JPMorgan Global Research – Cross-Asset Risk Premia 

United States, New York, New York 

508042493

Job responsibilities:

• Conducting innovative research in cross-asset risk premia strategies.
• Contribution to and origination of periodic and dedicated research publications with focus on systematic strategies
• Collaboration with the internal sales and structuring teams
• Presentations to external clients and participation in client meetings

Required qualifications, capabilities, and skills:

• A Master’s or a Ph.D. degree in a quantitative subject.
• Strong quantitative and analytical skills.
• Previous experience in a research or structuring department of an investment bank or a relevant buy side experience
• Excellent coding skills in Python.
• In-depth knowledge of Machine Learning and Big Data.
• Strong communication, presentation and writing skills.
• A team-player attitude.

Required qualifications, capabilities, and skills:

• Additional programming languages are a plus.