VP Quantitative Strategist - Cross-Asset Risk Premia

J.P. Morgan is seeking a Vice President Quantitative Strategist to advance cross-asset risk premia research and develop systematic strategies. You will collaborate with internal teams and present insights to external clients, leveraging strong quantitative and analytical skills.

The role entails conducting innovative research, contributing to publications, and engaging with sales and structuring to support client meetings. Excellent coding in Python and knowledge of ML/big data are essential.