫡
Tailor Your CV: Make sure your CV reflects the skills and experiences that align with the role of a Quantitative Strategist. Highlight your quantitative skills, coding expertise in Python, and any relevant research experience to catch our eye!
Craft a Compelling Cover Letter: Your cover letter is your chance to shine! Use it to explain why you're passionate about cross-asset risk premia strategies and how your background makes you a perfect fit for our team. Keep it engaging and concise!
Showcase Your Research Skills: Since this role involves conducting innovative research, be sure to include examples of your previous work or projects that demonstrate your analytical mindset and ability to contribute to research publications.
Apply Through Our Website: We encourage you to apply directly through our website. It’s the best way for us to receive your application and ensures you’re considered for the role. Plus, it shows you’re keen on joining our team!
How to prepare for a job interview at J.P. Morgan
✨Know Your Quantitative Stuff
Make sure you brush up on your quantitative skills and analytical mindset. Be ready to discuss your previous research experiences and how they relate to cross-asset risk premia strategies. Prepare to showcase your coding skills in Python, as this will likely come up during technical discussions.
✨Research the Company and Role
Dive deep into J.P. Morgan's Global Research team and understand their approach to systematic strategies. Familiarise yourself with their recent publications and any innovative research they've conducted. This will not only help you answer questions but also show your genuine interest in the role.
✨Practice Your Presentation Skills
Since you'll be presenting findings to external clients, practice articulating complex ideas clearly and concisely. Consider doing mock presentations with friends or colleagues to get comfortable with your delivery and receive constructive feedback.
✨Be a Team Player
Highlight your collaborative experiences during the interview. Share examples of how you've worked with internal teams or contributed to group projects. Emphasising your team-player attitude will resonate well, especially since collaboration is key in this role.
