CIB QR - Quantitative Research - Macro Investable Indices Quantitative Researcher – Vice President

Location:Greater London
Job Type:Full Time

About J.P. Morgan

JPMorgan Chase & Co. (NYSE: JPM) is a leading global financial services firm with assets of $2.7 trillion and operations worldwide. The firm is a leader in investment banking, financial services for consumers and small business, commercial banking, financial transaction processing, and asset management. A component of the Dow Jones Industrial Average, JPMorgan Chase & Co. serves millions of consumers in the United States and many of the world’s most prominent corporate, institutional and government clients under its J.P. Morgan and Chase brands.

Job Description

The Macro Investable Indices Quantitative Research (QR) is responsible for risk management solutions and calculation of investable indices for commodities, rates and FX in close collaboration with the structuring, trading and sales and technology teams.

The opportunity is to join our team in London and focus on the following projects:

  • Implementation and development of the official calculation engine for Macro Investable Indices, risk-premia strategies, alpha, beta, flexible indices (client-driven), etc.

  • Development and support of the risk management platform used by traders to hedge indices traded with our clients

  • Working in very close partnership with the structuring and trading teams and participating in the development of JPMorgan branded systematic trading strategies

  • Developing within the Athena platform with our technology partners

Requirements:
  • Experience working with quantitative investment strategies, ideally with exposure to cross asset and/or commodities
  • MS or PhD degree in a quantitative field: Mathematics, Computer Science, Physics, Engineering or equivalent
  • Strong problem solving and math skills
  • Strong programming skills, ideally in Python
  • Excellent communication abilities to explain and convey messages to the business about complex/technical issues
  • Attention to detail and focus on quality of deliverables

JPMorgan Chase is an equal opportunity and affirmative action employer Disability/Veteran.


About J.P. Morgan’s Corporate & Investment Bank:

J.P. Morgan’s Corporate & Investment Bank is a global leader across banking, markets and investor services. The world’s most important corporations, governments and institutions entrust us with their business in more than 100 countries. With $18 trillion of assets under custody and $393 billion in deposits, the Corporate & Investment Bank provides strategic advice, raises capital, manages risk and extends liquidity in markets around the world. Further information about J.P. Morgan is available at www.jpmorgan.com.


“JPMorgan Chase & Co. offers an exceptional benefits program and a highly competitive compensation package. JPMorgan Chase & Co. is an Equal Opportunity Employer and a member of the UK Government’s Disability Confident Scheme.”