Quantitative Research - Spg Strategist jobs at Jpmorgan in United Kingdom, London

As a Client Service Manager (CSM) in Securities Services, you will join the client service team and have an assigned book of clients. You will have ultimate ownership for client satisfaction with JP Morgan, pulling together the internal teams and resources required to successfully service your book of business.

As a CSM, you will lead in-person meetings, manage client relationships, and coordinate service delivery to ensure client satisfaction with JP Morgan. You will also manage billing accuracy and ensure compliance with company policies.

Job responsibilities:

• Lead in-person meetings with your client base to build relationships, establish an on-going governance structure, update clients on product and system enhancements, and work to ensure client ongoing satisfaction with JPM.
• Manage a CSM Associate(s) and work with VP counterparts to manage client relationships.
• Introduce Senior JPM Management to your clients.
• Maintain client profiles and service level documents for your assigned book of business.
• Complete periodic relationship reviews for your clients.
• Monitor and manage billing for accuracy.
• Coordinate client training of proprietary JPM technology.
• Coordinate service delivery to clients from within JPM, inclusive of staff from internal groups such as operations, accounting, etc., escalating when necessary.
• Ensure personal and client compliance with all company Policies and Procedures.

Required qualifications, capabilities, and skills:

• Bachelor’s degree.
• At least eight years of experience working at a financial services organization focused on servicing Alternatives, Asset Manager, and/or institutional clients.
• Three to five years of direct people management; managing and developing staff and preparing and conducting performance reviews.
• Global Custody and asset servicing experience and knowledge.
• Alternatives knowledge especially experience working on fund accounting and administration services.
• Ability to learn and discuss the products and services offered by Securities Services with clients, including Global Custody, Fund Accounting & Administration, and Data Solutions, among others.
• Strong presentation skills and comfort communicating detailed information to senior level executives.
• Strong project management skills.
• Effective problem solving, oral and written communication skills.
• Ability to exercise sound judgment and make effective decisions on behalf of clients and JPM.
• Ability to prioritize, multi-task, and work with minimal supervision.
• Strong work ethic with a desire to collaborate with the team and manage people.

Preferred qualifications, capabilities, and skills:

• Conversational Spanish skills.
• Experience working at a hedge fund or private equity firm.

Join J.P. Morgan’s Emerging Markets Strategy team in London as an Associate or Vice President focusing on EMEA EM FX strategy. As an Associate or Vice President in Emerging Markets Strategy team, your primary responsibility will be to formulate top-down and bottom-up views on EMEA EM currencies via research reports and investment recommendations, confidently and coherently delivering these insights to J.P. Morgan’s internal and external stakeholders.

You should have prior experience of researching and publishing on EM FX strategy, interfacing with clients and the ability to identify changing FX drivers to generate investment frameworks. Alongside strong technical skills, commercial acumen and a rigorous forward-looking approach, you will need intellectual curiosity, a strong work ethic and a team player mentality to excel in this role. You will report to the Head of EMEA EM Local Markets Strategy and work closely with the broader leading emerging markets research team (strategists and economists) to also contribute to wider EM research initiatives.

Job responsibilities

• Analyze macroeconomic themes and technical drivers affecting EMEA EM FX markets to formulate views and investment recommendations at the top-down regional and bottom-up country levels;
• Frequently market and communicate EMEA EM FX views to external clients and internal sales and trading teams via published reports, webinars, client roadshows and conferences;
• Collaborate with the rest of the EMEA EM strategy team, economists and colleagues in the global EM team to formulate forecasts and views and deliver broader EM research;
• Build and manage analytics and quantitative FX models.

Required qualifications, capabilities and skills

• Proven experience covering EM FX markets at a top-tier financial institution;
• Minimum Bachelor’s/University degree.
• Strong grasp of macroeconomics, financial economics and FX drivers to develop FX models, generate FX trade ideas and deeply understand FX market-moving events;
• Solid FX product knowledge, including FX spot, FX forwards, FX swaps, FX options;
• Strong analytical skills; good knowledge of statistics and econometrics/data science;
• Familiarity with economic and financial databases such as Haver and Bloomberg;
• Strong communication and presentation skills;
• Good interpersonal skills and proven team player.

