We are seeking a talented Vice President to join our Equity Volatility Strategy Research team at J.P. Morgan in New York. In this role, you will collaborate with senior team members to explore topics within the equity volatility space, producing insightful research and demonstrating thought leadership in systematic and tactical trade ideas. Prior experience in quantitative research or structuring within an investment bank, or relevant buy-side experience, is highly desirable.

Job summary:
As a member of the Equity Volatility Strategy Research team, you will implement back-testing on current prototype systematic ideas, contribute to innovative research publications, and write research notes featuring actionable trade ideas. You will collaborate closely with Sales, Structuring, and Trading teams, market the team's research to external clients and internal stakeholders, and address client inquiries with customized analyses.

Job responsibilities:
• Implement back-testing on current prototype systematic ideas.
• Contribute to innovative research publications in equity volatility strategies, with a focus on systematic approaches.
• Write research notes featuring actionable trade ideas and strategies that leverage market opportunities.
• Collaborate closely with Sales, Structuring, and Trading teams.
• Market the team's research to external clients and internal stakeholders.
• Address client inquiries and produce customized analyses.

Required qualifications, capabilities, and skills:
• Bachelor's, Master's, or Ph.D. degree in a quantitative discipline.
• High proficiency in coding with Python and R is essential.
• Basic understanding of derivatives and risk metric dynamics.
• Knowledge of Machine Learning and Big Data is advantageous.
• Previous experience in quantitative research or structuring at an investment bank, or relevant buy-side experience.
• Excellent written and verbal communication skills, along with strong analytical abilities.
• Self-motivated, team-oriented, detail-focused, and capable of thriving in a fast-paced, dynamic environment.

Preferred qualifications, capabilities, and skills:
• Prior experience in quantitative research, equity derivatives or QIS structuring is a plus.