VP Quantitative Strategist, Cross-Asset Risk Premia Research

A leading global financial services firm seeks a Vice President Quantitative Strategist to join its Global Research team. The successful candidate will conduct innovative research in cross-asset risk premia strategies, collaborate with internal teams, and present findings to external clients. Required qualifications include strong quantitative skills, Python coding proficiency, and prior experience in investment banking or relevant buy-side roles. The position is crucial for enhancing systematic strategies and engaging directly with clients. #J-18808-Ljbffr