Preferred qualifications, capabilities and skills

• Python skills are a plus
• Master’s degree preferred, preferably in finance/economics or a STEM discipline

Job responsibilities:

• Produce high quality insights into European retail stocks in a pragmatic and timely way. Initially this will include launching on over twenty retail names within a two year timeframe.
• Convert research into investment ideas, directly take positions on those ideas within our analyst fund and in-directly influence billions of dollars of client assets.
• Communicate clearly, succinctly and in a timely manner with our investment partners.
• Promote the highly collegiate and welcoming internal culture of JPM.

Required qualifications, capabilities, and skills:

• Ability to produce high quality research.
• A passion for investing and a willingness to take risk.
• Strong written and oral communication skills.
• At least five years’ experience covering stocks either on the sell-side or buyside. Knowledge of retail or consumer sectors will be positively viewed, but not essential.
• A team player who will help preserve and expand our positive internal culture.

Job Summary:

As an Executive Director Data Product Owner for the Quantitative Research Credit team, you will be responsible for defining data products and their attributes, registering metadata, and ensuring rigorous testing and validation. You will collaborate with traders and data consumers to establish data quality metrics and automate monitoring. You will act as a bridge between technical teams and end users, translating requirements into actionable tasks and managing development timelines. Your role will prioritize feature requests, resolve data quality issues, and promote the reuse of data products.

Job Responsibilities
:

• Collaborate closely with Quant Research and Technology on Financial Data Products design and strategy, delivering business value with Data to Credit Trading business.
• Act as the business’s official Data Producer for delivering domain-specific Data Products.
• Define data attribute requirements and map data lineage for each Data Product.
• Perform testing and validation of technical implementations and sign-off.
• Register metadata in the catalog and ensure its evergreen status.
• Define critical data elements, data quality metrics, and alerting thresholds.
• Maintain SLAs for data quality and timeliness to meet consumer needs.
• Provide consumer training and promote the reuse of Data Products.
• Translate consumer requirements into actionable development tasks.
• Manage releases and track development timelines and milestones
• Prioritize feature requests and drive resolution of data quality issues.

Required Qualifications, Capabilities, and Skills:

• Master’s or Ph.D. degree in Math, Physics, Computer Science, Engineering, Data Engineering, or related field.
• Strong track record and hands-on experience with financial engineering and data analysis in Bonds, Loans and other Credit products.
• 10+ years of relevant experience with exposure to Markets data or financial services.
• Solid programming skills in Python, data querying languages and experience with relational and NoSQL databases.
• Experience analyzing complex data sets on prem and in cloud services like AWS, Azure, or GCP.
• Strong communication skills and attention to detail.
• Ability to translate technical concepts for Sales & Trading colleagues.
• Ability to work collaboratively across multiple teams within the firm.

Preferred Qualifications, Capabilities, and Skills:

• Understanding of financial market data and experience with financial data platforms.
• Experience as an end-user of data feeds to contribute to Data Product design.
• Prior experience as a Data Product Owner.

Job Summary

As a Quantitative Finance Analyst & Associate in the Quantitative Finance Program, you will work alongside top-tier professionals in a dynamic environment. You’ll apply academic knowledge to real-world financial challenges, gain hands-on experience, and build a valuable network. This program sets a solid foundation for your career, with potential full-time offers upon successful completion.

• Candidates will be eligible for Analyst or Associate programs based on their academic experience:
  • Candidates enrolled in a PhD program will be eligible for Associate level positions.
  • Candidates enrolled in a Bachelor’s or Master’s program will be eligible for Analyst level positions.
• Candidates eligible for Associate programs are expected to demonstrate advanced proficiency in any programming language.

Job Responsibilities:

• Analyze data to identify patterns, revenue opportunities, and market trends.
• Conduct back testing and assess risk management strategies.
• Maintain and improve software systems and tools for trading operations.
• Assess models for conceptual soundness, risks, and enhancements.
• Propose creative solutions to complex challenges.
• Collaborate with internal teams to advance trading services.
• Focus on model development and review of conceptual design.
• Develop, validate, and enhance mathematical models and algorithms.
• Optimize financial solutions across asset classes and instruments.

