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

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 .This role involves close collaboration with the structuring, trading, sales, and technology teams.

Job responsibilities

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 Develop within the Athena platform with our technology partners

Required qualifications, capabilities, and skills                                                                                                   

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 demonstrate strong problem solving and math skills You have strong programming skills, ideally in Python You demonstrate excellent communication abilities to explain and convey messages to the business about complex/technical issues You demonstrate attention to detail and focus on quality of deliverables