Cross-Asset Risk Premia Research - Quantitative Strategist - Vice in London - J.P. MORGAN-1

Cross-Asset Risk Premia Research - Quantitative Strategist - Vice

London, UnitedKingdom

Posted 10 months ago

Tech stack

• Quantitative Python

Qualifications for the Position

• 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

Compensation

Competitive

Role type

Full time

Visa sponsorship

Not provided