If you are passionate, curious, and ready to make an impact, we are looking for you.

Quantitative Research (QR) is an expert quantitative modelling group in J.P. Morgan, as well as a leader in financial engineering, data analytics, statistical modelling and portfolio management. As a global team, QR partners with traders, marketers and risk managers across all products and regions, contributes to sales and client interaction, product innovation, valuation and risk management, inventory and portfolio optimization, electronic trading and market making, and appropriate financial risk controls.

Job summary

As a Vice President within the Quantitative Research, Strategic Indices team, you will be responsible for risk management solutions and calculation of investable indices for equities, commodities, rates and FX in close collaboration with the structuring, trading and sales and technology teams.

Job responsibilities

Develop and support of the risk management platform used by traders to hedge indices traded with our clients Implement and develop of the official calculation engine for Strategic Indices, risk-premia strategies, alpha, beta, flexible indices (client-driven), etc. Work in very close partnership with the structuring and trading teams and participating in the development of JPMorgan branded systematic trading strategies Develop within the Athena platform with our technology partners.

Required qualifications, capabilities, and skills

You have experience working with quantitative investment strategies and derivatives, ideally with exposure to rates and/or commodities You have MS or PhD degree (or equivalent) in a quantitative field: Mathematics, Computer Science, Physics, Engineering (or equivalent) You demonstrate strong problem solving and math skills You have strong programming skills, ideally in Python You have excellent communication abilities to explain and convey messages to the business about complex/technical issues You have attention to detail and focus on quality of deliverables