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JPMorgan Cross-Asset Risk Premia Research – Quantitative United Kingdom, England, London 541405157
08.04.2025
Job Responsibilities:
- Conduct innovative research in cross-asset risk premia strategies.
- Contribute to and originate periodic and dedicated research publications focused on systematic strategies.
- Collaborate with internal sales and structuring teams.
- Present research findings to external clients and participate in client meetings.
Required Qualifications, Capabilities, and Skills:
- Master’s or 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 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 attitude.
Preferred Qualifications, Capabilities, and Skills:
- Previous experience in quant fixed income and/credit strategies is a plus.
This role encompasses the performance of UK regulated activity. The successful candidate will therefore be subject to meeting UK regulatory requirements in the assessment of fitness, propriety, knowledge and competence (as assessed by the Firm) and (where appropriate) approval by the UK Financial Conduct Authority and/or the Prudential Regulation Authority to carry out such activities.
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