Quant jobs / JPMorgan

Quantitative Equity Researcher – Asset Management – Vice President

A systematic equity researcher in the asset management quant research team, who sets and delivers research that feeds the investment process. The role is research-led, with engineers helping to productionise validated work.

What you’d work on

Our reading of the posting: what a new hire in this role would most likely spend their first months on.

Test hypotheses on equity signals and factors using fundamental, price, sentiment and alternative data
Assess whether signals persist and how they hold up in portfolio construction
Write regular commentary on factor behaviour and return drivers
Hand validated research to engineers as reproducible, version-controlled pipelines
Track academic work on factors, microstructure and risk models for new ideas

What they ask for

Required

5+ years in quantitative equity research
Quantitative modelling
Portfolio construction
Equity markets knowledge
Python research infrastructure
SQL
Communication with senior stakeholders
Research project leadership

Education: No degree level stated.
Experience: 5+ years in quantitative equity research or a related area.
Languages and tools: Python
SQL
Markets: equities

How to prepare

Replicate a published equity factor and test its decay and transaction-cost sensitivity
Build a reproducible research pipeline in Python with version control
Study portfolio construction and factor risk models
Practise writing short performance commentary on a factor's returns

What to study

The Portfolio and Factor Quant roadmap sets out the stages for this kind of role, with free resources for each.

Open the roadmap

Apply

Read the full posting on JPMorgan’s site before applying: requirements, location and pay can change after we check them.

View the posting on JPMorgan’s site ↗

SelfMadeQuant wrote this summary from the employer’s public posting, last checked 6 November 2026. SelfMadeQuant isn’t affiliated with JPMorgan and doesn’t handle applications.