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VP Quantitative Strategist, Cross-Asset Risk Premia Research
Job in
Greater London, London, Greater London, W1B, England, UK
Listed on 2026-06-09
Listing for:
JPMorgan Chase & Co.
Full Time
position Listed on 2026-06-09
Job specializations:
-
Finance & Banking
Data Scientist
Job Description & How to Apply Below
JPMorgan Chase & Co. is looking for a Vice President Quantitative Strategist to join their Global Research team in Greater London. The role involves conducting innovative research on cross-asset risk premia strategies and presenting findings to external clients.
The ideal candidate will possess a Master’s or Ph.D. in a quantitative subject, strong quantitative and coding skills in Python, and excellent communication abilities. This position plays a pivotal role in shaping systematic strategies within the firm.
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