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Research and develop novel alpha signals using traditional and alternative data sources to enhance return forecasting models. Improve return forecasting models and portfolio construction frameworks for global equity markets, applying reinforcement learning and advanced machine learning techniques. Apply statistical, econometric, and machine learning methods to large, complex datasets to extract actionable insights. Collaborate with technology teams to integrate research models into production systems and ensure robust implementation. Partner with portfolio managers and stakeholders to translate quantitative research into investment decisions. Stay current with academic and industry developments in quantitative finance, machine learning, and data science. Present complex research findings clearly to both technical and non-technical audiences. Contribute to a collaborative team environment and support continuous learning and innovation. PhD in machine learning, computer science, statistics, or a related quantitative discipline; specialization in reinforcement learning highly desirable. 0–3 years of experience in quantitative research, data science, or a related field (industry or academic). Strong programming skills in Python and experience with machine learning libraries. Familiarity with quantitative modeling, portfolio construction, and equity markets. Experience working with large, complex, and alternative datasets. Excellent verbal and written communication skills, with the ability to present complex ideas to technical and non-technical audiences. Demonstrated ability to work effectively in a team environment. Strong problem-solving skills, intellectual curiosity, and ability to drive research projects independently. Experience integrating research models into production investment systems. Background in developing and implementing reinforcement learning techniques in finance. Experience collaborating with portfolio managers and technologists. Track record of publishing or presenting research in quantitative finance or machine learning.
Bulge Bracket Investment Banks
Asset Management, Equity Quant Researcher, Associate
at J.P. Morgan
JuniorNo visa sponsorshipData Science/AI/ML
Posted 21 days ago
No clicks
- Compensation
- Not specified
- City
- London
- Country
- United Kingdom
Currency: Not specified
Join the International Equity Group to research and develop novel alpha signals and improve return forecasting and portfolio construction for global equity markets. Use advanced machine learning and reinforcement learning on large and alternative datasets, and collaborate with portfolio managers and technologists to integrate models into production. Present findings to technical and non-technical stakeholders and contribute to a collaborative, research-driven investment process. Role is based in London and suited to early-career quantitative researchers (PhD preferred).
Location: LONDON, LONDON, United Kingdom
Job responsibilities
Required qualifications, capabilities, and skills
Preferred qualifications, capabilities, and skills
As a Senior Associate Quantitative Researcher in the International Equity Group, you will develop and enhance alpha signals, portfolio construction methodologies, and risk models for global equity markets. You’ll collaborate with portfolio managers, technologists, and researchers to translate research insights into actionable investment strategies. Your work will leverage advanced machine learning, with a focus on reinforcement learning, and contribute to the ongoing evolution of our investment process.
