Quantitative Research – Prime Finance – Vice President

Location: LONDON, LONDON, United Kingdom

Job Family: Data Management

About the Role

JPMorgan Chase & Co. is a leading global financial services firm with assets of $3.9 trillion and operations worldwide. In our Prime Finance group, we provide innovative financing solutions to hedge funds, asset managers, and institutional clients, driving liquidity and growth in capital markets. We are seeking a Quantitative Research Vice President to join our London team, where you will play a pivotal role in leveraging AI, analytics, and automation to fuel revenue expansion and operational efficiency in prime brokerage services. As a Quantitative Research VP in Prime Finance, you will lead the development of cutting-edge AI models to analyze vast datasets from trading activities, client behaviors, and market dynamics. Your work will focus on optimizing securities lending, margin financing, and synthetic prime products, ensuring JP Morgan remains at the forefront of innovation in EMEA. Collaborating closely with traders, quants, and technologists, you will translate complex quantitative insights into actionable strategies that enhance client value and firm profitability while navigating the intricacies of financial regulations. This role demands a blend of technical expertise and strategic vision, offering the opportunity to contribute to high-impact projects in a collaborative, high-energy environment. At JP Morgan, we invest in our people through robust learning programs and career mobility, empowering you to advance in the fast-evolving world of quantitative finance. If you are passionate about applying AI to solve real-world financial challenges, join us in shaping the future of prime services.

Key Responsibilities

• Develop and implement AI-based quantitative models to enhance revenue growth in Prime Finance operations
• Conduct advanced analytics on client portfolios, market data, and trading patterns to identify optimization opportunities
• Automate key processes in prime brokerage services using machine learning and predictive algorithms
• Collaborate with trading, risk management, and technology teams to integrate models into production systems
• Perform back-testing and validation of quantitative models to ensure accuracy and compliance
• Analyze emerging trends in AI and automation to drive innovation in securities financing and derivatives
• Contribute to strategic initiatives aimed at expanding JP Morgan's Prime Finance offerings in EMEA
• Monitor model performance and iterate on algorithms to adapt to changing market conditions
• Prepare detailed reports and presentations for senior stakeholders on quantitative insights and recommendations
• Ensure all research adheres to JP Morgan's risk management standards and regulatory requirements

Required Qualifications

• Advanced degree (Master's or PhD) in Quantitative Finance, Mathematics, Statistics, Computer Science, or a related field
• Minimum 5-7 years of experience in quantitative research or modeling within financial services, preferably in prime brokerage or derivatives
• Proven track record in developing AI-driven models for revenue optimization in capital markets
• Strong programming proficiency in Python, R, or C++ for data analysis and automation
• Experience with machine learning frameworks such as TensorFlow or PyTorch applied to financial datasets
• Deep understanding of prime finance products including securities lending, financing, and synthetic primes
• Ability to work in a fast-paced, regulated environment with adherence to UK financial regulations

Preferred Qualifications

• PhD in a quantitative discipline with publications in AI or financial modeling
• Prior experience at a bulge-bracket bank like JP Morgan Chase in prime services
• Familiarity with big data technologies such as Hadoop or Spark for handling large-scale financial data
• Knowledge of regulatory frameworks like MiFID II and EMIR in the European market
• Experience leading cross-functional teams in quantitative analytics projects

Required Skills

• Quantitative modeling and statistical analysis
• Machine learning and AI algorithm development
• Python, R, or C++ programming
• Data visualization tools like Tableau or Matplotlib
• Financial product knowledge in prime finance and derivatives
• Risk assessment and model validation techniques
• Big data processing with SQL and Hadoop
• Problem-solving and analytical thinking
• Collaboration and communication in team environments
• Attention to detail and regulatory compliance
• Project management for quantitative research initiatives
• Adaptability to dynamic financial markets
• TensorFlow or PyTorch expertise
• Time series analysis for market data
• Stakeholder presentation and reporting skills

Benefits

• Competitive base salary and performance-based bonus structure
• Comprehensive health, dental, and vision insurance coverage
• Generous retirement savings plan with company matching contributions
• Paid time off including vacation, sick leave, and parental leave
• Professional development opportunities through JP Morgan's internal training programs
• Employee stock purchase plan and financial wellness resources
• Hybrid work model with flexibility for London-based employees
• Access to global mobility programs and career advancement support

JP Morgan Chase is an equal opportunity employer.