More jobs:
VP Quantitative Strategist, Cross-Asset Risk Premia Research
Job in
Greater London, London, Greater London, EC1A, England, UK
Listed on 2026-01-14
Listing for:
JPMorgan Chase & Co.
Full Time
position Listed on 2026-01-14
Job specializations:
-
Finance & Banking
Financial Consultant, Data Scientist
Job Description & How to Apply Below
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
Note that applications are not being accepted from your jurisdiction for this job currently via this jobsite. Candidate preferences are the decision of the Employer or Recruiting Agent, and are controlled by them alone.
To Search, View & Apply for jobs on this site that accept applications from your location or country, tap here to make a Search:
To Search, View & Apply for jobs on this site that accept applications from your location or country, tap here to make a Search:
Search for further Jobs Here:
×