VP Quantitative Strategist, Cross-Asset Risk Premia Research

Company: JPMorgan Chase & Co.
Apply for the VP Quantitative Strategist, Cross-Asset Risk Premia Research
Location: London
Job Description:

A leading global financial services firm seeks a Vice President Quantitative Strategist to join its Global Research team. The successful candidate will conduct innovative research in cross-asset risk premia strategies, collaborate with internal teams, and present findings to external clients. Required qualifications include strong quantitative skills, Python coding proficiency, and prior experience in investment banking or relevant buy-side roles. The position is crucial for enhancing systematic strategies and engaging directly with clients.#J-18808-Ljbffr…

Posted: July 5th, 2026