We are looking to hire a Quantitative Strategist to join the J.P. Morgan Cross-Asset Risk Premia Research team. Previous experience in a research or structuring department of an investment bank or relevant buy-side experience is a plus. The position will be based in New York. 

One of the world’s most highly respected advisory franchises, J.P. Morgan’s fundamental and quantitative research provides thoughtful and differentiated analyses on asset allocation, risk premia and actionable ideas that empower our clients to make well-informed investment and strategic decisions. This sell-side Research group focuses on producing Cross Asset Systematic insights for internal partners in Structuring, Sales and Trading as well as external clients such as Hedge Funds, Pension Funds, SWFs and other institutional asset managers.

Job responsibilities:

Conducting innovative research in cross-asset risk premia strategies. Contribution to and origination of periodic and dedicated research publications with focus on systematic strategies Collaboration with the internal sales and structuring teams Presentations to external clients and participation in client meetings 

Required qualifications, capabilities, and skills:

A Master’s or a Ph.D. degree in a quantitative subject.  Strong quantitative and analytical skills. Previous experience in a research or structuring department of an investment bank or a relevant buy side experience Excellent coding skills in Python. In-depth knowledge of Machine Learning and Big Data. Strong communication, presentation and writing skills. A team-player attitude.

Required qualifications, capabilities, and skills:

Additional programming languages are a plus.