VP Quantitative Strategist, Cross-Asset Risk Premia Research

JPMorgan Chase & Co. is looking for a Vice President Quantitative Strategist to join their Global Research team in Greater London. The role involves conducting innovative research on cross-asset risk premia strategies and presenting findings to external clients.

The ideal candidate will possess a Master’s or Ph.D. in a quantitative subject, strong quantitative and coding skills in Python, and excellent communication abilities. This position plays a pivotal role in shaping systematic strategies within the firm.