Cross-Asset Risk Premia Research – Quantitative Strategist – Vice in London – J.P. MORGAN-1

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Cross-Asset Risk Premia Research – Quantitative Strategist – Vice

London, UnitedKingdom

Posted 10 months ago

Tech stack

• Quantitative Python

Qualifications for the Position

• 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

Compensation

Competitive

Role type

Full time

Visa sponsorship

Not provided

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