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

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

Camden Full-Time 72000 - 108000 £ / year (est.) No home office possible
J

At a Glance

  • Tasks: Conduct innovative research and present findings on cross-asset risk premia strategies.
  • Company: Join J.P. Morgan, a leader in global finance and innovation.
  • Benefits: Enjoy competitive pay, professional development, and a collaborative work environment.
  • Why this job: Be at the forefront of financial research with a dynamic team and impactful projects.
  • Qualifications: Master's or Ph.D. in a quantitative field; strong coding and analytical skills required.
  • Other info: This role involves UK regulated activity and requires compliance with regulatory standards.

The predicted salary is between 72000 - 108000 £ per year.

This job is brought to you by Jobs/Redefined, the UK\’s leading over-50s age inclusive jobs board.

All the relevant skills, qualifications and experience that a successful applicant will need are listed in the following description.

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.

#J-18808-Ljbffr

Cross-Asset Risk Premia Research - Quantitative Strategist - Vice President or Executive Director (London) employer: JPMorgan Chase & Co.

At J.P. Morgan, we pride ourselves on being an exceptional employer, offering a dynamic work culture that fosters innovation and collaboration. Our London office provides unparalleled opportunities for professional growth, with access to cutting-edge research and a diverse team of experts in the field. Employees benefit from a supportive environment that values their contributions and encourages continuous learning, making it an ideal place for those seeking meaningful and rewarding careers in quantitative strategy.
J

Contact Detail:

JPMorgan Chase & Co. Recruiting Team

StudySmarter Expert Advice 🤫

We think this is how you could land Cross-Asset Risk Premia Research - Quantitative Strategist - Vice President or Executive Director (London)

✨Tip Number 1

Network with professionals in the finance and quantitative research sectors. Attend industry conferences, webinars, or local meetups to connect with individuals who work at J.P. Morgan or similar firms. Building these relationships can provide you with valuable insights and potentially lead to referrals.

✨Tip Number 2

Stay updated on the latest trends in cross-asset risk premia strategies and quantitative research. Follow relevant publications, blogs, and thought leaders in the field. This knowledge will not only enhance your understanding but also give you talking points during interviews.

✨Tip Number 3

Prepare to demonstrate your coding skills in Python during the interview process. Consider working on personal projects or contributing to open-source initiatives that showcase your ability to apply quantitative methods and machine learning techniques effectively.

✨Tip Number 4

Practice your presentation skills by explaining complex quantitative concepts to non-experts. This will help you articulate your research findings clearly and confidently, which is crucial when presenting to external clients as part of the role.

We think you need these skills to ace Cross-Asset Risk Premia Research - Quantitative Strategist - Vice President or Executive Director (London)

Quantitative Analysis
Statistical Modelling
Research Methodology
Python Programming
Machine Learning
Big Data Analytics
Financial Modelling
Risk Management
Presentation Skills
Communication Skills
Team Collaboration
Attention to Detail
Problem-Solving Skills
Client Engagement

Some tips for your application 🫡

Tailor Your CV: Make sure your CV highlights your quantitative skills and relevant experience in research or structuring within investment banking. Emphasise your coding skills in Python and any experience with machine learning and big data.

Craft a Strong Cover Letter: Write a compelling cover letter that showcases your passion for cross-asset risk premia strategies. Mention specific projects or research you've conducted that align with the role, and demonstrate your ability to communicate complex ideas clearly.

Highlight Team Collaboration: In your application, emphasise your team-player attitude and provide examples of how you've successfully collaborated with internal teams or presented findings to clients. This will show your fit for the collaborative nature of the role.

Showcase Communication Skills: Since strong communication and presentation skills are crucial for this position, include instances where you've effectively communicated research findings or insights to diverse audiences, both internally and externally.

How to prepare for a job interview at JPMorgan Chase & Co.

✨Showcase Your Quantitative Skills

Make sure to highlight your strong quantitative and analytical skills during the interview. Be prepared to discuss specific projects or research you've conducted that demonstrate your expertise in these areas, especially in relation to cross-asset risk premia strategies.

✨Prepare for Technical Questions

Given the technical nature of the role, expect questions related to coding in Python, machine learning, and big data. Brush up on relevant concepts and be ready to solve problems or explain your thought process clearly.

✨Demonstrate Your Communication Skills

Since you'll be presenting findings to clients, it's crucial to convey complex ideas simply and effectively. Practice explaining your research in a way that is accessible to those who may not have a technical background.

✨Research J.P. Morgan's Culture

Understanding the company's values and culture can give you an edge. Familiarise yourself with J.P. Morgan's recent projects and initiatives in the research space, and think about how your experience aligns with their goals.

Cross-Asset Risk Premia Research - Quantitative Strategist - Vice President or Executive Director (London)
JPMorgan Chase & Co.

Land your dream job quicker with Premium

You’re marked as a top applicant with our partner companies
Individual CV and cover letter feedback including tailoring to specific job roles
Be among the first applications for new jobs with our AI application
1:1 support and career advice from our career coaches
Go Premium

Money-back if you don't land a job in 6-months

J
  • Cross-Asset Risk Premia Research - Quantitative Strategist - Vice President or Executive Director (London)

    Camden
    Full-Time
    72000 - 108000 £ / year (est.)

    Application deadline: 2027-08-12

  • J

    JPMorgan Chase & Co.

Similar positions in other companies
UK’s top job board for Gen Z
discover-jobs-cta
Discover now
>