VP Quant Strategist: Cross-Asset Risk Premia Research

Job Search Place Limited is seeking a Vice President Quantitative Strategist to join J.P. Morgan's Global Research team. This role involves conducting cutting edge research in cross-asset risk premia strategies and collaborating with internal teams to present insights to clients. The ideal candidate will possess strong quantitative skills, previous experience in investment banking research, and excellent coding proficiency in Python.

In this role, you will contribute to research publications and work closely with internal sales and structuring teams. You will also participate in client meetings while ensuring compliance with UK regulatory requirements.