Description Quantitative Research – Prime Financing – Vice President Quantitative Research (QR) is an expert quantitative modeling group in J.P. Morgan, as well as a leader in financial engineering, data analytics, statistical modeling and portfolio management. As a global team, QR partners with traders, marketers and risk managers across all products and regions, contributes to sales and client interaction, product innovation, valuation and risk management, inventory and portfolio optimization, electronic trading and market making, and appropriate financial risk controls. We are looking for an experienced Quantitative Analyst / Developer to join our team in London. The Prime Financing QR team's mission is to develop and maintain sophisticated mathematical models, cutting-edge methodologies and infrastructure to help the Prime business thrive. In addition, we are providing on job training, intensive internal classroom training, and online courses, all given by our experienced quants. Through the diversity of the businesses it supports and the variety of functions that it is responsible for, Quantitative Research group provides unique growth opportunities for you to develop your abilities and your career. If you are passionate, curious and ready to make an impact, we are looking for you. Job responsibilities: You will work with senior stakeholders in the Prime Finance businesses, as well as technology and risk teams, to drive the implementation of sophisticated tools/analytics and advance their risk/pricing workflow. Special attention will be devoted towards building robust data pipelines. This requires the development of new innovative models, as well as enhancing existing ones, that cover the areas below. A strong technology team will work alongside the quant team. Implement and enhance existing data pipelines required by our various models / workflows; Develop mathematical/statistical models for Prime desks to enhance business revenue and profitability for stock borrow-loan, cash and synthetic financing books; Devise solutions for systematic book management, improving the overall stability of our collateral and its respective uses; Improve the risk & pricing workflow of our Synthetics desk through the development of innovative tools; Deliver quantitative analytics to the desks that drive decision making; Maintain adequate control functionality. Required qualifications, capabilities, and skills: Advanced degree (Masters, PhD, or equivalent) in Math, Sciences, Engineering or Computer Science; Software design and development skills, particularly in Python or C++; Experience with complex / real-time data pipes; Significant work experience in a related field; Analytical, quantitative and problem-solving skills; Excellent communication and presentation skills, in particular to senior stakeholders; Financial knowledge of Delta 1 and Equity Derivatives products; Understanding of statistics and financial mathematics. Beyond that, we’re interested in the things that make you unique: personal qualities, outside interests and achievements beyond academia and profession that demonstrate the kind of person you are and the differences you could bring to the team.