At a Glance
- Tasks: Conduct innovative research and develop systematic strategies in cross-asset risk premia.
- Company: Join J.P. Morgan's Global Research team, a leader in financial services.
- Benefits: Competitive salary, diverse work environment, and opportunities for professional growth.
- Other info: Diversity and inclusion are at the heart of our company culture.
- Why this job: Make an impact with cutting-edge research and collaborate with top professionals in finance.
- Qualifications: Strong quantitative skills, coding in Python, and experience in investment banking or relevant fields.
The predicted salary is between 60000 - 80000 £ 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 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
- 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.
We recognize that our people are our strength and the diverse talents they bring to our global workforce are directly linked to our success. We are an equal opportunity employer and place a high value on diversity and inclusion at our company. We do not discriminate on the basis of any protected attribute, including race, religion, color, national origin, gender, sexual orientation, gender identity, gender expression, age, marital or veteran status, pregnancy or disability, or any other basis protected under applicable law. We also make reasonable accommodations for applicants' and employees' religious practices and beliefs, as well as mental health or physical disability needs.
Cross-Asset Risk Premia Research - Quantitative Strategist - Vice President in London employer: Job Search Place Limited
At J.P. Morgan, we pride ourselves on being an exceptional employer, offering a dynamic work culture that fosters innovation and collaboration. As a Vice President Quantitative Strategist in our Global Research team, you will have access to unparalleled growth opportunities, working alongside industry leaders in a diverse environment that values your unique contributions. Our commitment to employee development and inclusion ensures that you can thrive both personally and professionally while making a meaningful impact in the world of finance.
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We think you need these skills to ace Cross-Asset Risk Premia Research - Quantitative Strategist - Vice President in London
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