Vice President Quality and Risk Management

3 weeks ago


London, United Kingdom Mortgage Ledger Full time

As a Vice President within the Quantitative Research, Macro Investable Indices team, you will be responsible for risk management solutions and calculation of investable indices for commodities, rates and FX .Implement and develop the official calculation engine for Macro Investable Indices, risk-premia strategies, alpha, beta, flexible indices (client-driven), etc.
Develop and support of the risk management platform used by traders to hedge indices traded with our clients
Work in very close partnership with the structuring and trading teams and participating in the development of JPMorgan branded systematic trading strategies
You demonstrate experience working with quantitative investment strategies, ideally with exposure to cross asset and/or commodities
You have MSc or PhD degree (or equivalent) in a quantitative field: Mathematics, Computer Science, Physics, Engineering
You have strong programming skills, ideally in Python
You demonstrate attention to detail and focus on quality of deliverables
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