Cross-Asset Risk Premia Research – Quantitative Strategist – Vice President

Location: LONDON, LONDON, United Kingdom

Job Family: Research

About the Role

JPMorgan Chase & Co. is a leading global financial services firm with assets of $3.7 trillion and operations worldwide, committed to helping clients achieve their ambitions through innovative solutions in investment banking, asset management, and more. We are seeking a Vice President Quantitative Strategist to join our Cross-Asset Risk Premia Research team in London. This role is pivotal in advancing our quantitative research capabilities, focusing on identifying and exploiting risk premia across diverse asset classes to drive alpha generation for institutional clients. As part of a dynamic team within the firm's Global Markets division, you will leverage cutting-edge quantitative techniques to develop strategies that navigate complex market dynamics, contributing to JP Morgan's reputation as a pioneer in financial innovation. In this position, you will conduct rigorous research on cross-asset risk factors, building models that integrate equities, fixed income, commodities, and currencies to uncover persistent premia opportunities. You will collaborate with traders, portfolio managers, and technologists to translate theoretical insights into actionable strategies, ensuring they align with the firm's risk appetite and regulatory standards. Responsibilities include data analysis using proprietary and alternative datasets, backtesting model performance, and providing recommendations that enhance portfolio returns while managing downside risks. This role demands a blend of deep quantitative expertise and practical market knowledge, thriving in JP Morgan's collaborative environment where ideas are rigorously tested and refined. The ideal candidate will bring a passion for quantitative finance and a track record of impactful research in a high-pressure setting. At JP Morgan Chase, you will have access to unparalleled resources, including vast data libraries and advanced computing infrastructure, to push the boundaries of risk premia strategies. This Vice President role offers significant career growth opportunities within one of the world's most respected financial institutions, where your contributions directly influence global investment decisions and client success.

Key Responsibilities

• Develop and refine quantitative models for identifying and capturing risk premia across equities, fixed income, commodities, and FX markets
• Conduct in-depth research on cross-asset correlations and dynamic risk factors to inform trading strategies
• Collaborate with portfolio managers and traders to integrate research insights into live investment decisions at JP Morgan Chase
• Perform backtesting and stress testing of strategies to ensure robustness under various market conditions
• Analyze market data and alternative datasets to uncover new sources of alpha from risk premia
• Contribute to the team's thought leadership by producing research reports and presenting findings to senior stakeholders
• Monitor and evaluate the performance of implemented strategies, recommending adjustments based on empirical evidence
• Work closely with technology teams to automate model deployment and ensure scalability within JP Morgan's infrastructure
• Stay abreast of industry trends, regulatory changes, and academic advancements in quantitative finance

Required Qualifications

• Advanced degree (Master's or PhD) in Quantitative Finance, Mathematics, Physics, Computer Science, or a related field
• Minimum of 5 years of experience in quantitative research or strategy roles within financial services, preferably in asset management or investment banking
• Proven track record in developing and implementing quantitative models for risk premia across multiple asset classes
• Strong proficiency in statistical analysis and machine learning techniques applied to financial markets
• Experience with large-scale financial datasets and backtesting methodologies
• Familiarity with regulatory requirements in cross-asset trading and risk management within a global bank

Preferred Qualifications

• PhD in a quantitative discipline with a focus on financial econometrics
• Prior experience at a leading investment bank or hedge fund in cross-asset strategies
• Publications or presentations on risk premia research in academic or industry forums
• Knowledge of alternative data sources for enhancing risk premia models

Required Skills

• Advanced programming in Python, R, or C++ for quantitative modeling
• Expertise in statistical methods including time-series analysis and regression techniques
• Proficiency in machine learning algorithms such as random forests and neural networks
• Strong understanding of financial derivatives and portfolio optimization
• Experience with data visualization tools like Tableau or Matplotlib
• Knowledge of risk management frameworks like VaR and stress testing
• Analytical problem-solving with attention to detail in complex datasets
• Effective communication skills for presenting technical concepts to non-technical audiences
• Team collaboration in a fast-paced, high-stakes financial environment
• Adaptability to evolving market conditions and regulatory landscapes
• Familiarity with SQL for database querying and big data handling
• Project management abilities to deliver research initiatives on time
• Critical thinking for hypothesis testing in quantitative research
• Ethical judgment in handling sensitive financial information

Benefits

• Competitive base salary and performance-based bonus structure aligned with JP Morgan's compensation philosophy
• Comprehensive health, dental, and vision insurance coverage for employees and dependents
• Generous retirement savings plan with company matching contributions
• Paid time off including vacation, sick leave, and parental leave policies
• Professional development opportunities through JP Morgan's internal training programs and tuition reimbursement
• Employee wellness programs including gym memberships and mental health support
• Global mobility options and relocation assistance for international roles
• Access to exclusive employee discounts and financial planning services

JP Morgan Chase is an equal opportunity employer.