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- Tasks: Conduct innovative research in cross-asset risk premia strategies and present findings to clients.
- Company: Join J.P. Morgan, a global leader in financial services with a focus on diversity and inclusion.
- Benefits: Competitive salary, professional development, and the chance to work with top-tier professionals.
- Why this job: Make an impact in finance by leveraging your quantitative skills in a dynamic environment.
- Qualifications: Master’s or Ph.D. in a quantitative subject with strong coding and analytical skills.
- Other info: Opportunity for career growth in a supportive and diverse workplace.
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 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.
- 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.
- 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.
About Us: J.P. Morgan is a global leader in financial services, providing strategic advice and products to the world’s most prominent corporations, governments, wealthy individuals and institutional investors. Our first‑class business in a first‑class way approach to serving clients drives everything we do. We strive to build trusted, long‑term partnerships to help our clients achieve their business objectives. 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 employer: JPMorganChase
Contact Detail:
JPMorganChase Recruiting Team
StudySmarter Expert Advice 🤫
We think this is how you could land Cross-Asset Risk Premia Research – Quantitative Strategist – Vice President
✨Network Like a Pro
Get out there and connect with people in the industry! Attend events, join online forums, and don’t be shy about reaching out to current employees at JPMorganChase. We all know that sometimes it’s not just what you know, but who you know!
✨Show Off Your Skills
When you get the chance to chat with potential employers, make sure to highlight your quantitative skills and any relevant projects you've worked on. We want to see how you can bring value to the Cross-Asset Risk Premia Research team!
✨Prepare for the Spotlight
Practice your presentation skills! You’ll need to present your research findings to clients, so being confident and clear is key. We suggest doing mock presentations with friends or colleagues to get comfortable.
✨Apply Through Our Website
Don’t forget to apply through our website! It’s the best way to ensure your application gets seen by the right people. Plus, it shows you’re serious about joining the JPMorganChase team!
We think you need these skills to ace Cross-Asset Risk Premia Research – Quantitative Strategist – Vice President
Some tips for your application 🫡
Tailor Your CV: Make sure your CV is tailored to highlight your quantitative skills and relevant experience. We want to see how your background aligns with the role of a Quantitative Strategist, so don’t hold back on showcasing your coding skills in Python and any research you've conducted.
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 analytical mindset can contribute to our team. Keep it concise but impactful – we love a good story!
Showcase Your Research Experience: Since this role involves conducting innovative research, make sure to highlight any previous research publications or projects you've worked on. We’re keen to see how you’ve contributed to systematic strategies in the past.
Apply Through Our Website: We encourage you to apply directly through our website for a smoother application process. It’s the best way for us to receive your application and ensures you’re considered for the role without any hiccups!
How to prepare for a job interview at JPMorganChase
✨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 examples that showcase your coding skills in Python and any machine learning projects you've worked on.
✨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 be prepared to discuss how your expertise aligns with their goals. This shows you're genuinely interested and have done your homework.
✨Practice Your Presentation Skills
Since you'll be presenting findings to external clients, practice articulating complex ideas clearly and concisely. Use mock presentations to refine your delivery and get comfortable with potential questions. Remember, strong communication is key!
✨Show Your Team Spirit
Highlight your ability to collaborate with internal teams, especially sales and structuring. Share examples of past teamwork experiences and how you contributed to achieving common goals. A team-player attitude will resonate well with the interviewers.
