JPMorgan Quantitative Research - Strategic Indices Vice President 

United Kingdom, England, London 

776948195

Job summary

As a Vice President within the Quantitative Research,you will be responsible for risk management solutions and calculation of investable indices for equities, commodities, rates and FX in close collaboration with the structuring, trading and sales and technology teams.

Job responsibilities

• Develop and support of the risk management platform used by traders to hedge indices traded with our clients
• Implement and develop of the official calculation engine for Strategic Indices, risk-premia strategies, alpha, beta, flexible indices (client-driven), etc.
• Work in very close partnership with the structuring and trading teams and participating in the development of JPMorgan branded systematic trading strategies
• Develop within the Athena platform with our technology partners.

Required qualifications, capabilities, and skills

• You have experience working with quantitative investment strategies and derivatives, ideally with exposure to rates and/or commodities
• You have MS or PhD degree (or equivalent) in a quantitative field: Mathematics, Computer Science, Physics, Engineering (or equivalent)
• You demonstrate strong problem solving and math skills
• You have strong programming skills, ideally in Python
• You have excellent communication abilities to explain and convey messages to the business about complex/technical issues
• You have attention to detail and focus on quality of deliverables