Required Qualifications, Capabilities, and Skills:

• Enrolled in a Bachelor’s, Master’s, or PhD program in mathematics, statistics, physics, engineering, computer science, economics, or data science/machine learning, graduating between January 2025 and August 2027.
• Proficiency in Python, C++, or Java.
• Strong analytical, quantitative, and problem-solving skills.
• Excellent communication skills for presenting complex concepts.
• Interest in banking analytics, global markets, and quantitative research.
• Ability to thrive in a fast-paced, collaborative environment.

Preferred qualifications, capabilities and skills

• Experience with R, MATLAB, or SQL.
• Familiarity with data visualization tools like Tableau or Power BI.
• Understanding of banking products, financial instruments, and market dynamics.
• Strong organizational skills for managing multiple projects.
• Ability to articulate complex quantitative concepts to diverse audiences.
• Strong proficiency in financial modeling and data analysis - including probability theory, stochastic processes, statistics, partial differential equations, numerical analysis and econometrics.
• Good understanding of option pricing theory (i.e. quantitative models for pricing and hedging derivatives).

Locations:

Quantitative Research Markets Analyst & Associate: (Off-Cycle Internship)

• Role: Develop sophisticated financial solutions across asset classes to help clients manage risk, increase returns, and solve complex financial problems. Engage in quantitative modeling, data analytics, statistical modeling, and portfolio management.

• Team Tasks: Collaborate with quants, technologists, traders, marketers, and risk managers to enhance models and algorithms. Calibrate parameters for market evolution models, optimize pricing, manage portfolio risks, and develop statistical arbitrage strategies. Maintain mathematical models and methodologies for valuing and hedging financial transactions, and improve algorithmic trading strategies.

Quantitative Analytics Analyst – Model Risk Governance Review: (Off-Cycle Internship)

• Role: The Model Risk Governance and Review team are responsible for end-to-end model risk management across the firm. You will help mitigate the model risk of complex models used in the context of valuation, risk measurement, the calculation of capital, and more broadly for decision-making purposes. While working closely with model developers and users, you will also have an opportunity for exposure to a wide variety of businesses and functional areas.

• Team Tasks: Perform model reviews: analyze conceptual soundness of complex pricing models, engines, and reserve methodologies; assess model behavior and suitability of pricing models/engines to particular products. Provide guidance on model usage and act as first point of contact for the business on all new models and changes to existing models. Develop and implement alternative model benchmarks and compare the outcome of various models; Design model performance metrics. Liaise with model developers, Risk and Valuation Control Groups and provide guidance on model risk. Evaluate model performance on a regular basis.

Systematic Trading Analyst (Off-Cycle Internship)

• Role: Deliver excellence at the intersection of data science, algorithms, and financial markets by developing systematic trading solutions. Engage in designing trading and execution strategies, analyzing data patterns, and improving trading software systems.

• Team Tasks: Collaborate with internal parties to understand client needs and advance electronic trading services. Conduct back testing, assess pricing, risk management, and execution strategies. Expand the library of modeling, analytics, and automation tools. Resolve day-to-day markets trading issues and review trading performance.

Asset Management Analyst: (Summer Internship)

• Role: Apply cutting-edge quantitative investment and data science techniques across a broad range of applications and data types. Create solutions for corporate, government, not-for-profit, and individual clients worldwide. Work in product teams including equities, fixed income, multi-asset solutions, real assets, hedge funds, and private equity. Projects can include developing innovative asset return prediction strategies; now-casting economic conditions; and estimating risk sensitivities.

• Team Tasks: Collaborate with investors, client portfolio managers, traders, research analysts, marketers, and client advisors to develop and implement investment strategies. Engage in assignments that directly impact clients, helping them achieve their business goals. Network with industry leaders and access best-in-class training to sharpen technical skills and finance principles.

After you submit your application, we will review it to determine whether you meet certain required qualifications.

If you are advanced to the next step of the process, you’ll receive an email invitation to complete a coding challenge powered by HackerRank and a recorded video interview powered by HireVue. This is your opportunity to further bring your resume to life and showcase your experience for our recruiting team and hiring managers.

HackerRank and HireVue are required; your application will not be reviewed until these steps are completed. We will review internship applications as they are received and extend offers on a rolling basis. We strongly encourage you to apply early, as programs will close as positions are filled.