VP Quant Strategist - Cross-Asset Risk Premia Research

Posted 8 hours 42 minutes ago by Testing Site - JPMC

Permanent

Full Time

Research Jobs

London, United Kingdom

Job Description

J.P. Morgan's Global Research team is seeking a Vice President Quantitative Strategist to lead innovative cross-asset risk premia research and develop systematic strategies.

You will collaborate with internal sales and structuring teams and present insights to external clients. The role emphasizes rigorous coding in Python, advanced ML, and the ability to communicate complex results in writing and presentations.